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

Correlation

The correlation between FACDX and FSHCX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

FACDX:

-0.83

FSHCX:

-0.91

Sortino Ratio

FACDX:

-0.98

FSHCX:

-1.11

Omega Ratio

FACDX:

0.86

FSHCX:

0.84

Calmar Ratio

FACDX:

-0.55

FSHCX:

-0.67

Martin Ratio

FACDX:

-1.39

FSHCX:

-1.59

Ulcer Index

FACDX:

12.17%

FSHCX:

13.10%

Daily Std Dev

FACDX:

20.54%

FSHCX:

22.76%

Max Drawdown

FACDX:

-44.81%

FSHCX:

-57.77%

Current Drawdown

FACDX:

-30.34%

FSHCX:

-30.93%

Returns By Period

In the year-to-date period, FACDX achieves a -8.38% return, which is significantly lower than FSHCX's -0.77% return. Over the past 10 years, FACDX has outperformed FSHCX with an annualized return of 2.28%, while FSHCX has yielded a comparatively lower 1.26% annualized return.


FACDX

YTD

-8.38%

1M

-5.84%

6M

-23.91%

1Y

-16.98%

5Y*

-2.61%

10Y*

2.28%

FSHCX

YTD

-0.77%

1M

-16.41%

6M

-20.94%

1Y

-20.70%

5Y*

-0.42%

10Y*

1.26%

*Annualized

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FACDX vs. FSHCX - Expense Ratio Comparison

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


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 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

FSHCX
The Risk-Adjusted Performance Rank of FSHCX is 11
Overall Rank
The Sharpe Ratio Rank of FSHCX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FSHCX is 00
Sortino Ratio Rank
The Omega Ratio Rank of FSHCX is 11
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.


The current FACDX Sharpe Ratio is -0.83, which is comparable to the FSHCX Sharpe Ratio of -0.91. 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.


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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 0.70%.


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
0.70%0.71%0.35%4.86%0.21%0.76%0.27%7.97%4.97%1.14%1.91%9.07%

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.


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Volatility

FACDX vs. FSHCX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class A (FACDX) is 7.24%, while Fidelity Select Health Care Services Portfolio (FSHCX) has a volatility of 10.62%. This indicates that FACDX experiences smaller price fluctuations and is considered to be less risky than FSHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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