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FACDX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FACDX and FELAX is 0.77, 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.


Performance

FACDX vs. FELAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FACDX:

-0.75

FELAX:

0.19

Sortino Ratio

FACDX:

-0.94

FELAX:

0.63

Omega Ratio

FACDX:

0.86

FELAX:

1.08

Calmar Ratio

FACDX:

-0.53

FELAX:

0.28

Martin Ratio

FACDX:

-1.35

FELAX:

0.73

Ulcer Index

FACDX:

12.06%

FELAX:

14.09%

Daily Std Dev

FACDX:

20.51%

FELAX:

46.95%

Max Drawdown

FACDX:

-44.81%

FELAX:

-71.33%

Current Drawdown

FACDX:

-29.38%

FELAX:

-11.48%

Returns By Period

In the year-to-date period, FACDX achieves a -7.12% return, which is significantly lower than FELAX's -3.44% return. Over the past 10 years, FACDX has underperformed FELAX with an annualized return of 2.42%, while FELAX has yielded a comparatively higher 24.42% annualized return.


FACDX

YTD

-7.12%

1M

-3.58%

6M

-23.55%

1Y

-15.23%

5Y*

-2.05%

10Y*

2.42%

FELAX

YTD

-3.44%

1M

24.00%

6M

-3.41%

1Y

8.85%

5Y*

31.69%

10Y*

24.42%

*Annualized

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FACDX vs. FELAX - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is lower than FELAX's 1.01% expense ratio.


Risk-Adjusted Performance

FACDX vs. FELAX — Risk-Adjusted Performance Rank

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

FACDX
The Risk-Adjusted Performance Rank of FACDX is 11
Overall Rank
The Sharpe Ratio Rank of FACDX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FACDX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FACDX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FACDX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FACDX is 11
Martin Ratio Rank

FELAX
The Risk-Adjusted Performance Rank of FELAX is 3636
Overall Rank
The Sharpe Ratio Rank of FELAX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FACDX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class A (FACDX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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 FACDX Sharpe Ratio is -0.75, which is lower than the FELAX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of FACDX and FELAX, 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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Dividends

FACDX vs. FELAX - Dividend Comparison

Neither FACDX nor FELAX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FACDX
Fidelity Advisor Health Care Fund Class A
0.00%0.00%0.00%0.00%0.00%0.25%0.00%0.00%0.00%0.00%6.66%7.90%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%

Drawdowns

FACDX vs. FELAX - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.81%, smaller than the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FACDX and FELAX. For additional features, visit the drawdowns tool.


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Volatility

FACDX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class A (FACDX) is 7.26%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 12.29%. This indicates that FACDX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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