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FAFCX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFCX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Financial Services Fund Class C (FAFCX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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FAFCX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFCX
Fidelity Advisor Financial Services Fund Class C
-9.61%14.05%37.55%13.19%-9.63%31.91%-1.00%32.80%-16.73%19.64%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-9.12%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Returns By Period

In the year-to-date period, FAFCX achieves a -9.61% return, which is significantly lower than NASDX's -9.12% return. Over the past 10 years, FAFCX has underperformed NASDX with an annualized return of 11.87%, while NASDX has yielded a comparatively higher 19.08% annualized return.


FAFCX

1D
0.97%
1M
-5.44%
YTD
-9.61%
6M
-6.34%
1Y
3.57%
3Y*
19.56%
5Y*
10.13%
10Y*
11.87%

NASDX

1D
-0.79%
1M
-8.02%
YTD
-9.12%
6M
-6.79%
1Y
19.59%
3Y*
24.51%
5Y*
14.42%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFCX vs. NASDX - Expense Ratio Comparison

FAFCX has a 1.79% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Return for Risk

FAFCX vs. NASDX — Risk / Return Rank

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

FAFCX
FAFCX Risk / Return Rank: 99
Overall Rank
FAFCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FAFCX Sortino Ratio Rank: 99
Sortino Ratio Rank
FAFCX Omega Ratio Rank: 99
Omega Ratio Rank
FAFCX Calmar Ratio Rank: 99
Calmar Ratio Rank
FAFCX Martin Ratio Rank: 99
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 5151
Overall Rank
NASDX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 5151
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5050
Omega Ratio Rank
NASDX Calmar Ratio Rank: 5757
Calmar Ratio Rank
NASDX Martin Ratio Rank: 5252
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. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class C (FAFCX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


FAFCXNASDXDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.88

-0.67

Sortino ratio

Return per unit of downside risk

0.42

1.40

-0.98

Omega ratio

Gain probability vs. loss probability

1.06

1.20

-0.14

Calmar ratio

Return relative to maximum drawdown

0.16

1.31

-1.15

Martin ratio

Return relative to average drawdown

0.50

5.01

-4.51

FAFCX vs. NASDX - Sharpe Ratio Comparison

The current FAFCX Sharpe Ratio is 0.21, which is lower than the NASDX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FAFCX and NASDX, 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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Sharpe Ratios by Period


FAFCXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.88

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.63

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.85

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.29

-0.03

Correlation

The correlation between FAFCX and NASDX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FAFCX vs. NASDX - Dividend Comparison

FAFCX's dividend yield for the trailing twelve months is around 7.38%, more than NASDX's 3.93% yield.


TTM20252024202320222021202020192018201720162015
FAFCX
Fidelity Advisor Financial Services Fund Class C
7.38%6.67%9.04%1.58%5.50%3.78%1.85%0.45%3.33%0.00%0.01%0.28%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.93%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Drawdowns

FAFCX vs. NASDX - Drawdown Comparison

The maximum FAFCX drawdown since its inception was -76.00%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for FAFCX and NASDX.


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Drawdown Indicators


FAFCXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-76.00%

-83.16%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-12.70%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.75%

-35.33%

+9.58%

Max Drawdown (10Y)

Largest decline over 10 years

-46.01%

-35.33%

-10.68%

Current Drawdown

Current decline from peak

-12.35%

-11.90%

-0.45%

Average Drawdown

Average peak-to-trough decline

-18.88%

-34.59%

+15.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

3.32%

+1.37%

Volatility

FAFCX vs. NASDX - Volatility Comparison

The current volatility for Fidelity Advisor Financial Services Fund Class C (FAFCX) is 4.53%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.38%. This indicates that FAFCX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFCXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

5.38%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.45%

12.45%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

22.55%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.05%

23.03%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.79%

22.61%

+1.18%