PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FELAX vs. FACDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FELAX and FACDX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FELAX vs. FACDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class A (FELAX) and Fidelity Advisor Health Care Fund Class A (FACDX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-3.23%
-10.04%
FELAX
FACDX

Key characteristics

Sharpe Ratio

FELAX:

1.08

FACDX:

-0.33

Sortino Ratio

FELAX:

1.58

FACDX:

-0.30

Omega Ratio

FELAX:

1.20

FACDX:

0.95

Calmar Ratio

FELAX:

1.65

FACDX:

-0.23

Martin Ratio

FELAX:

4.30

FACDX:

-1.02

Ulcer Index

FELAX:

9.28%

FACDX:

5.38%

Daily Std Dev

FELAX:

36.96%

FACDX:

16.88%

Max Drawdown

FELAX:

-71.33%

FACDX:

-44.81%

Current Drawdown

FELAX:

-11.23%

FACDX:

-22.09%

Returns By Period

In the year-to-date period, FELAX achieves a 2.86% return, which is significantly higher than FACDX's 2.46% return. Over the past 10 years, FELAX has outperformed FACDX with an annualized return of 20.22%, while FACDX has yielded a comparatively lower 4.45% annualized return.


FELAX

YTD

2.86%

1M

-8.30%

6M

-2.74%

1Y

38.34%

5Y*

24.21%

10Y*

20.22%

FACDX

YTD

2.46%

1M

-10.89%

6M

-12.28%

1Y

-5.29%

5Y*

0.02%

10Y*

4.45%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FELAX vs. FACDX - Expense Ratio Comparison

FELAX has a 1.01% expense ratio, which is higher than FACDX's 0.97% expense ratio.


FELAX
Fidelity Advisor Semiconductors Fund Class A
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FACDX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

FELAX vs. FACDX — Risk-Adjusted Performance Rank

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

FELAX
The Risk-Adjusted Performance Rank of FELAX is 7070
Overall Rank
The Sharpe Ratio Rank of FELAX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 6363
Martin Ratio Rank

FACDX
The Risk-Adjusted Performance Rank of FACDX is 44
Overall Rank
The Sharpe Ratio Rank of FACDX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FACDX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FACDX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FACDX is 33
Calmar Ratio Rank
The Martin Ratio Rank of FACDX is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FELAX vs. FACDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class A (FELAX) and Fidelity Advisor Health Care Fund Class A (FACDX). 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.


Sharpe ratio
The chart of Sharpe ratio for FELAX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.001.08-0.33
The chart of Sortino ratio for FELAX, currently valued at 1.58, compared to the broader market0.002.004.006.008.0010.001.58-0.30
The chart of Omega ratio for FELAX, currently valued at 1.20, compared to the broader market1.002.003.004.001.200.95
The chart of Calmar ratio for FELAX, currently valued at 1.65, compared to the broader market0.005.0010.0015.0020.001.65-0.23
The chart of Martin ratio for FELAX, currently valued at 4.30, compared to the broader market0.0020.0040.0060.0080.004.30-1.02
FELAX
FACDX

The current FELAX Sharpe Ratio is 1.08, which is higher than the FACDX Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of FELAX and FACDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.08
-0.33
FELAX
FACDX

Dividends

FELAX vs. FACDX - Dividend Comparison

Neither FELAX nor FACDX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%
FACDX
Fidelity Advisor Health Care Fund Class A
0.00%0.00%0.00%0.00%0.00%0.25%0.00%0.00%0.00%0.00%6.66%7.90%

Drawdowns

FELAX vs. FACDX - Drawdown Comparison

The maximum FELAX drawdown since its inception was -71.33%, which is greater than FACDX's maximum drawdown of -44.81%. Use the drawdown chart below to compare losses from any high point for FELAX and FACDX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%AugustSeptemberOctoberNovemberDecember2025
-11.23%
-22.09%
FELAX
FACDX

Volatility

FELAX vs. FACDX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class A (FELAX) and Fidelity Advisor Health Care Fund Class A (FACDX) have volatilities of 11.92% and 11.62%, 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.92%
11.62%
FELAX
FACDX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab