FELAX vs. SFNNX
FELAX (Fidelity Advisor Semiconductors Fund Class A) and SFNNX (Schwab Fundamental International Large Company Index Fund) are both mutual funds - FELAX is a Technology Equities fund managed by Fidelity, while SFNNX is a Foreign Large Cap Equities fund managed by Charles Schwab. Over the past 10 years, FELAX returned 37.30%/yr vs 11.86%/yr for SFNNX. A 0.63 correlation means they provide meaningful diversification when combined. FELAX charges 1.01%/yr vs 0.25%/yr for SFNNX.
Performance
FELAX vs. SFNNX - Performance Comparison
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Returns By Period
In the year-to-date period, FELAX achieves a 85.72% return, which is significantly higher than SFNNX's 21.09% return. Over the past 10 years, FELAX has outperformed SFNNX with an annualized return of 37.30%, while SFNNX has yielded a comparatively lower 11.86% annualized return.
FELAX
- 1D
- 0.50%
- 1M
- 23.65%
- YTD
- 85.72%
- 6M
- 84.04%
- 1Y
- 165.41%
- 3Y*
- 63.78%
- 5Y*
- 43.00%
- 10Y*
- 37.30%
SFNNX
- 1D
- -0.36%
- 1M
- 5.59%
- YTD
- 21.09%
- 6M
- 24.53%
- 1Y
- 44.46%
- 3Y*
- 24.21%
- 5Y*
- 13.24%
- 10Y*
- 11.86%
FELAX vs. SFNNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELAX Fidelity Advisor Semiconductors Fund Class A | 85.72% | 44.88% | 43.74% | 75.08% | -35.07% | 57.50% | 43.57% | 63.76% | -12.76% | 34.12% |
SFNNX Schwab Fundamental International Large Company Index Fund | 21.09% | 41.06% | 2.27% | 19.88% | -7.95% | 14.38% | 4.35% | 18.09% | -13.96% | 23.95% |
Correlation
The correlation between FELAX and SFNNX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2008 | 0.63 |
The correlation between FELAX and SFNNX shifts across timeframes, from 0.52 (3 years) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FELAX vs. SFNNX — Risk / Return Rank
FELAX
SFNNX
FELAX vs. SFNNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class A (FELAX) and Schwab Fundamental International Large Company Index Fund (SFNNX). 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.
| FELAX | SFNNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.71 | 1.57 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 11.73 | 4.25 | +7.48 |
| Martin ratioReturn relative to average drawdown | 45.65 | 15.95 | +29.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FELAX | SFNNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.31 | 3.15 | +2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.86 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.08 | 0.69 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.28 | +0.19 |
Drawdowns
FELAX vs. SFNNX - Drawdown Comparison
The maximum FELAX drawdown since its inception was -71.33%, which is greater than SFNNX's maximum drawdown of -59.60%. Use the drawdown chart below to compare losses from any high point for FELAX and SFNNX.
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Drawdown Indicators
| FELAX | SFNNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.33% | -59.60% | -11.73% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -10.63% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -36.43% | -13.78% | -22.65% |
Max Drawdown (5Y)Largest decline over 5 years | -46.15% | -25.66% | -20.49% |
Max Drawdown (10Y)Largest decline over 10 years | -46.15% | -40.23% | -5.92% |
Current DrawdownCurrent decline from peak | 0.00% | -0.36% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -21.88% | -11.97% | -9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.82% | +0.94% |
Volatility
FELAX vs. SFNNX - Volatility Comparison
Fidelity Advisor Semiconductors Fund Class A (FELAX) has a higher volatility of 11.86% compared to Schwab Fundamental International Large Company Index Fund (SFNNX) at 4.62%. This indicates that FELAX's price experiences larger fluctuations and is considered to be riskier than SFNNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FELAX | SFNNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 4.62% | +7.24% |
Volatility (6M)Calculated over the trailing 6-month period | 25.31% | 11.58% | +13.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.50% | 14.34% | +18.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.34% | 15.56% | +22.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.68% | 17.29% | +17.39% |
FELAX vs. SFNNX - Expense Ratio Comparison
FELAX has a 1.01% expense ratio, which is higher than SFNNX's 0.25% expense ratio.
Dividends
FELAX vs. SFNNX - Dividend Comparison
FELAX's dividend yield for the trailing twelve months is around 3.75%, less than SFNNX's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELAX Fidelity Advisor Semiconductors Fund Class A | 3.75% | 6.96% | 7.02% | 3.40% | 3.32% | 4.34% | 4.51% | 1.00% | 20.15% | 9.67% | 0.36% | 10.71% |
SFNNX Schwab Fundamental International Large Company Index Fund | 4.22% | 5.11% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% |
Frequently Asked Questions
FELAX and SFNNX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FELAX has higher volatility (11.86%) compared to SFNNX (4.62%). In terms of maximum drawdown, FELAX dropped -71.33% vs SFNNX's -59.60%.
FELAX currently has the higher Sharpe Ratio (5.31 vs 3.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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