PortfoliosLab logo
FELAX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FELAX and FSPGX is 0.78, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FELAX vs. FSPGX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
642.22%
299.47%
FELAX
FSPGX

Key characteristics

Sharpe Ratio

FELAX:

0.04

FSPGX:

0.53

Sortino Ratio

FELAX:

0.37

FSPGX:

0.90

Omega Ratio

FELAX:

1.05

FSPGX:

1.13

Calmar Ratio

FELAX:

0.05

FSPGX:

0.57

Martin Ratio

FELAX:

0.13

FSPGX:

2.02

Ulcer Index

FELAX:

13.28%

FSPGX:

6.60%

Daily Std Dev

FELAX:

46.56%

FSPGX:

25.14%

Max Drawdown

FELAX:

-71.33%

FSPGX:

-32.66%

Current Drawdown

FELAX:

-24.26%

FSPGX:

-12.59%

Returns By Period

In the year-to-date period, FELAX achieves a -17.37% return, which is significantly lower than FSPGX's -8.91% return.


FELAX

YTD

-17.37%

1M

-5.01%

6M

-18.04%

1Y

-1.23%

5Y*

28.26%

10Y*

22.63%

FSPGX

YTD

-8.91%

1M

-1.87%

6M

-4.40%

1Y

14.05%

5Y*

17.73%

10Y*

N/A

*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. FSPGX - Expense Ratio Comparison

FELAX has a 1.01% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Expense ratio chart for FELAX: current value is 1.01%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FELAX: 1.01%
Expense ratio chart for FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%

Risk-Adjusted Performance

FELAX vs. FSPGX — 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 2828
Overall Rank
The Sharpe Ratio Rank of FELAX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 2424
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6161
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5858
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. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class A (FELAX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


The chart of Sharpe ratio for FELAX, currently valued at 0.04, compared to the broader market-1.000.001.002.003.00
FELAX: 0.04
FSPGX: 0.53
The chart of Sortino ratio for FELAX, currently valued at 0.37, compared to the broader market-2.000.002.004.006.008.00
FELAX: 0.37
FSPGX: 0.90
The chart of Omega ratio for FELAX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
FELAX: 1.05
FSPGX: 1.13
The chart of Calmar ratio for FELAX, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.00
FELAX: 0.05
FSPGX: 0.57
The chart of Martin ratio for FELAX, currently valued at 0.13, compared to the broader market0.0010.0020.0030.0040.00
FELAX: 0.13
FSPGX: 2.02

The current FELAX Sharpe Ratio is 0.04, which is lower than the FSPGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FELAX and FSPGX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.04
0.53
FELAX
FSPGX

Dividends

FELAX vs. FSPGX - Dividend Comparison

FELAX's dividend yield for the trailing twelve months is around 8.49%, more than FSPGX's 0.41% yield.


TTM20242023202220212020201920182017201620152014
FELAX
Fidelity Advisor Semiconductors Fund Class A
8.49%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.72%0.48%
FSPGX
Fidelity Large Cap Growth Index Fund
0.41%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

FELAX vs. FSPGX - Drawdown Comparison

The maximum FELAX drawdown since its inception was -71.33%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FELAX and FSPGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-24.26%
-12.59%
FELAX
FSPGX

Volatility

FELAX vs. FSPGX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class A (FELAX) has a higher volatility of 26.37% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 16.80%. This indicates that FELAX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.37%
16.80%
FELAX
FSPGX