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FBTIX vs. FSMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBTIX vs. FSMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Biotechnology Fund I Class (FBTIX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). The values are adjusted to include any dividend payments, if applicable.

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FBTIX vs. FSMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBTIX
Fidelity Advisor Biotechnology Fund I Class
2.30%39.91%5.63%11.02%-7.74%-2.86%32.53%26.11%-3.61%26.15%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
-15.85%8.13%18.37%0.62%-24.84%24.56%30.18%29.58%15.98%26.66%

Returns By Period

In the year-to-date period, FBTIX achieves a 2.30% return, which is significantly higher than FSMEX's -15.85% return. Over the past 10 years, FBTIX has outperformed FSMEX with an annualized return of 12.15%, while FSMEX has yielded a comparatively lower 10.69% annualized return.


FBTIX

1D
5.05%
1M
-0.75%
YTD
2.30%
6M
15.68%
1Y
55.75%
3Y*
20.76%
5Y*
9.19%
10Y*
12.15%

FSMEX

1D
2.09%
1M
-8.17%
YTD
-15.85%
6M
-10.43%
1Y
-6.29%
3Y*
1.05%
5Y*
-0.41%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBTIX vs. FSMEX - Expense Ratio Comparison

FBTIX has a 0.73% expense ratio, which is higher than FSMEX's 0.68% expense ratio.


Return for Risk

FBTIX vs. FSMEX — Risk / Return Rank

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

FBTIX
FBTIX Risk / Return Rank: 9090
Overall Rank
FBTIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FBTIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBTIX Omega Ratio Rank: 8181
Omega Ratio Rank
FBTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FBTIX Martin Ratio Rank: 9494
Martin Ratio Rank

FSMEX
FSMEX Risk / Return Rank: 22
Overall Rank
FSMEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FSMEX Sortino Ratio Rank: 22
Sortino Ratio Rank
FSMEX Omega Ratio Rank: 22
Omega Ratio Rank
FSMEX Calmar Ratio Rank: 33
Calmar Ratio Rank
FSMEX Martin Ratio Rank: 22
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.

FBTIX vs. FSMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Biotechnology Fund I Class (FBTIX) and Fidelity Select Medical Technology and Devices Portfolio (FSMEX). 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.


FBTIXFSMEXDifference

Sharpe ratio

Return per unit of total volatility

1.95

-0.33

+2.28

Sortino ratio

Return per unit of downside risk

2.55

-0.34

+2.89

Omega ratio

Gain probability vs. loss probability

1.33

0.96

+0.37

Calmar ratio

Return relative to maximum drawdown

3.18

-0.31

+3.50

Martin ratio

Return relative to average drawdown

12.79

-0.99

+13.78

FBTIX vs. FSMEX - Sharpe Ratio Comparison

The current FBTIX Sharpe Ratio is 1.95, which is higher than the FSMEX Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FBTIX and FSMEX, 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


FBTIXFSMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.33

+2.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

-0.02

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.65

-0.33

Correlation

The correlation between FBTIX and FSMEX is 0.69, 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

FBTIX vs. FSMEX - Dividend Comparison

FBTIX's dividend yield for the trailing twelve months is around 1.36%, less than FSMEX's 12.52% yield.


TTM20252024202320222021202020192018201720162015
FBTIX
Fidelity Advisor Biotechnology Fund I Class
1.36%1.39%5.69%1.36%0.00%18.74%8.01%6.44%2.35%0.00%0.00%5.23%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
12.52%10.53%17.04%0.00%1.80%8.12%6.65%1.77%7.47%6.26%5.84%16.35%

Drawdowns

FBTIX vs. FSMEX - Drawdown Comparison

The maximum FBTIX drawdown since its inception was -63.45%, which is greater than FSMEX's maximum drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for FBTIX and FSMEX.


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Drawdown Indicators


FBTIXFSMEXDifference

Max Drawdown

Largest peak-to-trough decline

-63.45%

-40.34%

-23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-21.04%

+7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.41%

-40.34%

+3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.64%

-40.34%

+1.70%

Current Drawdown

Current decline from peak

-2.52%

-21.20%

+18.68%

Average Drawdown

Average peak-to-trough decline

-20.73%

-7.66%

-13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

6.62%

-2.93%

Volatility

FBTIX vs. FSMEX - Volatility Comparison

Fidelity Advisor Biotechnology Fund I Class (FBTIX) has a higher volatility of 9.35% compared to Fidelity Select Medical Technology and Devices Portfolio (FSMEX) at 6.36%. This indicates that FBTIX's price experiences larger fluctuations and is considered to be riskier than FSMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBTIXFSMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

6.36%

+2.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.00%

12.51%

+4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

21.09%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.31%

20.76%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.57%

20.60%

+3.97%