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FACDX vs. FIJYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FACDX vs. FIJYX - 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 Biotechnology Fund Class Z (FIJYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FACDX achieves a -3.44% return, which is significantly lower than FIJYX's 2.44% return.


FACDX

1D
-1.65%
1M
1.95%
YTD
-3.44%
6M
-3.72%
1Y
16.69%
3Y*
4.95%
5Y*
2.12%
10Y*
8.33%

FIJYX

1D
-2.51%
1M
-0.42%
YTD
2.44%
6M
1.40%
1Y
51.03%
3Y*
16.48%
5Y*
9.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FACDX vs. FIJYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FACDX
Fidelity Advisor Health Care Fund Class A
-3.44%14.19%3.97%3.81%-13.07%11.25%21.07%27.89%-11.12%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
2.44%40.09%0.03%11.19%-7.60%-2.76%32.72%26.25%-11.45%

Correlation

The correlation between FACDX and FIJYX is 0.85, 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

0.85

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

0.79

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

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2018

0.83

The correlation between FACDX and FIJYX has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

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Return for Risk

FACDX vs. FIJYX — Risk / Return Rank

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

FACDX
FACDX Risk / Return Rank: 1414
Overall Rank
FACDX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FACDX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FACDX Omega Ratio Rank: 1414
Omega Ratio Rank
FACDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
FACDX Martin Ratio Rank: 1212
Martin Ratio Rank

FIJYX
FIJYX Risk / Return Rank: 7676
Overall Rank
FIJYX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FIJYX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FIJYX Omega Ratio Rank: 5353
Omega Ratio Rank
FIJYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIJYX Martin Ratio Rank: 9090
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.

FACDX vs. FIJYX - Risk-Adjusted Trends Comparison

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


FACDXFIJYXDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.51

-1.40

Sortino ratio

Return per unit of downside risk

1.71

3.37

-1.66

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.21

Calmar ratio

Return relative to maximum drawdown

1.35

6.55

-5.20

Martin ratio

Return relative to average drawdown

3.69

18.03

-14.34

FACDX vs. FIJYX - Sharpe Ratio Comparison

The current FACDX Sharpe Ratio is 1.11, which is lower than the FIJYX Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of FACDX and FIJYX, 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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Sharpe Ratios by Period


FACDXFIJYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.51

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.39

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.42

+0.15

Drawdowns

FACDX vs. FIJYX - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.55%, which is greater than FIJYX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for FACDX and FIJYX.


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Drawdown Indicators


FACDXFIJYXDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-38.53%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-8.13%

-5.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.49%

-36.39%

+18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.35%

-36.39%

+7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-29.35%

Current Drawdown

Current decline from peak

-7.47%

-6.01%

-1.46%

Average Drawdown

Average peak-to-trough decline

-9.35%

-11.57%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

2.95%

+1.95%

Volatility

FACDX vs. FIJYX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class A (FACDX) is 4.75%, while Fidelity Advisor Biotechnology Fund Class Z (FIJYX) has a volatility of 6.57%. This indicates that FACDX experiences smaller price fluctuations and is considered to be less risky than FIJYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACDXFIJYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

6.57%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

16.42%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

21.91%

-6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

23.54%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

24.98%

-6.21%

FACDX vs. FIJYX - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is higher than FIJYX's 0.61% expense ratio.


Dividends

FACDX vs. FIJYX - Dividend Comparison

FACDX's dividend yield for the trailing twelve months is around 13.76%, more than FIJYX's 1.40% yield.


PositionTTM20252024202320222021202020192018201720162015
FACDX
Fidelity Advisor Health Care Fund Class A
13.76%13.28%12.33%0.00%0.00%6.24%5.94%0.32%5.08%0.00%0.00%6.66%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
1.40%1.44%0.00%1.55%0.00%18.90%8.13%6.49%2.35%0.00%0.00%0.00%

Frequently Asked Questions


FACDX and FIJYX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FIJYX has higher volatility (6.57%) compared to FACDX (4.75%). In terms of maximum drawdown, FACDX dropped -44.55% vs FIJYX's -38.53%.

FIJYX currently has the higher Sharpe Ratio (2.51 vs 1.11), 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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