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

Correlation

The correlation between FELAX and FAGAX is 0.79, 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.


-0.50.00.51.00.8

Performance

FELAX vs. FAGAX - 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 Growth Opportunities Fund Class A (FAGAX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.33%
17.52%
FELAX
FAGAX

Key characteristics

Sharpe Ratio

FELAX:

1.16

FAGAX:

2.10

Sortino Ratio

FELAX:

1.67

FAGAX:

2.75

Omega Ratio

FELAX:

1.21

FAGAX:

1.37

Calmar Ratio

FELAX:

1.78

FAGAX:

1.78

Martin Ratio

FELAX:

4.61

FAGAX:

12.23

Ulcer Index

FELAX:

9.33%

FAGAX:

3.56%

Daily Std Dev

FELAX:

37.02%

FAGAX:

20.73%

Max Drawdown

FELAX:

-71.33%

FAGAX:

-65.24%

Current Drawdown

FELAX:

-8.89%

FAGAX:

-1.75%

Returns By Period

In the year-to-date period, FELAX achieves a 5.57% return, which is significantly higher than FAGAX's 3.16% return. Over the past 10 years, FELAX has outperformed FAGAX with an annualized return of 20.44%, while FAGAX has yielded a comparatively lower 12.69% annualized return.


FELAX

YTD

5.57%

1M

-0.85%

6M

2.33%

1Y

38.75%

5Y*

24.81%

10Y*

20.44%

FAGAX

YTD

3.16%

1M

2.61%

6M

17.52%

1Y

41.84%

5Y*

14.37%

10Y*

12.69%

*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. FAGAX - Expense Ratio Comparison

FELAX has a 1.01% expense ratio, which is lower than FAGAX's 1.04% expense ratio.


FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
Expense ratio chart for FAGAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%
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%

Risk-Adjusted Performance

FELAX vs. FAGAX — 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 6363
Overall Rank
The Sharpe Ratio Rank of FELAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 5656
Martin Ratio Rank

FAGAX
The Risk-Adjusted Performance Rank of FAGAX is 8787
Overall Rank
The Sharpe Ratio Rank of FAGAX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGAX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FAGAX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FAGAX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FAGAX is 9191
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. FAGAX - 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 Growth Opportunities Fund Class A (FAGAX). 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 1.16, compared to the broader market-1.000.001.002.003.004.001.162.10
The chart of Sortino ratio for FELAX, currently valued at 1.67, compared to the broader market0.005.0010.001.672.75
The chart of Omega ratio for FELAX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.37
The chart of Calmar ratio for FELAX, currently valued at 1.78, compared to the broader market0.005.0010.0015.0020.001.781.78
The chart of Martin ratio for FELAX, currently valued at 4.61, compared to the broader market0.0020.0040.0060.0080.004.6112.23
FELAX
FAGAX

The current FELAX Sharpe Ratio is 1.16, which is lower than the FAGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FELAX and FAGAX, 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.16
2.10
FELAX
FAGAX

Dividends

FELAX vs. FAGAX - Dividend Comparison

Neither FELAX nor FAGAX 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%
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.12%0.00%

Drawdowns

FELAX vs. FAGAX - Drawdown Comparison

The maximum FELAX drawdown since its inception was -71.33%, which is greater than FAGAX's maximum drawdown of -65.24%. Use the drawdown chart below to compare losses from any high point for FELAX and FAGAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.89%
-1.75%
FELAX
FAGAX

Volatility

FELAX vs. FAGAX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class A (FELAX) has a higher volatility of 11.38% compared to Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) at 7.03%. This indicates that FELAX's price experiences larger fluctuations and is considered to be riskier than FAGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.38%
7.03%
FELAX
FAGAX
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