PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FACDX vs. FSHCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FACDX and FSHCX is 0.72, 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.


-0.50.00.51.00.7

Performance

FACDX vs. FSHCX - 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 Select Health Care Services Portfolio (FSHCX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%AugustSeptemberOctoberNovemberDecember2025
784.34%
501.42%
FACDX
FSHCX

Key characteristics

Sharpe Ratio

FACDX:

-0.32

FSHCX:

-1.04

Sortino Ratio

FACDX:

-0.29

FSHCX:

-1.30

Omega Ratio

FACDX:

0.95

FSHCX:

0.81

Calmar Ratio

FACDX:

-0.23

FSHCX:

-0.67

Martin Ratio

FACDX:

-0.98

FSHCX:

-2.03

Ulcer Index

FACDX:

5.62%

FSHCX:

10.07%

Daily Std Dev

FACDX:

16.90%

FSHCX:

19.56%

Max Drawdown

FACDX:

-44.81%

FSHCX:

-57.77%

Current Drawdown

FACDX:

-22.56%

FSHCX:

-26.56%

Returns By Period

In the year-to-date period, FACDX achieves a 1.85% return, which is significantly lower than FSHCX's 5.50% return. Over the past 10 years, FACDX has outperformed FSHCX with an annualized return of 4.38%, while FSHCX has yielded a comparatively lower 2.85% annualized return.


FACDX

YTD

1.85%

1M

-8.69%

6M

-11.14%

1Y

-4.90%

5Y*

-0.10%

10Y*

4.38%

FSHCX

YTD

5.50%

1M

-3.96%

6M

-16.42%

1Y

-18.55%

5Y*

-0.03%

10Y*

2.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FACDX vs. FSHCX - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is higher than FSHCX's 0.71% expense ratio.


FACDX
Fidelity Advisor Health Care Fund Class A
Expense ratio chart for FACDX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for FSHCX: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

FACDX vs. FSHCX — 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 22
Overall Rank
The Sharpe Ratio Rank of FACDX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FACDX is 22
Sortino Ratio Rank
The Omega Ratio Rank of FACDX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FACDX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FACDX is 22
Martin Ratio Rank

FSHCX
The Risk-Adjusted Performance Rank of FSHCX is 00
Overall Rank
The Sharpe Ratio Rank of FSHCX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of FSHCX is 00
Sortino Ratio Rank
The Omega Ratio Rank of FSHCX is 00
Omega Ratio Rank
The Calmar Ratio Rank of FSHCX is 00
Calmar Ratio Rank
The Martin Ratio Rank of FSHCX is 00
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. FSHCX - 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 Select Health Care Services Portfolio (FSHCX). 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.


Sharpe ratio
The chart of Sharpe ratio for FACDX, currently valued at -0.32, compared to the broader market-1.000.001.002.003.004.00-0.32-1.04
The chart of Sortino ratio for FACDX, currently valued at -0.29, compared to the broader market0.005.0010.00-0.29-1.30
The chart of Omega ratio for FACDX, currently valued at 0.95, compared to the broader market1.002.003.004.000.950.81
The chart of Calmar ratio for FACDX, currently valued at -0.23, compared to the broader market0.005.0010.0015.0020.00-0.23-0.67
The chart of Martin ratio for FACDX, currently valued at -0.98, compared to the broader market0.0020.0040.0060.0080.00-0.98-2.03
FACDX
FSHCX

The current FACDX Sharpe Ratio is -0.32, which is higher than the FSHCX Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of FACDX and FSHCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AugustSeptemberOctoberNovemberDecember2025
-0.32
-1.04
FACDX
FSHCX

Dividends

FACDX vs. FSHCX - Dividend Comparison

FACDX has not paid dividends to shareholders, while FSHCX's dividend yield for the trailing twelve months is around 0.67%.


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%
FSHCX
Fidelity Select Health Care Services Portfolio
0.67%0.71%0.35%0.23%0.21%0.76%0.27%0.12%0.11%0.16%1.91%3.52%

Drawdowns

FACDX vs. FSHCX - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.81%, smaller than the maximum FSHCX drawdown of -57.77%. Use the drawdown chart below to compare losses from any high point for FACDX and FSHCX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-22.56%
-26.56%
FACDX
FSHCX

Volatility

FACDX vs. FSHCX - Volatility Comparison

Fidelity Advisor Health Care Fund Class A (FACDX) and Fidelity Select Health Care Services Portfolio (FSHCX) have volatilities of 11.65% and 11.58%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
11.65%
11.58%
FACDX
FSHCX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab