FDETX vs. FELIX
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Advisor Semiconductors Fund Class I (FELIX).
FDETX is managed by Fidelity. It was launched on Dec 30, 1985. FELIX is managed by Fidelity. It was launched on Dec 27, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDETX or FELIX.
Key characteristics
| FDETX | FELIX | |
|---|---|---|
| YTD Return | 29.55% | 47.20% |
| 1Y Return | 42.50% | 66.77% |
| 3Y Return (Ann) | 13.46% | 17.11% |
| 5Y Return (Ann) | 15.95% | 28.53% |
| 10Y Return (Ann) | 12.56% | 22.34% |
| Sharpe Ratio | 3.48 | 1.91 |
| Sortino Ratio | 4.66 | 2.43 |
| Omega Ratio | 1.66 | 1.32 |
| Calmar Ratio | 5.17 | 2.81 |
| Martin Ratio | 26.18 | 8.05 |
| Ulcer Index | 1.62% | 8.43% |
| Daily Std Dev | 12.17% | 35.49% |
| Max Drawdown | -78.92% | -71.17% |
| Current Drawdown | 0.00% | -5.80% |
Correlation
The correlation between FDETX and FELIX is 0.74, 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.
Performance
FDETX vs. FELIX - Performance Comparison
In the year-to-date period, FDETX achieves a 29.55% return, which is significantly lower than FELIX's 47.20% return. Over the past 10 years, FDETX has underperformed FELIX with an annualized return of 12.56%, while FELIX has yielded a comparatively higher 22.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDETX vs. FELIX - Expense Ratio Comparison
FDETX has a 0.56% expense ratio, which is lower than FELIX's 0.75% expense ratio.
Risk-Adjusted Performance
FDETX vs. FELIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.
Dividends
FDETX vs. FELIX - Dividend Comparison
FDETX's dividend yield for the trailing twelve months is around 0.98%, while FELIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDETX Fidelity Advisor Capital Development Fund Class O | 0.98% | 1.27% | 1.53% | 1.93% | 1.69% | 1.96% | 2.12% | 1.45% | 1.42% | 1.62% | 18.79% | 0.62% |
FELIX Fidelity Advisor Semiconductors Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.29% | 0.34% | 0.89% | 0.75% | 0.44% | 10.62% | 0.11% | 0.00% |
Drawdowns
FDETX vs. FELIX - Drawdown Comparison
The maximum FDETX drawdown since its inception was -78.92%, which is greater than FELIX's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for FDETX and FELIX. For additional features, visit the drawdowns tool.
Volatility
FDETX vs. FELIX - Volatility Comparison
The current volatility for Fidelity Advisor Capital Development Fund Class O (FDETX) is 4.02%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 9.23%. This indicates that FDETX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.