PortfoliosLab logoPortfoliosLab logo
FAFCX vs. FRBAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFCX vs. FRBAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Financial Services Fund Class C (FAFCX) and John Hancock Regional Bank Fund (FRBAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAFCX vs. FRBAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFCX
Fidelity Advisor Financial Services Fund Class C
-7.51%14.05%37.55%13.19%-9.63%31.91%-1.00%32.80%-16.73%19.64%
FRBAX
John Hancock Regional Bank Fund
0.80%11.07%22.54%-1.93%-12.25%40.51%-10.11%27.60%-17.61%10.32%

Returns By Period

In the year-to-date period, FAFCX achieves a -7.51% return, which is significantly lower than FRBAX's 0.80% return. Over the past 10 years, FAFCX has outperformed FRBAX with an annualized return of 12.13%, while FRBAX has yielded a comparatively lower 9.75% annualized return.


FAFCX

1D
2.33%
1M
-3.99%
YTD
-7.51%
6M
-3.01%
1Y
5.98%
3Y*
20.48%
5Y*
10.39%
10Y*
12.13%

FRBAX

1D
1.98%
1M
-2.96%
YTD
0.80%
6M
6.50%
1Y
19.16%
3Y*
18.59%
5Y*
5.17%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FAFCX vs. FRBAX - Expense Ratio Comparison

FAFCX has a 1.79% expense ratio, which is higher than FRBAX's 1.22% expense ratio.


Return for Risk

FAFCX vs. FRBAX — Risk / Return Rank

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

FAFCX
FAFCX Risk / Return Rank: 1010
Overall Rank
FAFCX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FAFCX Sortino Ratio Rank: 88
Sortino Ratio Rank
FAFCX Omega Ratio Rank: 99
Omega Ratio Rank
FAFCX Calmar Ratio Rank: 1212
Calmar Ratio Rank
FAFCX Martin Ratio Rank: 1111
Martin Ratio Rank

FRBAX
FRBAX Risk / Return Rank: 3232
Overall Rank
FRBAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FRBAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FRBAX Omega Ratio Rank: 2727
Omega Ratio Rank
FRBAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FRBAX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAFCX vs. FRBAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class C (FAFCX) and John Hancock Regional Bank Fund (FRBAX). 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.


FAFCXFRBAXDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.73

-0.45

Sortino ratio

Return per unit of downside risk

0.52

1.13

-0.61

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.48

1.35

-0.87

Martin ratio

Return relative to average drawdown

1.46

3.47

-2.01

FAFCX vs. FRBAX - Sharpe Ratio Comparison

The current FAFCX Sharpe Ratio is 0.28, which is lower than the FRBAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of FAFCX and FRBAX, 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 graphics...

Sharpe Ratios by Period


FAFCXFRBAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.73

-0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.20

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.33

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.39

-0.13

Correlation

The correlation between FAFCX and FRBAX is 0.90, 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.


Dividends

FAFCX vs. FRBAX - Dividend Comparison

FAFCX's dividend yield for the trailing twelve months is around 7.21%, less than FRBAX's 8.72% yield.


TTM20252024202320222021202020192018201720162015
FAFCX
Fidelity Advisor Financial Services Fund Class C
7.21%6.67%9.04%1.58%5.50%3.78%1.85%0.45%3.33%0.00%0.01%0.28%
FRBAX
John Hancock Regional Bank Fund
8.72%8.82%9.72%2.65%5.83%5.26%2.43%1.75%1.92%1.76%2.94%4.42%

Drawdowns

FAFCX vs. FRBAX - Drawdown Comparison

The maximum FAFCX drawdown since its inception was -76.00%, which is greater than FRBAX's maximum drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for FAFCX and FRBAX.


Loading graphics...

Drawdown Indicators


FAFCXFRBAXDifference

Max Drawdown

Largest peak-to-trough decline

-76.00%

-67.55%

-8.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-14.22%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-46.15%

+20.40%

Max Drawdown (10Y)

Largest decline over 10 years

-46.01%

-52.24%

+6.23%

Current Drawdown

Current decline from peak

-10.30%

-10.30%

0.00%

Average Drawdown

Average peak-to-trough decline

-18.88%

-12.32%

-6.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

5.55%

-0.82%

Volatility

FAFCX vs. FRBAX - Volatility Comparison

Fidelity Advisor Financial Services Fund Class C (FAFCX) and John Hancock Regional Bank Fund (FRBAX) have volatilities of 5.12% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FAFCXFRBAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

4.88%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.67%

16.34%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.23%

25.54%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.07%

26.64%

-5.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.80%

29.30%

-5.50%