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RYFIX vs. FSRBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RYFIX vs. FSRBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Financial Services Fund (RYFIX) and Fidelity Select Banking Portfolio (FSRBX). The values are adjusted to include any dividend payments, if applicable.

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RYFIX vs. FSRBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYFIX
Rydex Financial Services Fund
-10.06%11.21%22.86%14.54%-18.03%35.83%0.27%28.32%-12.05%15.74%
FSRBX
Fidelity Select Banking Portfolio
-4.77%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-19.04%12.72%

Returns By Period

In the year-to-date period, RYFIX achieves a -10.06% return, which is significantly lower than FSRBX's -4.77% return. Over the past 10 years, RYFIX has underperformed FSRBX with an annualized return of 9.27%, while FSRBX has yielded a comparatively higher 10.57% annualized return.


RYFIX

1D
0.87%
1M
-7.07%
YTD
-10.06%
6M
-10.03%
1Y
-0.27%
3Y*
13.63%
5Y*
6.76%
10Y*
9.27%

FSRBX

1D
0.34%
1M
-4.63%
YTD
-4.77%
6M
-6.04%
1Y
11.19%
3Y*
20.44%
5Y*
7.34%
10Y*
10.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RYFIX vs. FSRBX - Expense Ratio Comparison

RYFIX has a 1.36% expense ratio, which is higher than FSRBX's 0.73% expense ratio.


Return for Risk

RYFIX vs. FSRBX — Risk / Return Rank

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

RYFIX
RYFIX Risk / Return Rank: 55
Overall Rank
RYFIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
RYFIX Sortino Ratio Rank: 55
Sortino Ratio Rank
RYFIX Omega Ratio Rank: 55
Omega Ratio Rank
RYFIX Calmar Ratio Rank: 55
Calmar Ratio Rank
RYFIX Martin Ratio Rank: 55
Martin Ratio Rank

FSRBX
FSRBX Risk / Return Rank: 1818
Overall Rank
FSRBX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1717
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 2020
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1515
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.

RYFIX vs. FSRBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Financial Services Fund (RYFIX) 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.


RYFIXFSRBXDifference

Sharpe ratio

Return per unit of total volatility

0.03

0.45

-0.42

Sortino ratio

Return per unit of downside risk

0.17

0.74

-0.57

Omega ratio

Gain probability vs. loss probability

1.02

1.11

-0.09

Calmar ratio

Return relative to maximum drawdown

-0.08

0.56

-0.64

Martin ratio

Return relative to average drawdown

-0.26

1.46

-1.71

RYFIX vs. FSRBX - Sharpe Ratio Comparison

The current RYFIX Sharpe Ratio is 0.03, which is lower than the FSRBX Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of RYFIX and FSRBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RYFIXFSRBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

0.45

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.27

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.36

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.42

-0.26

Correlation

The correlation between RYFIX and FSRBX is 0.90, 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

RYFIX vs. FSRBX - Dividend Comparison

RYFIX's dividend yield for the trailing twelve months is around 1.34%, less than FSRBX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
RYFIX
Rydex Financial Services Fund
1.34%1.21%0.76%0.00%25.45%0.83%0.00%0.41%5.14%0.51%0.71%1.65%
FSRBX
Fidelity Select Banking Portfolio
1.55%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%

Drawdowns

RYFIX vs. FSRBX - Drawdown Comparison

The maximum RYFIX drawdown since its inception was -77.63%, roughly equal to the maximum FSRBX drawdown of -76.89%. Use the drawdown chart below to compare losses from any high point for RYFIX and FSRBX.


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Drawdown Indicators


RYFIXFSRBXDifference

Max Drawdown

Largest peak-to-trough decline

-77.63%

-76.89%

-0.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-15.60%

+2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.08%

-41.95%

+14.87%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

-51.23%

+7.22%

Current Drawdown

Current decline from peak

-12.76%

-14.30%

+1.54%

Average Drawdown

Average peak-to-trough decline

-18.48%

-13.30%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

6.00%

-1.70%

Volatility

RYFIX vs. FSRBX - Volatility Comparison

The current volatility for Rydex Financial Services Fund (RYFIX) is 4.32%, while Fidelity Select Banking Portfolio (FSRBX) has a volatility of 4.78%. This indicates that RYFIX 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


RYFIXFSRBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.78%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

18.15%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

27.49%

-8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.46%

26.90%

-8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

29.52%

-8.54%