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FAFDX vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FAFDX vs. IAU - Performance Comparison

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

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Returns By Period

In the year-to-date period, FAFDX achieves a -2.07% return, which is significantly lower than IAU's 2.98% return. Both investments have delivered pretty close results over the past 10 years, with FAFDX having a 13.28% annualized return and IAU not far ahead at 13.31%.


FAFDX

1D
0.19%
1M
-0.14%
YTD
-2.07%
6M
1.39%
1Y
8.44%
3Y*
23.17%
5Y*
10.49%
10Y*
13.28%

IAU

1D
-0.98%
1M
-1.62%
YTD
2.98%
6M
5.50%
1Y
32.20%
3Y*
31.29%
5Y*
18.32%
10Y*
13.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FAFDX vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAFDX
Fidelity Advisor Financial Services Fund Class A
-2.07%14.91%39.01%14.03%-8.93%32.90%-0.25%33.77%-16.09%20.17%
IAU
iShares Gold Trust
2.98%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between FAFDX and IAU is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.06

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2005

-0.00

The correlation between FAFDX and IAU shifts across timeframes, from -0.04 (10 years) to 0.08 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FAFDX vs. IAU — Risk / Return Rank

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

FAFDX
FAFDX Risk / Return Rank: 77
Overall Rank
FAFDX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FAFDX Sortino Ratio Rank: 77
Sortino Ratio Rank
FAFDX Omega Ratio Rank: 77
Omega Ratio Rank
FAFDX Calmar Ratio Rank: 77
Calmar Ratio Rank
FAFDX Martin Ratio Rank: 77
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3232
Overall Rank
IAU Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2929
Sortino Ratio Rank
IAU Omega Ratio Rank: 3636
Omega Ratio Rank
IAU Calmar Ratio Rank: 3333
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
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. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class A (FAFDX) and iShares Gold Trust (IAU). 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.


FAFDXIAUDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratioReturn relative to maximum drawdown

0.70

1.69

-0.99

Martin ratioReturn relative to average drawdown

2.00

4.19

-2.19

FAFDX vs. IAU - Sharpe Ratio Comparison

The current FAFDX Sharpe Ratio is 0.57, which is lower than the IAU Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FAFDX and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FAFDXIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.23

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

1.03

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.84

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.62

-0.32

Drawdowns

FAFDX vs. IAU - Drawdown Comparison

The maximum FAFDX drawdown since its inception was -75.69%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for FAFDX and IAU.


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Drawdown Indicators


FAFDXIAUDifference

Max Drawdown

Largest peak-to-trough decline

-75.69%

-45.14%

-30.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.04%

-19.18%

+6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-19.41%

-19.18%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.14%

-20.93%

-4.21%

Max Drawdown (10Y)

Largest decline over 10 years

-45.99%

-21.82%

-24.17%

Current Drawdown

Current decline from peak

-5.02%

-17.70%

+12.68%

Average Drawdown

Average peak-to-trough decline

-17.65%

-15.96%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

7.71%

-3.16%

Volatility

FAFDX vs. IAU - Volatility Comparison

The current volatility for Fidelity Advisor Financial Services Fund Class A (FAFDX) is 3.38%, while iShares Gold Trust (IAU) has a volatility of 5.50%. This indicates that FAFDX experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAFDXIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

5.50%

-2.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

23.02%

-11.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

26.42%

-10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

17.95%

+3.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

15.90%

+7.95%

FAFDX vs. IAU - Expense Ratio Comparison

FAFDX has a 1.03% expense ratio, which is higher than IAU's 0.25% expense ratio.


Dividends

FAFDX vs. IAU - Dividend Comparison

FAFDX's dividend yield for the trailing twelve months is around 7.08%, while IAU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FAFDX
Fidelity Advisor Financial Services Fund Class A
7.08%6.93%9.59%2.29%5.93%4.21%2.47%1.21%4.00%0.06%0.21%0.53%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FAFDX and IAU have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (5.50%) compared to FAFDX (3.38%). In terms of maximum drawdown, FAFDX dropped -75.69% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (1.23 vs 0.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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