PEGA vs. FSLBX
Compare and contrast key facts about Pegasystems Inc. (PEGA) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX).
FSLBX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEGA or FSLBX.
Performance
PEGA vs. FSLBX - Performance Comparison
Returns By Period
In the year-to-date period, PEGA achieves a 75.09% return, which is significantly higher than FSLBX's 39.84% return. Over the past 10 years, PEGA has outperformed FSLBX with an annualized return of 15.36%, while FSLBX has yielded a comparatively lower 10.88% annualized return.
PEGA
75.09%
16.63%
33.33%
66.86%
2.06%
15.36%
FSLBX
39.84%
5.44%
26.67%
59.36%
19.99%
10.88%
Key characteristics
| PEGA | FSLBX | |
|---|---|---|
| Sharpe Ratio | 1.45 | 3.61 |
| Sortino Ratio | 3.11 | 4.67 |
| Omega Ratio | 1.36 | 1.63 |
| Calmar Ratio | 1.06 | 5.30 |
| Martin Ratio | 8.16 | 25.76 |
| Ulcer Index | 9.00% | 2.36% |
| Daily Std Dev | 50.48% | 16.86% |
| Max Drawdown | -94.81% | -67.50% |
| Current Drawdown | -41.32% | -0.86% |
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Correlation
The correlation between PEGA and FSLBX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
PEGA vs. FSLBX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pegasystems Inc. (PEGA) and Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX). 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
PEGA vs. FSLBX - Dividend Comparison
PEGA's dividend yield for the trailing twelve months is around 0.14%, less than FSLBX's 0.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEGA Pegasystems Inc. | 0.14% | 0.25% | 0.35% | 0.11% | 0.09% | 0.15% | 0.25% | 0.25% | 0.33% | 0.44% | 0.51% | 0.37% |
FSLBX Fidelity Select Brokerage & Invmt Mgmt Portfolio | 0.90% | 1.22% | 1.71% | 0.63% | 1.11% | 1.21% | 1.50% | 1.00% | 1.23% | 2.17% | 1.36% | 0.52% |
Drawdowns
PEGA vs. FSLBX - Drawdown Comparison
The maximum PEGA drawdown since its inception was -94.81%, which is greater than FSLBX's maximum drawdown of -67.50%. Use the drawdown chart below to compare losses from any high point for PEGA and FSLBX. For additional features, visit the drawdowns tool.
Volatility
PEGA vs. FSLBX - Volatility Comparison
Pegasystems Inc. (PEGA) has a higher volatility of 15.79% compared to Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) at 7.70%. This indicates that PEGA's price experiences larger fluctuations and is considered to be riskier than FSLBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.