FATIX vs. IITU.L
Compare and contrast key facts about Fidelity Advisor Technology Fund Class I (FATIX) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L).
FATIX is managed by Fidelity. It was launched on Sep 3, 1996. IITU.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FATIX or IITU.L.
Key characteristics
| FATIX | IITU.L | |
|---|---|---|
| YTD Return | 34.56% | 35.75% |
| 1Y Return | 41.80% | 40.47% |
| 3Y Return (Ann) | 5.21% | 18.99% |
| 5Y Return (Ann) | 18.56% | 25.85% |
| Sharpe Ratio | 1.78 | 2.02 |
| Sortino Ratio | 2.34 | 2.67 |
| Omega Ratio | 1.31 | 1.34 |
| Calmar Ratio | 2.10 | 2.76 |
| Martin Ratio | 8.39 | 8.41 |
| Ulcer Index | 4.93% | 4.83% |
| Daily Std Dev | 23.25% | 20.05% |
| Max Drawdown | -82.31% | -23.56% |
| Current Drawdown | -0.54% | 0.00% |
Correlation
The correlation between FATIX and IITU.L is 0.62, 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.
Performance
FATIX vs. IITU.L - Performance Comparison
The year-to-date returns for both investments are quite close, with FATIX having a 34.56% return and IITU.L slightly higher at 35.75%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FATIX vs. IITU.L - Expense Ratio Comparison
FATIX has a 0.71% expense ratio, which is higher than IITU.L's 0.15% expense ratio.
Risk-Adjusted Performance
FATIX vs. IITU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class I (FATIX) and iShares S&P 500 USD Information Technology Sector UCITS (IITU.L). 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.
Dividends
FATIX vs. IITU.L - Dividend Comparison
Neither FATIX nor IITU.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FATIX Fidelity Advisor Technology Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 4.46% | 8.68% | 1.26% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FATIX vs. IITU.L - Drawdown Comparison
The maximum FATIX drawdown since its inception was -82.31%, which is greater than IITU.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for FATIX and IITU.L. For additional features, visit the drawdowns tool.
Volatility
FATIX vs. IITU.L - Volatility Comparison
Fidelity Advisor Technology Fund Class I (FATIX) has a higher volatility of 6.25% compared to iShares S&P 500 USD Information Technology Sector UCITS (IITU.L) at 5.46%. This indicates that FATIX's price experiences larger fluctuations and is considered to be riskier than IITU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.