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FAFDX vs. BDJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAFDX vs. BDJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Financial Services Fund Class A (FAFDX) and BlackRock Enhanced Equity Dividend Fund (BDJ). The values are adjusted to include any dividend payments, if applicable.

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FAFDX vs. BDJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFDX
Fidelity Advisor Financial Services Fund Class A
-9.46%14.91%39.01%14.03%-8.93%32.90%-0.25%33.77%-16.09%20.17%
BDJ
BlackRock Enhanced Equity Dividend Fund
-7.23%26.12%16.87%-6.67%0.83%26.56%-7.58%37.43%-10.42%20.78%

Returns By Period

In the year-to-date period, FAFDX achieves a -9.46% return, which is significantly lower than BDJ's -7.23% return. Over the past 10 years, FAFDX has outperformed BDJ with an annualized return of 12.71%, while BDJ has yielded a comparatively lower 9.77% annualized return.


FAFDX

1D
0.98%
1M
-5.39%
YTD
-9.46%
6M
-5.99%
1Y
4.37%
3Y*
20.58%
5Y*
11.02%
10Y*
12.71%

BDJ

1D
2.01%
1M
-10.23%
YTD
-7.23%
6M
-0.27%
1Y
10.26%
3Y*
9.52%
5Y*
7.49%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAFDX vs. BDJ - Expense Ratio Comparison

FAFDX has a 1.03% expense ratio, which is higher than BDJ's 0.86% expense ratio.


Return for Risk

FAFDX vs. BDJ — Risk / Return Rank

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

FAFDX
FAFDX Risk / Return Rank: 1010
Overall Rank
FAFDX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAFDX Sortino Ratio Rank: 1010
Sortino Ratio Rank
FAFDX Omega Ratio Rank: 1111
Omega Ratio Rank
FAFDX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAFDX Martin Ratio Rank: 1010
Martin Ratio Rank

BDJ
BDJ Risk / Return Rank: 2727
Overall Rank
BDJ Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BDJ Sortino Ratio Rank: 2525
Sortino Ratio Rank
BDJ Omega Ratio Rank: 2626
Omega Ratio Rank
BDJ Calmar Ratio Rank: 2828
Calmar Ratio Rank
BDJ 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.

FAFDX vs. BDJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class A (FAFDX) and BlackRock Enhanced Equity Dividend Fund (BDJ). 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.


FAFDXBDJDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.62

-0.37

Sortino ratio

Return per unit of downside risk

0.47

0.94

-0.47

Omega ratio

Gain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratio

Return relative to maximum drawdown

0.22

0.79

-0.58

Martin ratio

Return relative to average drawdown

0.68

3.01

-2.33

FAFDX vs. BDJ - Sharpe Ratio Comparison

The current FAFDX Sharpe Ratio is 0.25, which is lower than the BDJ Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FAFDX and BDJ, 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


FAFDXBDJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.62

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.47

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.30

0.00

Correlation

The correlation between FAFDX and BDJ is 0.64, 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

FAFDX vs. BDJ - Dividend Comparison

FAFDX's dividend yield for the trailing twelve months is around 7.66%, less than BDJ's 9.93% yield.


TTM20252024202320222021202020192018201720162015
FAFDX
Fidelity Advisor Financial Services Fund Class A
7.66%6.93%9.59%2.29%5.93%4.21%2.47%1.21%4.00%0.06%0.21%0.53%
BDJ
BlackRock Enhanced Equity Dividend Fund
9.93%9.03%8.21%9.49%12.18%5.95%7.08%6.66%7.21%6.07%6.88%7.36%

Drawdowns

FAFDX vs. BDJ - Drawdown Comparison

The maximum FAFDX drawdown since its inception was -75.69%, which is greater than BDJ's maximum drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FAFDX and BDJ.


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Drawdown Indicators


FAFDXBDJDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-59.46%

-16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-12.28%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-21.39%

-3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.99%

-48.14%

+2.15%

Current Drawdown

Current decline from peak

-12.19%

-10.51%

-1.68%

Average Drawdown

Average peak-to-trough decline

-17.73%

-8.99%

-8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

3.24%

+1.40%

Volatility

FAFDX vs. BDJ - Volatility Comparison

The current volatility for Fidelity Advisor Financial Services Fund Class A (FAFDX) is 4.51%, while BlackRock Enhanced Equity Dividend Fund (BDJ) has a volatility of 5.31%. This indicates that FAFDX experiences smaller price fluctuations and is considered to be less risky than BDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFDXBDJDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

5.31%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

9.40%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

16.63%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

16.12%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

18.38%

+5.45%