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AHSAX vs. FACDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHSAX vs. FACDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Health Sciences Fund (AHSAX) and Fidelity Advisor Health Care Fund Class A (FACDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AHSAX achieves a 3.95% return, which is significantly higher than FACDX's -0.11% return. Both investments have delivered pretty close results over the past 10 years, with AHSAX having a 9.16% annualized return and FACDX not far behind at 9.08%.


AHSAX

1D
1.15%
1M
3.58%
YTD
3.95%
6M
2.16%
1Y
28.11%
3Y*
4.35%
5Y*
-1.77%
10Y*
9.16%

FACDX

1D
0.27%
1M
3.26%
YTD
-0.11%
6M
-1.87%
1Y
21.06%
3Y*
6.14%
5Y*
2.16%
10Y*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHSAX vs. FACDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AHSAX
Alger Health Sciences Fund
3.95%10.14%1.17%-4.26%-17.04%3.26%30.99%22.02%5.71%33.06%
FACDX
Fidelity Advisor Health Care Fund Class A
-0.11%14.19%3.97%3.81%-13.07%11.25%21.07%27.89%7.20%24.09%

Correlation

The correlation between AHSAX and FACDX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2003

0.90

The correlation between AHSAX and FACDX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.

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Return for Risk

AHSAX vs. FACDX — Risk / Return Rank

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

AHSAX
AHSAX Risk / Return Rank: 4848
Overall Rank
AHSAX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AHSAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
AHSAX Omega Ratio Rank: 3939
Omega Ratio Rank
AHSAX Calmar Ratio Rank: 6565
Calmar Ratio Rank
AHSAX Martin Ratio Rank: 4646
Martin Ratio Rank

FACDX
FACDX Risk / Return Rank: 2121
Overall Rank
FACDX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FACDX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FACDX Omega Ratio Rank: 2121
Omega Ratio Rank
FACDX Calmar Ratio Rank: 2121
Calmar Ratio Rank
FACDX Martin Ratio Rank: 1616
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.

AHSAX vs. FACDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Health Sciences Fund (AHSAX) and Fidelity Advisor Health Care Fund Class A (FACDX). 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.


AHSAXFACDXDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.97

1.56

+1.41

Martin ratioReturn relative to average drawdown

9.10

4.11

+4.99

AHSAX vs. FACDX - Sharpe Ratio Comparison

The current AHSAX Sharpe Ratio is 1.82, which is higher than the FACDX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of AHSAX and FACDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AHSAX vs. FACDX - Drawdown Comparison

The maximum AHSAX drawdown since its inception was -46.23%, roughly equal to the maximum FACDX drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for AHSAX and FACDX.


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Drawdown Indicators


AHSAXFACDXDifference

Max Drawdown

Largest peak-to-trough decline

-46.23%

-44.55%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-13.43%

+3.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.11%

-17.49%

-5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-45.04%

-29.35%

-15.69%

Max Drawdown (10Y)

Largest decline over 10 years

-45.04%

-29.35%

-15.69%

Current Drawdown

Current decline from peak

-24.40%

-4.28%

-20.12%

Average Drawdown

Average peak-to-trough decline

-14.73%

-9.35%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

5.09%

-1.94%

Volatility

AHSAX vs. FACDX - Volatility Comparison

Alger Health Sciences Fund (AHSAX) and Fidelity Advisor Health Care Fund Class A (FACDX) have volatilities of 5.94% and 6.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHSAXFACDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

6.01%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

12.65%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.76%

16.39%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.16%

18.00%

+6.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.35%

18.81%

+4.54%

AHSAX vs. FACDX - Expense Ratio Comparison

AHSAX has a 1.05% expense ratio, which is higher than FACDX's 0.97% expense ratio.


Dividends

AHSAX vs. FACDX - Dividend Comparison

AHSAX has not paid dividends to shareholders, while FACDX's dividend yield for the trailing twelve months is around 13.30%.


PositionTTM20252024202320222021202020192018201720162015
AHSAX
Alger Health Sciences Fund
0.00%0.00%0.00%0.00%0.00%27.18%11.68%6.98%7.82%0.00%0.00%0.00%
FACDX
Fidelity Advisor Health Care Fund Class A
13.30%13.28%12.33%0.00%0.00%6.24%5.94%0.32%5.08%0.00%0.00%6.66%

Frequently Asked Questions


AHSAX and FACDX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FACDX has higher volatility (6.01%) compared to AHSAX (5.94%). In terms of maximum drawdown, AHSAX dropped -46.23% vs FACDX's -44.55%.

AHSAX currently has the higher Sharpe Ratio (1.82 vs 1.28), 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.

Portfolio Optimizer

Find the right allocation for AHSAX and FACDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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