PortfoliosLab logo
FACDX vs. FSPHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FACDX and FSPHX is 0.75, 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. FSPHX - 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 Portfolio (FSPHX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FACDX:

-0.73

FSPHX:

-0.36

Sortino Ratio

FACDX:

-0.90

FSPHX:

-0.46

Omega Ratio

FACDX:

0.87

FSPHX:

0.94

Calmar Ratio

FACDX:

-0.50

FSPHX:

-0.38

Martin Ratio

FACDX:

-1.30

FSPHX:

-1.06

Ulcer Index

FACDX:

11.87%

FSPHX:

6.70%

Daily Std Dev

FACDX:

20.18%

FSPHX:

17.22%

Max Drawdown

FACDX:

-44.81%

FSPHX:

-91.65%

Current Drawdown

FACDX:

-28.00%

FSPHX:

-16.51%

Returns By Period

In the year-to-date period, FACDX achieves a -5.30% return, which is significantly higher than FSPHX's -7.82% return. Over the past 10 years, FACDX has underperformed FSPHX with an annualized return of 2.72%, while FSPHX has yielded a comparatively higher 6.09% annualized return.


FACDX

YTD

-5.30%

1M

-1.88%

6M

-22.77%

1Y

-14.68%

5Y*

-1.55%

10Y*

2.72%

FSPHX

YTD

-7.82%

1M

-4.56%

6M

-15.99%

1Y

-6.22%

5Y*

3.35%

10Y*

6.09%

*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. FSPHX - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is higher than FSPHX's 0.69% expense ratio.


Risk-Adjusted Performance

FACDX vs. FSPHX — 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

FSPHX
The Risk-Adjusted Performance Rank of FSPHX is 44
Overall Rank
The Sharpe Ratio Rank of FSPHX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPHX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FSPHX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FSPHX is 33
Calmar Ratio Rank
The Martin Ratio Rank of FSPHX is 33
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. FSPHX - 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 Portfolio (FSPHX). 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 -0.73, which is lower than the FSPHX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of FACDX and FSPHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FACDX vs. FSPHX - Dividend Comparison

FACDX has not paid dividends to shareholders, while FSPHX's dividend yield for the trailing twelve months is around 7.99%.


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%
FSPHX
Fidelity® Select Health Care Portfolio
7.99%10.77%0.00%2.13%9.06%11.29%1.35%9.09%2.44%0.18%11.63%13.82%

Drawdowns

FACDX vs. FSPHX - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.81%, smaller than the maximum FSPHX drawdown of -91.65%. Use the drawdown chart below to compare losses from any high point for FACDX and FSPHX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FACDX vs. FSPHX - Volatility Comparison


Loading data...