PRISX vs. FSRBX
PRISX (T. Rowe Price Financial Services Fund) and FSRBX (Fidelity Select Banking Portfolio) are both Financials Equities funds. Over the past 10 years, PRISX returned 15.83%/yr vs 12.36%/yr for FSRBX. Their correlation of 0.92 means they have usually moved in the same direction. PRISX charges 0.88%/yr vs 0.73%/yr for FSRBX.
Performance
PRISX vs. FSRBX - Performance Comparison
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Returns By Period
In the year-to-date period, PRISX achieves a 8.91% return, which is significantly lower than FSRBX's 15.84% return. Over the past 10 years, PRISX has outperformed FSRBX with an annualized return of 15.83%, while FSRBX has yielded a comparatively lower 12.36% annualized return.
PRISX
- 1D
- 0.72%
- 1M
- 2.89%
- 6M
- 9.60%
- YTD
- 8.91%
- 1Y
- 19.52%
- 3Y*
- 23.21%
- 5Y*
- 13.68%
- 10Y*
- 15.83%
- ALL TIME*
- 10.45%
FSRBX
- 1D
- 0.55%
- 1M
- 1.16%
- 6M
- 11.29%
- YTD
- 15.84%
- 1Y
- 25.72%
- 3Y*
- 23.43%
- 5Y*
- 11.93%
- 10Y*
- 12.36%
- ALL TIME*
- 12.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PRISX vs. FSRBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRISX T. Rowe Price Financial Services Fund | 8.91% | 18.75% | 30.87% | 14.95% | -10.99% | 37.83% | 5.65% | 32.84% | -10.12% | 19.17% |
FSRBX Fidelity Select Banking Portfolio | 15.84% | 11.11% | 30.13% | 8.48% | -12.61% | 38.21% | -11.73% | 35.60% | -19.04% | 12.72% |
Correlation
The correlation between PRISX and FSRBX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 1997 | 0.92 |
The correlation between PRISX and FSRBX has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
PRISX vs. FSRBX — Risk / Return Rank
PRISX
FSRBX
PRISX vs. FSRBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Financial Services Fund (PRISX) and Fidelity Select Banking Portfolio (FSRBX). 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.
| PRISX | FSRBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.37 | -0.16 |
| Martin ratioReturn relative to average drawdown | 3.38 | 3.63 | -0.25 |
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Drawdowns
PRISX vs. FSRBX - Drawdown Comparison
The maximum PRISX drawdown since its inception was -67.34%, smaller than the maximum FSRBX drawdown of -76.89%. Use the drawdown chart below to compare losses from any high point for PRISX and FSRBX.
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Drawdown Indicators
| PRISX | FSRBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.34% | -76.89% | +9.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.92% | -15.60% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -18.06% | -26.05% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -41.95% | +15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -42.86% | -51.23% | +8.37% |
Current DrawdownCurrent decline from peak | -0.85% | -2.56% | +1.71% |
Average DrawdownAverage peak-to-trough decline | -11.20% | -13.22% | +2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.98% | 5.91% | -0.93% |
Volatility
PRISX vs. FSRBX - Volatility Comparison
The current volatility for T. Rowe Price Financial Services Fund (PRISX) is 4.63%, while Fidelity Select Banking Portfolio (FSRBX) has a volatility of 5.48%. This indicates that PRISX experiences smaller price fluctuations and is considered to be less risky than FSRBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PRISX | FSRBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 5.48% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.06% | 15.03% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.08% | 22.59% | -6.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.04% | 26.61% | -6.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 29.37% | -7.66% |
PRISX vs. FSRBX - Expense Ratio Comparison
PRISX has a 0.88% expense ratio, which is higher than FSRBX's 0.73% expense ratio.
Dividends
PRISX vs. FSRBX - Dividend Comparison
PRISX's dividend yield for the trailing twelve months is around 6.31%, more than FSRBX's 2.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSRBX Fidelity Select Banking Portfolio | 2.06% | 1.47% | 4.49% | 5.35% | 6.12% | 3.36% | 8.63% | 5.90% | 32.02% | 2.57% | 0.76% | 5.64% |
PRISX T. Rowe Price Financial Services Fund | 6.31% | 6.87% | 8.74% | 2.00% | 2.08% | 3.00% | 10.22% | 6.14% | 11.97% | 4.68% | 1.00% | 3.86% |
Frequently Asked Questions
PRISX and FSRBX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSRBX has higher volatility (5.48%) compared to PRISX (4.63%). In terms of maximum drawdown, PRISX dropped -67.34% vs FSRBX's -76.89%.
PRISX currently has the higher Sharpe Ratio (1.05 vs 0.95), 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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