PEGA vs. FSLBX

In the year-to-date period, PEGA achieves a -2.21% return, which is significantly higher than FSLBX's -8.75% return. Over the past 10 years, PEGA has outperformed FSLBX with an annualized return of 15.74%, while FSLBX has yielded a comparatively lower 9.45% annualized return.

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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.

The current PEGA Sharpe Ratio is 1.01, which is higher than the FSLBX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of PEGA and FSLBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

PEGA's dividend yield for the trailing twelve months is around 0.07%, less than FSLBX's 0.73% yield.

The maximum PEGA drawdown since its inception was -94.81%, which is greater than FSLBX's maximum drawdown of -67.49%. Use the drawdown chart below to compare losses from any high point for PEGA and FSLBX. For additional features, visit the drawdowns tool.

Pegasystems Inc. (PEGA) has a higher volatility of 31.46% compared to Fidelity Select Brokerage & Invmt Mgmt Portfolio (FSLBX) at 18.02%. 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.