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

Correlation

The correlation between FACDX and FSPHX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
-8.88%
-8.37%
SCM
SPY

Key characteristics

Sharpe Ratio

FACDX:

-0.91

FSPHX:

-0.99

Sortino Ratio

FACDX:

-1.06

FSPHX:

-1.20

Omega Ratio

FACDX:

0.84

FSPHX:

0.84

Calmar Ratio

FACDX:

-0.56

FSPHX:

-0.57

Martin Ratio

FACDX:

-1.72

FSPHX:

-2.03

Ulcer Index

FACDX:

9.71%

FSPHX:

8.30%

Daily Std Dev

FACDX:

18.35%

FSPHX:

17.05%

Max Drawdown

FACDX:

-44.81%

FSPHX:

-91.65%

Current Drawdown

FACDX:

-29.96%

FSPHX:

-29.73%

Returns By Period

In the year-to-date period, FACDX achieves a -7.88% return, which is significantly higher than FSPHX's -8.81% return. Over the past 10 years, FACDX has outperformed FSPHX with an annualized return of 2.18%, while FSPHX has yielded a comparatively lower 0.86% annualized return.


FACDX

YTD

-7.88%

1M

-8.70%

6M

-22.85%

1Y

-17.66%

5Y*

-0.06%

10Y*

2.18%

FSPHX

YTD

-8.81%

1M

-9.57%

6M

-20.75%

1Y

-16.96%

5Y*

-0.73%

10Y*

0.86%

*Annualized

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FACDX vs. FSPHX - Expense Ratio Comparison

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


Expense ratio chart for FACDX: current value is 0.97%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FACDX: 0.97%
Expense ratio chart for FSPHX: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPHX: 0.69%

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 88
Overall Rank
The Sharpe Ratio Rank of FACDX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FACDX is 66
Sortino Ratio Rank
The Omega Ratio Rank of FACDX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FACDX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FACDX is 1616
Martin Ratio Rank

FSPHX
The Risk-Adjusted Performance Rank of FSPHX is 55
Overall Rank
The Sharpe Ratio Rank of FSPHX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPHX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSPHX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FSPHX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FSPHX is 88
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 chart of Sharpe ratio for SCM, currently valued at 0.09, compared to the broader market-1.000.001.002.003.00
SCM: 0.09
SPY: 0.12
The chart of Sortino ratio for SCM, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.0010.00
SCM: 0.24
SPY: 0.31
The chart of Omega ratio for SCM, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
SCM: 1.04
SPY: 1.04
The chart of Calmar ratio for SCM, currently valued at 0.08, compared to the broader market0.005.0010.0015.00
SCM: 0.08
SPY: 0.12
The chart of Martin ratio for SCM, currently valued at 0.40, compared to the broader market0.0020.0040.0060.00
SCM: 0.40
SPY: 0.60

The current FACDX Sharpe Ratio is -0.91, which is comparable to the FSPHX Sharpe Ratio of -0.99. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.09
0.12
SCM
SPY

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 0.02%.


TTM20242023202220212020201920182017201620152014

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.66%
-14.16%
SCM
SPY

Volatility

FACDX vs. FSPHX - Volatility Comparison

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


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.42%
14.54%
SCM
SPY

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