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FACDX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACDX vs. FTIHX - 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 Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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FACDX vs. FTIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACDX
Fidelity Advisor Health Care Fund Class A
-9.65%14.19%3.97%3.81%-13.07%11.25%21.07%27.89%7.20%24.09%
FTIHX
Fidelity Total International Index Fund
-1.15%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FACDX achieves a -9.65% return, which is significantly lower than FTIHX's -1.15% return.


FACDX

1D
-0.72%
1M
-9.52%
YTD
-9.65%
6M
0.11%
1Y
4.26%
3Y*
3.47%
5Y*
1.21%
10Y*
8.31%

FTIHX

1D
-0.12%
1M
-11.11%
YTD
-1.15%
6M
3.36%
1Y
24.13%
3Y*
14.18%
5Y*
6.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACDX vs. FTIHX - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FACDX vs. FTIHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FACDX
FACDX Risk / Return Rank: 99
Overall Rank
FACDX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FACDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FACDX Omega Ratio Rank: 99
Omega Ratio Rank
FACDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FACDX Martin Ratio Rank: 1010
Martin Ratio Rank

FTIHX
FTIHX Risk / Return Rank: 7979
Overall Rank
FTIHX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 7878
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FACDX vs. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class A (FACDX) and Fidelity Total International Index Fund (FTIHX). 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.


FACDXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

0.21

1.47

-1.26

Sortino ratio

Return per unit of downside risk

0.42

1.97

-1.55

Omega ratio

Gain probability vs. loss probability

1.05

1.30

-0.24

Calmar ratio

Return relative to maximum drawdown

0.21

1.92

-1.72

Martin ratio

Return relative to average drawdown

0.63

7.63

-7.01

FACDX vs. FTIHX - Sharpe Ratio Comparison

The current FACDX Sharpe Ratio is 0.21, which is lower than the FTIHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FACDX and FTIHX, 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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Sharpe Ratios by Period


FACDXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

1.47

-1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.45

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.54

+0.02

Correlation

The correlation between FACDX and FTIHX is 0.60, 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.


Dividends

FACDX vs. FTIHX - Dividend Comparison

FACDX's dividend yield for the trailing twelve months is around 14.70%, more than FTIHX's 2.82% yield.


TTM20252024202320222021202020192018201720162015
FACDX
Fidelity Advisor Health Care Fund Class A
14.70%13.28%12.33%0.00%0.00%6.24%5.94%0.32%5.08%0.00%0.00%6.66%
FTIHX
Fidelity Total International Index Fund
2.82%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FACDX vs. FTIHX - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.55%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FACDX and FTIHX.


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Drawdown Indicators


FACDXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-35.75%

-8.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-11.25%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-29.35%

-29.99%

+0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-29.35%

Current Drawdown

Current decline from peak

-13.43%

-11.25%

-2.18%

Average Drawdown

Average peak-to-trough decline

-9.36%

-7.31%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

2.84%

+1.58%

Volatility

FACDX vs. FTIHX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class A (FACDX) is 5.59%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 7.05%. This indicates that FACDX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACDXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

7.05%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

10.67%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

15.82%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

15.03%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.75%

16.00%

+2.75%