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CUSIP
316390277
Issuer
Fidelity
Inception Date
Dec 12, 2006
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FMFEX Performance Chart

Fidelity Advisor Materials Fund Class I (FMFEX) is up 10.6% since the beginning of the year. FMFEX is currently trading at $98 per share. Investors who bought $1,000 worth of FMFEX shares 5 years ago would now be looking at an investment worth $1,300.


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Benchmark

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Returns By Period

Fidelity Advisor Materials Fund Class I (FMFEX) has returned 10.61% so far this year and 13.22% over the past 12 months. Over the last ten years, FMFEX has returned 7.84% per year, falling short of the S&P 500 Index benchmark, which averaged 13.08% annually.


Fidelity Advisor Materials Fund Class I

1D
1.30%
1M
-2.44%
6M
-0.89%
YTD
10.61%
1Y
13.22%
3Y*
4.71%
5Y*
5.39%
10Y*
7.84%
ALL TIME*
7.73%

Benchmark (S&P 500 Index)

1D
0.21%
1M
1.02%
6M
6.45%
YTD
8.52%
1Y
16.26%
3Y*
17.48%
5Y*
10.95%
10Y*
13.08%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMFEX Monthly Returns History

Based on dividend-adjusted daily data since Dec 1, 2005, FMFEX's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +19.3%, while the worst month was Oct 2008 at -26.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FMFEX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.2%, while the worst single day was Oct 15, 2008 at -12.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.58%9.25%-5.54%2.81%0.08%-2.76%-1.33%10.61%
20255.04%-0.28%-3.34%-0.45%3.48%2.49%-1.35%5.76%0.21%-6.08%3.44%2.49%11.28%
2024-2.83%4.45%7.56%-3.72%2.82%-4.49%2.72%-0.17%2.92%-3.00%3.49%-11.27%-2.97%
20239.40%-3.51%-1.98%-0.41%-7.13%10.61%6.09%-2.86%-5.59%-7.16%7.13%4.74%7.30%
2022-7.38%2.08%6.25%-6.24%1.97%-14.79%6.67%-1.91%-8.98%8.65%12.59%-5.45%-9.86%
2021-2.11%6.87%5.41%7.13%4.62%-5.21%1.20%2.02%-5.64%8.05%-1.08%7.91%31.64%

Benchmark Metrics

Fidelity Advisor Materials Fund Class I has an annualized alpha of -0.99%, beta of 1.10, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since December 01, 2005.

  • This fund participated in 111.93% of S&P 500 Index downside but only 106.71% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.10 and R2 of 0.73, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.99%
Beta
1.10
0.73
Upside Capture
106.71%
Downside Capture
111.93%

Expense Ratio

FMFEX has an expense ratio of 0.72%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FMFEX ranks 17 for risk / return — in the bottom 17% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


FMFEX Risk / Return Rank: 1717
Overall Rank
FMFEX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FMFEX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FMFEX Omega Ratio Rank: 1616
Omega Ratio Rank
FMFEX Calmar Ratio Rank: 2020
Calmar Ratio Rank
FMFEX Martin Ratio Rank: 1919
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.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Materials Fund Class I (FMFEX) and compare them to S&P 500 Index.

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.


FMFEXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.12

1.23

-0.11

Calmar ratioReturn relative to maximum drawdown

0.99

1.80

-0.81

Martin ratioReturn relative to average drawdown

2.77

7.70

-4.93

Dividends

Dividend History

Fidelity Advisor Materials Fund Class I provided a 5.01% dividend yield over the last twelve months, with an annual payout of $4.93 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.93$1.71$10.43$5.28$3.17$0.79$0.58$0.84$8.02$4.78$0.80$1.67

Dividend yield

5.01%1.87%12.44%5.46%3.33%0.73%0.70%1.22%12.91%5.26%1.05%2.44%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Materials Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$3.22$0.00$0.00$0.00$3.22
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.71$1.71
2024$0.00$0.00$0.00$3.29$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.14$10.43
2023$0.00$0.00$0.00$4.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.27$5.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.17$3.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.79$0.79

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Materials Fund Class I. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Materials Fund Class I was 64.19%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.

The current Fidelity Advisor Materials Fund Class I drawdown is 6.75%.


Drawdown

Fall

Recovery

Underwater

Related event

-64.19%Nov 2008
6mo 5d1y 11mo
2y 5moMay 2008 - Nov 2010
Financial crisis2007–2009
-49.87%Mar 2020
2y 1mo9mo 19d
2y 11moJan 2018 - Jan 2021
COVID crash2020
-30.61%Oct 2011
5mo 4d11mo 17d
1y 4moMay 2011 - Sep 2012
-27.90%Jan 2016
1y 6mo1y
2y 6moJul 2014 - Jan 2017
-25.39%Sep 2022
5mo 8d1y 5mo
1y 10moApr 2022 - Mar 2024
Bear market2022

Drawdown Indicators


FMFEXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-64.19%

-56.78%

-7.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-9.10%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.15%

-18.90%

-3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

-25.43%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-49.87%

-33.92%

-15.95%

Current Drawdown

Current decline from peak

-6.75%

-2.38%

-4.37%

Average Drawdown

Average peak-to-trough decline

-10.58%

-10.70%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

2.12%

+2.25%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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