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FADTX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADTX and FSELX 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

FADTX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class A (FADTX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FADTX:

0.02

FSELX:

-0.22

Sortino Ratio

FADTX:

0.24

FSELX:

-0.03

Omega Ratio

FADTX:

1.03

FSELX:

1.00

Calmar Ratio

FADTX:

0.01

FSELX:

-0.28

Martin Ratio

FADTX:

0.03

FSELX:

-0.70

Ulcer Index

FADTX:

12.29%

FSELX:

15.73%

Daily Std Dev

FADTX:

33.15%

FSELX:

46.34%

Max Drawdown

FADTX:

-82.49%

FSELX:

-81.70%

Current Drawdown

FADTX:

-20.23%

FSELX:

-27.58%

Returns By Period

In the year-to-date period, FADTX achieves a -10.10% return, which is significantly higher than FSELX's -18.11% return. Over the past 10 years, FADTX has underperformed FSELX with an annualized return of 11.76%, while FSELX has yielded a comparatively higher 14.14% annualized return.


FADTX

YTD

-10.10%

1M

11.53%

6M

-16.11%

1Y

0.53%

5Y*

11.10%

10Y*

11.76%

FSELX

YTD

-18.11%

1M

7.83%

6M

-24.74%

1Y

-11.09%

5Y*

20.57%

10Y*

14.14%

*Annualized

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FADTX vs. FSELX - Expense Ratio Comparison

FADTX has a 0.97% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FADTX vs. FSELX — Risk-Adjusted Performance Rank

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

FADTX
The Risk-Adjusted Performance Rank of FADTX is 2525
Overall Rank
The Sharpe Ratio Rank of FADTX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FADTX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FADTX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FADTX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FADTX is 2323
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1111
Overall Rank
The Sharpe Ratio Rank of FSELX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 77
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.

FADTX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class A (FADTX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 FADTX Sharpe Ratio is 0.02, which is higher than the FSELX Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of FADTX and FSELX, 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

FADTX vs. FSELX - Dividend Comparison

FADTX has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 4.87%.


TTM20242023202220212020201920182017201620152014
FADTX
Fidelity Advisor Technology Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.55%8.64%
FSELX
Fidelity Select Semiconductors Portfolio
4.87%3.99%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%

Drawdowns

FADTX vs. FSELX - Drawdown Comparison

The maximum FADTX drawdown since its inception was -82.49%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FADTX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FADTX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor Technology Fund Class A (FADTX) is 10.22%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 13.76%. This indicates that FADTX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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