FATEX vs. GSLLX

In the year-to-date period, FATEX achieves a -15.03% return, which is significantly lower than GSLLX's -9.24% return. Over the past 10 years, FATEX has underperformed GSLLX with an annualized return of 10.25%, while GSLLX has yielded a comparatively higher 11.49% annualized return.

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FATEX has a 1.21% expense ratio, which is higher than GSLLX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class M (FATEX) and Goldman Sachs Flexible Cap Fund (GSLLX). 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.

The current FATEX Sharpe Ratio is 0.03, which is lower than the GSLLX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of FATEX and GSLLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FATEX has not paid dividends to shareholders, while GSLLX's dividend yield for the trailing twelve months is around 2.46%.

The maximum FATEX drawdown since its inception was -82.59%, which is greater than GSLLX's maximum drawdown of -50.57%. Use the drawdown chart below to compare losses from any high point for FATEX and GSLLX. For additional features, visit the drawdowns tool.

Fidelity Advisor Technology Fund Class M (FATEX) has a higher volatility of 20.83% compared to Goldman Sachs Flexible Cap Fund (GSLLX) at 13.75%. This indicates that FATEX's price experiences larger fluctuations and is considered to be riskier than GSLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.