FCLCX vs. FIKEX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor Industrials Fund Class C (FCLCX) and Fidelity Advisor Industrials Fund Class Z (FIKEX).

FCLCX is managed by Fidelity. It was launched on Nov 3, 1997. FIKEX is managed by Fidelity. It was launched on Oct 2, 2018.

Performance

FCLCX vs. FIKEX - Performance Comparison

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

FCLCX vs. FIKEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FCLCX Fidelity Advisor Industrials Fund Class C	0.59%	23.55%	28.16%	21.74%	-11.33%	15.36%	10.36%	26.81%	-15.38%
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

In the year-to-date period, FCLCX achieves a 0.59% return, which is significantly lower than FIKEX's 4.50% return.

FCLCX

• 1D: -1.93%
• 1M: -12.61%
• YTD: 0.59%
• 6M: 2.24%
• 1Y: 28.24%
• 3Y*: 23.77%
• 5Y*: 13.73%
• 10Y*: 11.75%

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)

FCLCX vs. FIKEX - Expense Ratio Comparison

FCLCX has a 1.77% expense ratio, which is higher than FIKEX's 0.63% expense ratio.

FCLCX

Fidelity Advisor Industrials Fund Class C

FIKEX

Fidelity Advisor Industrials Fund Class Z

Return for Risk

FCLCX vs. FIKEX — Risk / Return Rank

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

FCLCX

FCLCX Risk / Return Rank: 74
FCLCX Sharpe Ratio Rank: 71
FCLCX Sortino Ratio Rank: 73
FCLCX Omega Ratio Rank: 67
FCLCX Calmar Ratio Rank: 79
FCLCX Martin Ratio Rank: 78

FIKEX

FIKEX Risk / Return Rank: 82
FIKEX Sharpe Ratio Rank: 78
FIKEX Sortino Ratio Rank: 79
FIKEX Omega Ratio Rank: 74
FIKEX Calmar Ratio Rank: 89
FIKEX Martin Ratio Rank: 88

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. FIKEX - Risk-Adjusted Trends Comparison

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

	FCLCX	FIKEX	Difference
Sharpe ratio Return per unit of total volatility	1.28	1.52	-0.24
Sortino ratio Return per unit of downside risk	1.83	2.14	-0.30
Omega ratio Gain probability vs. loss probability	1.26	1.30	-0.04
Calmar ratio Return relative to maximum drawdown	1.92	2.61	-0.69
Martin ratio Return relative to average drawdown	7.50	10.12	-2.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCLCX vs. FIKEX - Sharpe Ratio Comparison

The current FCLCX Sharpe Ratio is 1.28, which is comparable to the FIKEX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of FCLCX 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.

Sharpe Ratios by Period

	FCLCX	FIKEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	1.52	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.72	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.56	-0.09

Correlation

The correlation between FCLCX 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

FCLCX vs. FIKEX - Dividend Comparison

FCLCX's dividend yield for the trailing twelve months is around 2.18%, more than FIKEX's 1.51% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCLCX Fidelity Advisor Industrials Fund Class C	2.18%	2.19%	9.45%	10.59%	4.10%	24.59%	0.68%	7.65%	13.22%	2.98%	5.82%	9.58%
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

FCLCX vs. FIKEX - Drawdown Comparison

The maximum FCLCX drawdown since its inception was -61.33%, which is greater than FIKEX's maximum drawdown of -42.69%. Use the drawdown chart below to compare losses from any high point for FCLCX and FIKEX.

Drawdown Indicators

	FCLCX	FIKEX	Difference
Max Drawdown Largest peak-to-trough decline	-61.33%	-42.69%	-18.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.32%	-13.28%	-0.04%
Max Drawdown (5Y) Largest decline over 5 years	-26.82%	-26.30%	-0.52%
Max Drawdown (10Y) Largest decline over 10 years	-42.77%	—	—
Current Drawdown Current decline from peak	-13.16%	-9.95%	-3.21%
Average Drawdown Average peak-to-trough decline	-8.20%	-6.46%	-1.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	3.43%	-0.02%

Volatility

FCLCX vs. FIKEX - Volatility Comparison

The current volatility for Fidelity Advisor Industrials Fund Class C (FCLCX) is 6.68%, while Fidelity Advisor Industrials Fund Class Z (FIKEX) has a volatility of 7.80%. This indicates that FCLCX experiences smaller price fluctuations and is considered to be less risky than FIKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCLCX	FIKEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.68%	7.80%	-1.12%
Volatility (6M) Calculated over the trailing 6-month period	13.33%	13.79%	-0.46%
Volatility (1Y) Calculated over the trailing 1-year period	22.51%	22.72%	-0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.76%	20.43%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.40%	23.40%	-2.00%