FCLCX vs. FIDRX

Last updated Jun 3, 2026

FCLCX (Fidelity Advisor Industrials Fund Class C) and FIDRX (Fidelity Select Industrials Portfolio) are both Industrials Equities funds from Fidelity. With a 1.00 correlation, they move nearly in lockstep. FCLCX charges 1.77%/yr vs 0.68%/yr for FIDRX.

Performance

FCLCX vs. FIDRX - Performance Comparison

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

Returns By Period

FCLCX

• 1D: -0.95%
• 1M: -0.83%
• YTD: 12.10%
• 6M: 13.88%
• 1Y: 25.25%
• 3Y*: 28.19%
• 5Y*: 15.19%
• 10Y*: 12.95%

FIDRX

• 1D: -0.94%
• 1M: -0.75%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FCLCX vs. FIDRX - Yearly Performance Comparison

	2026 (YTD)
FCLCX Fidelity Advisor Industrials Fund Class C	5.31%
FIDRX Fidelity Select Industrials Portfolio	5.52%

Correlation

The correlation between FCLCX and FIDRX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	1.00

Return for Risk

FCLCX vs. FIDRX — Risk / Return Rank

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

FCLCX

FCLCX Risk / Return Rank: 26
FCLCX Sharpe Ratio Rank: 23
FCLCX Sortino Ratio Rank: 24
FCLCX Omega Ratio Rank: 21
FCLCX Calmar Ratio Rank: 26
FCLCX Martin Ratio Rank: 34

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.

FCLCX vs. FIDRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Industrials Fund Class C (FCLCX) 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.

	FCLCX	FIDRX	Difference
Sharpe ratio Return per unit of total volatility	1.38	—	—
Sortino ratio Return per unit of downside risk	2.06	—	—
Omega ratio Gain probability vs. loss probability	1.24	—	—
Calmar ratio Return relative to maximum drawdown	1.91	—	—
Martin ratio Return relative to average drawdown	7.68	—	—
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

	FCLCX	FIDRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.21	-0.72

Drawdowns

FCLCX vs. FIDRX - Drawdown Comparison

The maximum FCLCX drawdown since its inception was -61.33%, which is greater than FIDRX's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for FCLCX and FIDRX.

Drawdown Indicators

	FCLCX	FIDRX	Difference
Max Drawdown Largest peak-to-trough decline	-61.33%	-6.17%	-55.16%
Max Drawdown (1Y) Largest decline over 1 year	-13.16%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.44%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.77%	—	—
Current Drawdown Current decline from peak	-3.47%	-3.40%	-0.07%
Average Drawdown Average peak-to-trough decline	-8.18%	-1.82%	-6.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.26%	—	—

Volatility

Volatility by Period

	FCLCX	FIDRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.28%	24.36%	-6.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.03%	24.36%	-3.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	24.36%	-2.78%

FCLCX vs. FIDRX - Expense Ratio Comparison

FCLCX has a 1.77% expense ratio, which is higher than FIDRX's 0.68% expense ratio.

Dividends

FCLCX vs. FIDRX - Dividend Comparison

FCLCX's dividend yield for the trailing twelve months is around 1.96%, while FIDRX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCLCX Fidelity Advisor Industrials Fund Class C	1.96%	2.19%	9.45%	10.59%	4.10%	24.59%	0.68%	7.65%	13.22%	2.98%	5.82%	9.58%
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%

Frequently Asked Questions

Can I hold both FCLCX and FIDRX in my portfolio?

With a correlation of 1.00, FCLCX and FIDRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.