PortfoliosLab logoPortfoliosLab logo
FSVLX vs. FRBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSVLX vs. FRBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Fintech Portfolio (FSVLX) and John Hancock Regional Bank Fund (FRBAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSVLX vs. FRBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSVLX
Fidelity Select Fintech Portfolio
-26.09%0.26%22.04%24.55%-29.75%22.31%2.25%34.18%-10.51%23.13%
FRBAX
John Hancock Regional Bank Fund
-1.16%11.07%22.54%-1.93%-12.25%40.51%-10.11%27.60%-17.61%10.32%

Returns By Period

In the year-to-date period, FSVLX achieves a -26.09% return, which is significantly lower than FRBAX's -1.16% return. Over the past 10 years, FSVLX has underperformed FRBAX with an annualized return of 5.68%, while FRBAX has yielded a comparatively higher 9.54% annualized return.


FSVLX

1D
0.98%
1M
-8.94%
YTD
-26.09%
6M
-26.40%
1Y
-22.13%
3Y*
1.24%
5Y*
-3.51%
10Y*
5.68%

FRBAX

1D
0.67%
1M
-3.51%
YTD
-1.16%
6M
3.72%
1Y
16.32%
3Y*
17.82%
5Y*
4.96%
10Y*
9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSVLX vs. FRBAX - Expense Ratio Comparison

FSVLX has a 0.81% expense ratio, which is lower than FRBAX's 1.22% expense ratio.


Return for Risk

FSVLX vs. FRBAX — Risk / Return Rank

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

FSVLX
FSVLX Risk / Return Rank: 11
Overall Rank
FSVLX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FSVLX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSVLX Omega Ratio Rank: 11
Omega Ratio Rank
FSVLX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSVLX Martin Ratio Rank: 00
Martin Ratio Rank

FRBAX
FRBAX Risk / Return Rank: 2929
Overall Rank
FRBAX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
FRBAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FRBAX Omega Ratio Rank: 2828
Omega Ratio Rank
FRBAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FRBAX Martin Ratio Rank: 2424
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.

FSVLX vs. FRBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Fintech Portfolio (FSVLX) and John Hancock Regional Bank Fund (FRBAX). 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.


FSVLXFRBAXDifference

Sharpe ratio

Return per unit of total volatility

-0.81

0.67

-1.48

Sortino ratio

Return per unit of downside risk

-1.04

1.04

-2.09

Omega ratio

Gain probability vs. loss probability

0.86

1.15

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.75

1.02

-1.77

Martin ratio

Return relative to average drawdown

-2.19

2.64

-4.82

FSVLX vs. FRBAX - Sharpe Ratio Comparison

The current FSVLX Sharpe Ratio is -0.81, which is lower than the FRBAX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FSVLX and FRBAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FSVLXFRBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.81

0.67

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.19

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.33

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.39

-0.06

Correlation

The correlation between FSVLX and FRBAX is 0.83, 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

FSVLX vs. FRBAX - Dividend Comparison

FSVLX has not paid dividends to shareholders, while FRBAX's dividend yield for the trailing twelve months is around 8.90%.


TTM20252024202320222021202020192018201720162015
FSVLX
Fidelity Select Fintech Portfolio
0.00%0.00%0.00%0.00%0.00%19.25%1.93%1.77%8.59%1.58%3.84%10.51%
FRBAX
John Hancock Regional Bank Fund
8.90%8.82%9.72%2.65%5.83%5.26%2.43%1.75%1.92%1.76%2.94%4.42%

Drawdowns

FSVLX vs. FRBAX - Drawdown Comparison

The maximum FSVLX drawdown since its inception was -83.84%, which is greater than FRBAX's maximum drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for FSVLX and FRBAX.


Loading graphics...

Drawdown Indicators


FSVLXFRBAXDifference

Max Drawdown

Largest peak-to-trough decline

-83.84%

-67.55%

-16.29%

Max Drawdown (1Y)

Largest decline over 1 year

-30.77%

-14.22%

-16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-42.62%

-46.15%

+3.53%

Max Drawdown (10Y)

Largest decline over 10 years

-51.70%

-52.24%

+0.54%

Current Drawdown

Current decline from peak

-31.45%

-12.05%

-19.40%

Average Drawdown

Average peak-to-trough decline

-25.64%

-12.32%

-13.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

5.51%

+5.04%

Volatility

FSVLX vs. FRBAX - Volatility Comparison

Fidelity Select Fintech Portfolio (FSVLX) has a higher volatility of 7.96% compared to John Hancock Regional Bank Fund (FRBAX) at 4.65%. This indicates that FSVLX's price experiences larger fluctuations and is considered to be riskier than FRBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FSVLXFRBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

4.65%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

17.16%

16.26%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

25.52%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.49%

26.63%

-2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.66%

29.30%

-3.64%