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FSRBX vs. GFSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRBX vs. GFSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Banking Portfolio (FSRBX) and Gabelli Global Financial Services Fund (GFSIX). The values are adjusted to include any dividend payments, if applicable.

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FSRBX vs. GFSIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSRBX
Fidelity Select Banking Portfolio
-4.77%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-18.28%
GFSIX
Gabelli Global Financial Services Fund
-3.88%36.58%28.17%25.77%-11.12%29.11%-1.28%9.12%0.39%

Returns By Period

In the year-to-date period, FSRBX achieves a -4.77% return, which is significantly lower than GFSIX's -3.88% return.


FSRBX

1D
0.34%
1M
-4.63%
YTD
-4.77%
6M
-6.04%
1Y
11.19%
3Y*
20.44%
5Y*
7.34%
10Y*
10.57%

GFSIX

1D
0.10%
1M
-7.47%
YTD
-3.88%
6M
4.15%
1Y
26.39%
3Y*
26.34%
5Y*
16.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRBX vs. GFSIX - Expense Ratio Comparison

FSRBX has a 0.73% expense ratio, which is lower than GFSIX's 1.00% expense ratio.


Return for Risk

FSRBX vs. GFSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FSRBX
FSRBX Risk / Return Rank: 1818
Overall Rank
FSRBX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 2020
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1515
Martin Ratio Rank

GFSIX
GFSIX Risk / Return Rank: 7878
Overall Rank
GFSIX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GFSIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
GFSIX Omega Ratio Rank: 8080
Omega Ratio Rank
GFSIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
GFSIX Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSRBX vs. GFSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Banking Portfolio (FSRBX) and Gabelli Global Financial Services Fund (GFSIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FSRBXGFSIXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.64

-1.19

Sortino ratio

Return per unit of downside risk

0.74

2.14

-1.40

Omega ratio

Gain probability vs. loss probability

1.11

1.31

-0.20

Calmar ratio

Return relative to maximum drawdown

0.56

1.68

-1.12

Martin ratio

Return relative to average drawdown

1.46

6.48

-5.02

FSRBX vs. GFSIX - Sharpe Ratio Comparison

The current FSRBX Sharpe Ratio is 0.45, which is lower than the GFSIX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of FSRBX and GFSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSRBXGFSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.64

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.94

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.63

-0.21

Correlation

The correlation between FSRBX and GFSIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FSRBX vs. GFSIX - Dividend Comparison

FSRBX's dividend yield for the trailing twelve months is around 1.55%, less than GFSIX's 1.93% yield.


TTM20252024202320222021202020192018201720162015
FSRBX
Fidelity Select Banking Portfolio
1.55%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%
GFSIX
Gabelli Global Financial Services Fund
1.93%1.85%2.44%2.68%2.96%2.11%1.58%2.69%0.39%0.00%0.00%0.00%

Drawdowns

FSRBX vs. GFSIX - Drawdown Comparison

The maximum FSRBX drawdown since its inception was -76.89%, which is greater than GFSIX's maximum drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for FSRBX and GFSIX.


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Drawdown Indicators


FSRBXGFSIXDifference

Max Drawdown

Largest peak-to-trough decline

-76.89%

-46.39%

-30.50%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-11.92%

-3.68%

Max Drawdown (5Y)

Largest decline over 5 years

-41.95%

-28.07%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-51.23%

Current Drawdown

Current decline from peak

-14.30%

-9.33%

-4.97%

Average Drawdown

Average peak-to-trough decline

-13.30%

-7.72%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

3.44%

+2.56%

Volatility

FSRBX vs. GFSIX - Volatility Comparison

Fidelity Select Banking Portfolio (FSRBX) has a higher volatility of 4.78% compared to Gabelli Global Financial Services Fund (GFSIX) at 3.94%. This indicates that FSRBX's price experiences larger fluctuations and is considered to be riskier than GFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSRBXGFSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

3.94%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

18.15%

8.52%

+9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

27.49%

15.18%

+12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

17.35%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.52%

21.91%

+7.61%