FSTCX vs. PRMTX
FSTCX (Fidelity Select Telecommunications Portfolio) and PRMTX (T. Rowe Price Communications & Technology Fund) are both Communications Equities funds. Over the past 10 years, FSTCX returned 6.31%/yr vs 14.81%/yr for PRMTX. A 0.69 correlation means they provide meaningful diversification when combined. FSTCX charges 0.79%/yr vs 0.77%/yr for PRMTX.
Performance
FSTCX vs. PRMTX - Performance Comparison
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Returns By Period
In the year-to-date period, FSTCX achieves a 13.53% return, which is significantly higher than PRMTX's -0.84% return. Over the past 10 years, FSTCX has underperformed PRMTX with an annualized return of 6.31%, while PRMTX has yielded a comparatively higher 14.81% annualized return.
FSTCX
- 1D
- -0.08%
- 1M
- -5.97%
- 6M
- 12.52%
- YTD
- 13.53%
- 1Y
- 11.88%
- 3Y*
- 20.63%
- 5Y*
- 4.65%
- 10Y*
- 6.31%
PRMTX
- 1D
- -1.72%
- 1M
- -0.73%
- 6M
- -0.44%
- YTD
- -0.84%
- 1Y
- -2.71%
- 3Y*
- 19.63%
- 5Y*
- 4.73%
- 10Y*
- 14.81%
FSTCX vs. PRMTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSTCX Fidelity Select Telecommunications Portfolio | 13.53% | 11.63% | 21.18% | 7.29% | -16.99% | -2.69% | 20.63% | 20.43% | -8.03% | 1.44% |
PRMTX T. Rowe Price Communications & Technology Fund | -0.84% | 6.86% | 48.75% | 39.30% | -40.90% | 9.81% | 53.69% | 35.69% | -1.85% | 33.00% |
Correlation
The correlation between FSTCX and PRMTX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 1994 | 0.69 |
Over the past year, the correlation between FSTCX and PRMTX has dropped to 0.33 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
FSTCX vs. PRMTX — Risk / Return Rank
FSTCX
PRMTX
FSTCX vs. PRMTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Telecommunications Portfolio (FSTCX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSTCX | PRMTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.87 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.99 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | -0.11 | +1.34 |
| Martin ratioReturn relative to average drawdown | 3.37 | -0.25 | +3.62 |
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Drawdowns
FSTCX vs. PRMTX - Drawdown Comparison
The maximum FSTCX drawdown since its inception was -82.81%, which is greater than PRMTX's maximum drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for FSTCX and PRMTX.
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Drawdown Indicators
| FSTCX | PRMTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.81% | -66.30% | -16.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -17.29% | +6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -11.00% | -20.69% | +9.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.48% | -47.17% | +14.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.08% | -47.17% | +13.09% |
Current DrawdownCurrent decline from peak | -9.36% | -8.66% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -24.60% | -13.93% | -10.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 7.61% | -3.76% |
Volatility
FSTCX vs. PRMTX - Volatility Comparison
The current volatility for Fidelity Select Telecommunications Portfolio (FSTCX) is 5.98%, while T. Rowe Price Communications & Technology Fund (PRMTX) has a volatility of 6.40%. This indicates that FSTCX experiences smaller price fluctuations and is considered to be less risky than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FSTCX | PRMTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 6.40% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 12.83% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 15.65% | +1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.94% | 21.73% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 20.94% | -2.89% |
FSTCX vs. PRMTX - Expense Ratio Comparison
FSTCX has a 0.79% expense ratio, which is higher than PRMTX's 0.77% expense ratio.
Dividends
FSTCX vs. PRMTX - Dividend Comparison
FSTCX's dividend yield for the trailing twelve months is around 3.14%, less than PRMTX's 25.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSTCX Fidelity Select Telecommunications Portfolio | 3.14% | 2.57% | 2.19% | 3.72% | 8.13% | 15.37% | 8.11% | 3.33% | 3.23% | 19.90% | 6.40% | 1.99% |
PRMTX T. Rowe Price Communications & Technology Fund | 25.44% | 25.23% | 14.78% | 7.74% | 17.50% | 8.35% | 5.29% | 2.45% | 1.28% | 2.35% | 2.24% | 3.20% |
Frequently Asked Questions
FSTCX and PRMTX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRMTX has higher volatility (6.40%) compared to FSTCX (5.98%). In terms of maximum drawdown, FSTCX dropped -82.81% vs PRMTX's -66.30%.
FSTCX currently has the higher Sharpe Ratio (0.75 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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