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FACDX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FACDX and ^GSPC 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.


-0.50.00.51.00.8

Performance

FACDX vs. ^GSPC - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
870.99%
436.05%
FACDX
^GSPC

Key characteristics

Sharpe Ratio

FACDX:

0.54

^GSPC:

1.90

Sortino Ratio

FACDX:

0.82

^GSPC:

2.54

Omega Ratio

FACDX:

1.10

^GSPC:

1.35

Calmar Ratio

FACDX:

0.34

^GSPC:

2.81

Martin Ratio

FACDX:

2.18

^GSPC:

12.39

Ulcer Index

FACDX:

3.38%

^GSPC:

1.93%

Daily Std Dev

FACDX:

13.75%

^GSPC:

12.58%

Max Drawdown

FACDX:

-44.81%

^GSPC:

-56.78%

Current Drawdown

FACDX:

-14.97%

^GSPC:

-3.58%

Returns By Period

In the year-to-date period, FACDX achieves a 3.67% return, which is significantly lower than ^GSPC's 23.11% return. Over the past 10 years, FACDX has underperformed ^GSPC with an annualized return of 5.40%, while ^GSPC has yielded a comparatively higher 11.01% annualized return.


FACDX

YTD

3.67%

1M

-2.60%

6M

1.40%

1Y

6.31%

5Y*

2.31%

10Y*

5.40%

^GSPC

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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Risk-Adjusted Performance

FACDX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class A (FACDX) and S&P 500 (^GSPC). 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-1.000.001.002.003.004.000.541.90
The chart of Sortino ratio for FACDX, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.0010.000.822.54
The chart of Omega ratio for FACDX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.35
The chart of Calmar ratio for FACDX, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.342.81
The chart of Martin ratio for FACDX, currently valued at 2.18, compared to the broader market0.0020.0040.0060.002.1812.39
FACDX
^GSPC

The current FACDX Sharpe Ratio is 0.54, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FACDX and ^GSPC, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.54
1.90
FACDX
^GSPC

Drawdowns

FACDX vs. ^GSPC - Drawdown Comparison

The maximum FACDX drawdown since its inception was -44.81%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FACDX and ^GSPC. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.97%
-3.58%
FACDX
^GSPC

Volatility

FACDX vs. ^GSPC - Volatility Comparison

Fidelity Advisor Health Care Fund Class A (FACDX) has a higher volatility of 4.38% compared to S&P 500 (^GSPC) at 3.64%. This indicates that FACDX's price experiences larger fluctuations and is considered to be riskier than ^GSPC 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%JulyAugustSeptemberOctoberNovemberDecember
4.38%
3.64%
FACDX
^GSPC
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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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