FSVLX vs. FSPCX

In the year-to-date period, FSVLX achieves a 1.24% return, which is significantly lower than FSPCX's 7.70% return. Over the past 10 years, FSVLX has underperformed FSPCX with an annualized return of 7.68%, while FSPCX has yielded a comparatively higher 13.34% annualized return.

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FSVLX has a 0.81% expense ratio, which is higher than FSPCX's 0.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Fintech Portfolio (FSVLX) and Fidelity Select Insurance Portfolio (FSPCX). 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.

The current FSVLX Sharpe Ratio is 1.05, which is comparable to the FSPCX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of FSVLX and FSPCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FSVLX has not paid dividends to shareholders, while FSPCX's dividend yield for the trailing twelve months is around 5.84%.

The maximum FSVLX drawdown since its inception was -83.77%, which is greater than FSPCX's maximum drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for FSVLX and FSPCX.

Fidelity Select Fintech Portfolio (FSVLX) has a higher volatility of 5.74% compared to Fidelity Select Insurance Portfolio (FSPCX) at 4.67%. This indicates that FSVLX's price experiences larger fluctuations and is considered to be riskier than FSPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.