FSRBX vs. VFAIX
Compare and contrast key facts about Fidelity Select Banking Portfolio (FSRBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
FSRBX is managed by Fidelity. It was launched on Jun 30, 1986. VFAIX is managed by Blackrock. It was launched on Feb 4, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSRBX or VFAIX.
Key characteristics
| FSRBX | VFAIX | |
|---|---|---|
| YTD Return | 37.54% | 33.72% |
| 1Y Return | 59.75% | 47.50% |
| 3Y Return (Ann) | 4.97% | 9.10% |
| 5Y Return (Ann) | 6.67% | 12.99% |
| 10Y Return (Ann) | 4.71% | 11.99% |
| Sharpe Ratio | 2.39 | 3.31 |
| Sortino Ratio | 3.48 | 4.68 |
| Omega Ratio | 1.43 | 1.61 |
| Calmar Ratio | 1.71 | 3.48 |
| Martin Ratio | 15.80 | 23.62 |
| Ulcer Index | 3.93% | 2.05% |
| Daily Std Dev | 26.06% | 14.61% |
| Max Drawdown | -76.10% | -78.64% |
| Current Drawdown | -1.78% | -0.81% |
Correlation
The correlation between FSRBX and VFAIX is 0.93, 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.
Performance
FSRBX vs. VFAIX - Performance Comparison
In the year-to-date period, FSRBX achieves a 37.54% return, which is significantly higher than VFAIX's 33.72% return. Over the past 10 years, FSRBX has underperformed VFAIX with an annualized return of 4.71%, while VFAIX has yielded a comparatively higher 11.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FSRBX vs. VFAIX - Expense Ratio Comparison
FSRBX has a 0.73% expense ratio, which is higher than VFAIX's 0.10% expense ratio.
Risk-Adjusted Performance
FSRBX vs. VFAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Banking Portfolio (FSRBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.
Dividends
FSRBX vs. VFAIX - Dividend Comparison
FSRBX's dividend yield for the trailing twelve months is around 2.28%, more than VFAIX's 1.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRBX Fidelity Select Banking Portfolio | 2.28% | 2.96% | 2.74% | 1.81% | 2.47% | 1.87% | 2.44% | 0.94% | 0.76% | 3.69% | 4.30% | 3.39% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.61% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
Drawdowns
FSRBX vs. VFAIX - Drawdown Comparison
The maximum FSRBX drawdown since its inception was -76.10%, roughly equal to the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for FSRBX and VFAIX. For additional features, visit the drawdowns tool.
Volatility
FSRBX vs. VFAIX - Volatility Comparison
Fidelity Select Banking Portfolio (FSRBX) has a higher volatility of 13.42% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 7.75%. This indicates that FSRBX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.