PortfoliosLab logo
FBTCX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBTCX and FSELX is 0.65, 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

FBTCX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Biotechnology Fund Class C (FBTCX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

FBTCX:

-0.28

FSELX:

-0.02

Sortino Ratio

FBTCX:

-0.35

FSELX:

0.35

Omega Ratio

FBTCX:

0.95

FSELX:

1.05

Calmar Ratio

FBTCX:

-0.28

FSELX:

0.02

Martin Ratio

FBTCX:

-0.64

FSELX:

0.05

Ulcer Index

FBTCX:

14.20%

FSELX:

13.99%

Daily Std Dev

FBTCX:

24.31%

FSELX:

46.94%

Max Drawdown

FBTCX:

-61.27%

FSELX:

-81.70%

Current Drawdown

FBTCX:

-23.99%

FSELX:

-13.81%

Returns By Period

In the year-to-date period, FBTCX achieves a -8.16% return, which is significantly lower than FSELX's -6.17% return. Over the past 10 years, FBTCX has underperformed FSELX with an annualized return of 2.57%, while FSELX has yielded a comparatively higher 23.89% annualized return.


FBTCX

YTD

-8.16%

1M

-0.15%

6M

-13.87%

1Y

-6.96%

3Y*

8.57%

5Y*

2.05%

10Y*

2.57%

FSELX

YTD

-6.17%

1M

15.53%

6M

-5.20%

1Y

-3.00%

3Y*

30.98%

5Y*

30.20%

10Y*

23.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBTCX vs. FSELX - Expense Ratio Comparison

FBTCX has a 1.75% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FBTCX vs. FSELX — Risk-Adjusted Performance Rank

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

FBTCX
The Risk-Adjusted Performance Rank of FBTCX is 55
Overall Rank
The Sharpe Ratio Rank of FBTCX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FBTCX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FBTCX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FBTCX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FBTCX is 66
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 2222
Overall Rank
The Sharpe Ratio Rank of FSELX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBTCX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Biotechnology Fund Class C (FBTCX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 FBTCX Sharpe Ratio is -0.28, which is lower than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FBTCX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FBTCX vs. FSELX - Dividend Comparison

FBTCX's dividend yield for the trailing twelve months is around 7.45%, less than FSELX's 9.20% yield.


TTM20242023202220212020201920182017201620152014
FBTCX
Fidelity Advisor Biotechnology Fund Class C
7.45%6.84%0.00%0.00%24.50%9.78%7.92%2.92%0.00%0.00%5.73%2.75%
FSELX
Fidelity Select Semiconductors Portfolio
9.20%3.99%7.20%6.69%6.99%8.13%3.36%19.33%14.65%3.82%15.22%3.01%

Drawdowns

FBTCX vs. FSELX - Drawdown Comparison

The maximum FBTCX drawdown since its inception was -61.27%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FBTCX and FSELX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FBTCX vs. FSELX - Volatility Comparison

Fidelity Advisor Biotechnology Fund Class C (FBTCX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 9.88% and 9.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...