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

Correlation

The correlation between FADTX and VOO is 0.84, 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

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.

500.00%550.00%600.00%650.00%JulyAugustSeptemberOctoberNovemberDecember
632.36%
595.32%
FADTX
VOO

Key characteristics

Sharpe Ratio

FADTX:

1.27

VOO:

2.04

Sortino Ratio

FADTX:

1.77

VOO:

2.72

Omega Ratio

FADTX:

1.23

VOO:

1.38

Calmar Ratio

FADTX:

1.43

VOO:

3.02

Martin Ratio

FADTX:

6.04

VOO:

13.60

Ulcer Index

FADTX:

4.97%

VOO:

1.88%

Daily Std Dev

FADTX:

23.69%

VOO:

12.52%

Max Drawdown

FADTX:

-82.49%

VOO:

-33.99%

Current Drawdown

FADTX:

-4.47%

VOO:

-3.52%

Returns By Period

In the year-to-date period, FADTX achieves a 34.95% return, which is significantly higher than VOO's 24.65% return. Over the past 10 years, FADTX has outperformed VOO with an annualized return of 14.57%, while VOO has yielded a comparatively lower 13.02% annualized return.


FADTX

YTD

34.95%

1M

3.16%

6M

5.97%

1Y

29.66%

5Y*

17.11%

10Y*

14.57%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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.


FADTX
Fidelity Advisor Technology Fund Class A
Expense ratio chart for FADTX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FADTX, currently valued at 1.27, compared to the broader market-1.000.001.002.003.004.001.272.04
The chart of Sortino ratio for FADTX, currently valued at 1.77, compared to the broader market-2.000.002.004.006.008.0010.001.772.72
The chart of Omega ratio for FADTX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.38
The chart of Calmar ratio for FADTX, currently valued at 1.43, compared to the broader market0.005.0010.001.433.02
The chart of Martin ratio for FADTX, currently valued at 6.04, compared to the broader market0.0020.0040.0060.006.0413.60
FADTX
VOO

The current FADTX Sharpe Ratio is 1.27, which is lower than the VOO Sharpe Ratio of 2.04. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.27
2.04
FADTX
VOO

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 1.26%.


TTM20232022202120202019201820172016201520142013
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%4.55%8.64%1.22%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.47%
-3.52%
FADTX
VOO

Volatility

FADTX vs. VOO - Volatility Comparison

Fidelity Advisor Technology Fund Class A (FADTX) has a higher volatility of 5.77% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.77%
3.58%
FADTX
VOO
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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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