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FCLAX vs. FIKEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCLAX vs. FIKEX - Performance Comparison

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

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FCLAX vs. FIKEX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FCLAX
Fidelity Advisor Industrials Fund Class A
4.39%24.48%28.24%22.64%-10.64%16.27%11.17%27.81%-15.24%
FIKEX
Fidelity Advisor Industrials Fund Class Z
4.50%24.94%23.55%23.14%-10.29%16.77%11.62%28.30%-16.06%

Returns By Period

The year-to-date returns for both investments are quite close, with FCLAX having a 4.39% return and FIKEX slightly higher at 4.50%.


FCLAX

1D
3.59%
1M
-9.99%
YTD
4.39%
6M
6.45%
1Y
32.46%
3Y*
25.89%
5Y*
15.06%
10Y*
12.89%

FIKEX

1D
3.60%
1M
-9.95%
YTD
4.50%
6M
6.63%
1Y
32.97%
3Y*
24.65%
5Y*
14.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCLAX vs. FIKEX - Expense Ratio Comparison

FCLAX has a 1.02% expense ratio, which is higher than FIKEX's 0.63% expense ratio.


Return for Risk

FCLAX vs. FIKEX — Risk / Return Rank

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

FCLAX
FCLAX Risk / Return Rank: 8181
Overall Rank
FCLAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FCLAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FCLAX Omega Ratio Rank: 7373
Omega Ratio Rank
FCLAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCLAX Martin Ratio Rank: 8787
Martin Ratio Rank

FIKEX
FIKEX Risk / Return Rank: 8282
Overall Rank
FIKEX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FIKEX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FIKEX Omega Ratio Rank: 7474
Omega Ratio Rank
FIKEX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FIKEX Martin Ratio Rank: 8888
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.

FCLAX vs. FIKEX - Risk-Adjusted Trends Comparison

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


FCLAXFIKEXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.52

-0.02

Sortino ratio

Return per unit of downside risk

2.11

2.14

-0.03

Omega ratio

Gain probability vs. loss probability

1.30

1.30

0.00

Calmar ratio

Return relative to maximum drawdown

2.57

2.61

-0.04

Martin ratio

Return relative to average drawdown

9.92

10.12

-0.20

FCLAX vs. FIKEX - Sharpe Ratio Comparison

The current FCLAX Sharpe Ratio is 1.50, which is comparable to the FIKEX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FCLAX and FIKEX, 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


FCLAXFIKEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.52

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.72

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between FCLAX and FIKEX 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. FIKEX - Dividend Comparison

FCLAX's dividend yield for the trailing twelve months is around 1.66%, more than FIKEX's 1.51% yield.


TTM20252024202320222021202020192018201720162015
FCLAX
Fidelity Advisor Industrials Fund Class A
1.66%1.73%8.10%8.69%3.46%21.93%0.59%7.50%12.29%2.79%5.69%9.17%
FIKEX
Fidelity Advisor Industrials Fund Class Z
1.51%1.58%4.19%8.12%3.36%20.95%0.55%7.51%11.09%0.00%0.00%0.00%

Drawdowns

FCLAX vs. FIKEX - Drawdown Comparison

The maximum FCLAX drawdown since its inception was -60.95%, which is greater than FIKEX's maximum drawdown of -42.69%. Use the drawdown chart below to compare losses from any high point for FCLAX and FIKEX.


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Drawdown Indicators


FCLAXFIKEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-42.69%

-18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-13.28%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-26.30%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

Current Drawdown

Current decline from peak

-9.99%

-9.95%

-0.04%

Average Drawdown

Average peak-to-trough decline

-7.83%

-6.46%

-1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.43%

+0.01%

Volatility

FCLAX vs. FIKEX - Volatility Comparison

Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Advisor Industrials Fund Class Z (FIKEX) have volatilities of 7.79% and 7.80%, 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.


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Volatility by Period


FCLAXFIKEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

7.80%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

13.79%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.73%

22.72%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

20.43%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

23.40%

-2.04%