FCLAX vs. FIDRX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Select Industrials Portfolio (FIDRX).

FCLAX is managed by Fidelity. It was launched on Sep 3, 1996. FIDRX is an actively managed fund by Fidelity. It was launched on Sep 3, 1996.

Performance

FCLAX vs. FIDRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Select Industrials Portfolio (FIDRX). The values are adjusted to include any dividend payments, if applicable.

FCLAX vs. FIDRX - Yearly Performance Comparison

	2026 (YTD)
FCLAX Fidelity Advisor Industrials Fund Class A	-5.48%
FIDRX Fidelity Select Industrials Portfolio	-5.48%

Returns By Period

FCLAX

• 1D: -1.93%
• 1M: -12.57%
• YTD: 0.77%
• 6M: 2.61%
• 1Y: 29.20%
• 3Y*: 24.42%
• 5Y*: 14.44%
• 10Y*: 12.49%

FIDRX

• 1D: -1.93%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCLAX vs. FIDRX - Expense Ratio Comparison

FCLAX has a 1.02% expense ratio, which is higher than FIDRX's 0.68% expense ratio.

FCLAX

Fidelity Advisor Industrials Fund Class A

FIDRX

Fidelity Select Industrials Portfolio

Return for Risk

FCLAX vs. FIDRX — Risk / Return Rank

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

FCLAX

FCLAX Risk / Return Rank: 76
FCLAX Sharpe Ratio Rank: 74
FCLAX Sortino Ratio Rank: 75
FCLAX Omega Ratio Rank: 70
FCLAX Calmar Ratio Rank: 82
FCLAX Martin Ratio Rank: 80

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.

FCLAX vs. FIDRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Select Industrials Portfolio (FIDRX). 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.

	FCLAX	FIDRX	Difference
Sharpe ratio Return per unit of total volatility	1.32	—	—
Sortino ratio Return per unit of downside risk	1.89	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.00	—	—
Martin ratio Return relative to average drawdown	7.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FCLAX	FIDRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	-3.34	+3.87

Correlation

The correlation between FCLAX and FIDRX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

FCLAX vs. FIDRX - Dividend Comparison

FCLAX's dividend yield for the trailing twelve months is around 1.72%, while FIDRX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCLAX Fidelity Advisor Industrials Fund Class A	1.72%	1.73%	8.10%	8.69%	3.46%	21.93%	0.59%	7.50%	12.29%	2.79%	5.69%	9.17%
FIDRX Fidelity Select Industrials Portfolio	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

FCLAX vs. FIDRX - Drawdown Comparison

The maximum FCLAX drawdown since its inception was -60.95%, which is greater than FIDRX's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for FCLAX and FIDRX.

Drawdown Indicators

	FCLAX	FIDRX	Difference
Max Drawdown Largest peak-to-trough decline	-60.95%	-6.17%	-54.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.49%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.71%	—	—
Current Drawdown Current decline from peak	-13.11%	-6.17%	-6.94%
Average Drawdown Average peak-to-trough decline	-7.83%	-2.01%	-5.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.39%	—	—

Volatility

Volatility by Period

	FCLAX	FIDRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.51%	23.89%	-1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.62%	23.89%	-3.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.33%	23.89%	-2.56%