PortfoliosLab logo
FADTX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FADTX and VOO is 0.85, 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. VOO - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FADTX:

0.02

VOO:

0.52

Sortino Ratio

FADTX:

0.24

VOO:

0.89

Omega Ratio

FADTX:

1.03

VOO:

1.13

Calmar Ratio

FADTX:

0.01

VOO:

0.57

Martin Ratio

FADTX:

0.03

VOO:

2.18

Ulcer Index

FADTX:

12.29%

VOO:

4.85%

Daily Std Dev

FADTX:

33.15%

VOO:

19.11%

Max Drawdown

FADTX:

-82.49%

VOO:

-33.99%

Current Drawdown

FADTX:

-20.23%

VOO:

-7.67%

Returns By Period

In the year-to-date period, FADTX achieves a -10.10% return, which is significantly lower than VOO's -3.41% return. Over the past 10 years, FADTX has underperformed VOO with an annualized return of 11.76%, while VOO has yielded a comparatively higher 12.42% annualized return.


FADTX

YTD

-10.10%

1M

11.53%

6M

-16.11%

1Y

0.53%

5Y*

11.10%

10Y*

11.76%

VOO

YTD

-3.41%

1M

7.59%

6M

-5.06%

1Y

9.79%

5Y*

15.86%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FADTX vs. VOO - Expense Ratio Comparison

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


Risk-Adjusted Performance

FADTX vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class A (FADTX) 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 FADTX Sharpe Ratio is 0.02, which is lower than the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FADTX 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.


Loading data...

Dividends

FADTX vs. VOO - Dividend Comparison

FADTX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.34%.


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%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FADTX vs. VOO - Drawdown Comparison

The maximum FADTX drawdown since its inception was -82.49%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FADTX and VOO. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FADTX vs. VOO - Volatility Comparison

Fidelity Advisor Technology Fund Class A (FADTX) has a higher volatility of 10.22% compared to Vanguard S&P 500 ETF (VOO) at 6.83%. This indicates that FADTX'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.


Loading data...