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

Correlation

The correlation between FACDX and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Health Care Fund Class A (FACDX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FACDX:

-0.75

VOO:

0.74

Sortino Ratio

FACDX:

-0.94

VOO:

1.15

Omega Ratio

FACDX:

0.86

VOO:

1.17

Calmar Ratio

FACDX:

-0.53

VOO:

0.77

Martin Ratio

FACDX:

-1.35

VOO:

2.94

Ulcer Index

FACDX:

12.06%

VOO:

4.87%

Daily Std Dev

FACDX:

20.51%

VOO:

19.40%

Max Drawdown

FACDX:

-44.81%

VOO:

-33.99%

Current Drawdown

FACDX:

-29.38%

VOO:

-3.97%

Returns By Period

In the year-to-date period, FACDX achieves a -7.12% return, which is significantly lower than VOO's 0.46% return. Over the past 10 years, FACDX has underperformed VOO with an annualized return of 2.42%, while VOO has yielded a comparatively higher 12.74% annualized return.


FACDX

YTD

-7.12%

1M

-3.58%

6M

-23.55%

1Y

-15.23%

5Y*

-2.05%

10Y*

2.42%

VOO

YTD

0.46%

1M

9.97%

6M

-1.04%

1Y

14.18%

5Y*

17.41%

10Y*

12.74%

*Annualized

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FACDX vs. VOO - Expense Ratio Comparison

FACDX has a 0.97% expense ratio, which is higher than VOO's 0.03% expense ratio.


Risk-Adjusted Performance

FACDX vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class A (FACDX) and Vanguard S&P 500 ETF (VOO). 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 -0.75, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FACDX and VOO, 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. VOO - Dividend Comparison

FACDX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FACDX vs. VOO - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.81%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FACDX and VOO. For additional features, visit the drawdowns tool.


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Volatility

FACDX vs. VOO - Volatility Comparison

Fidelity Advisor Health Care Fund Class A (FACDX) has a higher volatility of 7.26% compared to Vanguard S&P 500 ETF (VOO) at 6.22%. This indicates that FACDX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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