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FDCPX vs. FIKHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDCPX vs. FIKHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Tech Hardware Portfolio (FDCPX) and Fidelity Advisor Technology Fund Class Z (FIKHX). The values are adjusted to include any dividend payments, if applicable.

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FDCPX vs. FIKHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FDCPX
Fidelity Select Tech Hardware Portfolio
13.68%54.44%22.40%33.52%-28.63%23.68%46.07%40.15%-15.48%
FIKHX
Fidelity Advisor Technology Fund Class Z
0.00%24.77%35.52%59.89%-35.93%27.74%64.56%51.18%-17.39%

Returns By Period


FDCPX

1D
3.92%
1M
-4.43%
YTD
13.68%
6M
16.42%
1Y
80.76%
3Y*
35.76%
5Y*
18.58%
10Y*
22.08%

FIKHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDCPX vs. FIKHX - Expense Ratio Comparison

FDCPX has a 0.72% expense ratio, which is higher than FIKHX's 0.59% expense ratio.


Return for Risk

FDCPX vs. FIKHX — Risk / Return Rank

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

FDCPX
FDCPX Risk / Return Rank: 9797
Overall Rank
FDCPX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FDCPX Sortino Ratio Rank: 9797
Sortino Ratio Rank
FDCPX Omega Ratio Rank: 9595
Omega Ratio Rank
FDCPX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FDCPX Martin Ratio Rank: 9999
Martin Ratio Rank

FIKHX
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.

FDCPX vs. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Tech Hardware Portfolio (FDCPX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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.


FDCPXFIKHXDifference

Sharpe ratio

Return per unit of total volatility

2.82

Sortino ratio

Return per unit of downside risk

3.63

Omega ratio

Gain probability vs. loss probability

1.52

Calmar ratio

Return relative to maximum drawdown

5.60

Martin ratio

Return relative to average drawdown

26.83

FDCPX vs. FIKHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FDCPXFIKHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

Correlation

The correlation between FDCPX and FIKHX is 0.82, 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

FDCPX vs. FIKHX - Dividend Comparison

FDCPX's dividend yield for the trailing twelve months is around 12.65%, more than FIKHX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
FDCPX
Fidelity Select Tech Hardware Portfolio
12.65%14.38%7.58%0.51%17.72%16.95%8.81%12.15%23.69%10.50%6.57%4.53%
FIKHX
Fidelity Advisor Technology Fund Class Z
9.85%9.85%7.33%3.86%3.32%11.52%7.42%2.64%22.38%0.00%0.00%0.00%

Drawdowns

FDCPX vs. FIKHX - Drawdown Comparison


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Drawdown Indicators


FDCPXFIKHXDifference

Max Drawdown

Largest peak-to-trough decline

-81.96%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

Max Drawdown (5Y)

Largest decline over 5 years

-35.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.29%

Current Drawdown

Current decline from peak

-5.53%

Average Drawdown

Average peak-to-trough decline

-26.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

Volatility

FDCPX vs. FIKHX - Volatility Comparison


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Volatility by Period


FDCPXFIKHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.97%

Volatility (6M)

Calculated over the trailing 6-month period

18.51%

Volatility (1Y)

Calculated over the trailing 1-year period

28.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.63%