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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%JulyAugustSeptemberOctoberNovemberDecember
870.99%
533.55%
FACDX
FSHCX

Key characteristics

Sharpe Ratio

FACDX:

0.54

FSHCX:

-0.92

Sortino Ratio

FACDX:

0.82

FSHCX:

-1.18

Omega Ratio

FACDX:

1.10

FSHCX:

0.85

Calmar Ratio

FACDX:

0.34

FSHCX:

-0.66

Martin Ratio

FACDX:

2.18

FSHCX:

-2.00

Ulcer Index

FACDX:

3.38%

FSHCX:

7.69%

Daily Std Dev

FACDX:

13.75%

FSHCX:

16.77%

Max Drawdown

FACDX:

-44.81%

FSHCX:

-57.77%

Current Drawdown

FACDX:

-14.97%

FSHCX:

-22.63%

Returns By Period

In the year-to-date period, FACDX achieves a 3.67% return, which is significantly higher than FSHCX's -16.42% return. Over the past 10 years, FACDX has outperformed FSHCX with an annualized return of 5.40%, while FSHCX has yielded a comparatively lower 3.51% annualized return.


FACDX

YTD

3.67%

1M

-2.60%

6M

1.40%

1Y

6.31%

5Y*

2.31%

10Y*

5.40%

FSHCX

YTD

-16.42%

1M

-8.94%

6M

-8.66%

1Y

-15.80%

5Y*

1.65%

10Y*

3.51%

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 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 0.54, compared to the broader market-1.000.001.002.003.004.000.54-0.92
The chart of Sortino ratio for FACDX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.82-1.18
The chart of Omega ratio for FACDX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.100.85
The chart of Calmar ratio for FACDX, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.34-0.66
The chart of Martin ratio for FACDX, currently valued at 2.18, compared to the broader market0.0020.0040.0060.002.18-2.00
FACDX
FSHCX

The current FACDX Sharpe Ratio is 0.54, which is higher than the FSHCX Sharpe Ratio of -0.92. 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.54
-0.92
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 0.43%.


TTM20232022202120202019201820172016201520142013
FACDX
Fidelity Advisor Health Care Fund Class A
0.00%0.00%0.00%0.00%0.25%0.00%0.00%0.00%0.00%6.66%7.90%10.79%
FSHCX
Fidelity Select Health Care Services Portfolio
0.43%0.35%0.23%0.21%0.76%0.27%0.12%0.11%0.16%1.91%3.52%5.98%

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.


-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-14.97%
-22.63%
FACDX
FSHCX

Volatility

FACDX vs. FSHCX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class A (FACDX) is 4.38%, while Fidelity Select Health Care Services Portfolio (FSHCX) has a volatility of 6.49%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
6.49%
FACDX
FSHCX
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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.

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