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FELCX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FELCX and FELAX is 0.77, 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

FELCX vs. FELAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FELCX:

-0.04

FELAX:

-0.02

Sortino Ratio

FELCX:

0.19

FELAX:

0.21

Omega Ratio

FELCX:

1.02

FELAX:

1.03

Calmar Ratio

FELCX:

-0.12

FELAX:

-0.10

Martin Ratio

FELCX:

-0.31

FELAX:

-0.26

Ulcer Index

FELCX:

14.44%

FELAX:

14.33%

Daily Std Dev

FELCX:

46.95%

FELAX:

46.94%

Max Drawdown

FELCX:

-72.55%

FELAX:

-71.33%

Current Drawdown

FELCX:

-13.17%

FELAX:

-12.94%

Returns By Period

In the year-to-date period, FELCX achieves a -5.33% return, which is significantly lower than FELAX's -5.03% return. Both investments have delivered pretty close results over the past 10 years, with FELCX having a 22.86% annualized return and FELAX not far ahead at 23.77%.


FELCX

YTD

-5.33%

1M

14.19%

6M

-2.33%

1Y

-0.81%

3Y*

25.52%

5Y*

28.11%

10Y*

22.86%

FELAX

YTD

-5.03%

1M

14.25%

6M

-1.98%

1Y

-0.06%

3Y*

26.46%

5Y*

29.08%

10Y*

23.77%

*Annualized

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FELCX vs. FELAX - Expense Ratio Comparison

FELCX has a 1.76% expense ratio, which is higher than FELAX's 1.01% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FELCX vs. FELAX — Risk-Adjusted Performance Rank

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

FELCX
The Risk-Adjusted Performance Rank of FELCX is 99
Overall Rank
The Sharpe Ratio Rank of FELCX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FELCX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FELCX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FELCX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FELCX is 77
Martin Ratio Rank

FELAX
The Risk-Adjusted Performance Rank of FELAX is 1010
Overall Rank
The Sharpe Ratio Rank of FELAX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 77
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 77
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.

FELCX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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 current FELCX Sharpe Ratio is -0.04, which is lower than the FELAX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FELCX and FELAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FELCX vs. FELAX - Dividend Comparison

FELCX's dividend yield for the trailing twelve months is around 9.48%, more than FELAX's 7.39% yield.


TTM20242023202220212020201920182017201620152014
FELCX
Fidelity Advisor Semiconductors Fund Class C
9.48%8.97%4.24%4.07%4.95%5.13%0.93%22.41%10.39%0.14%11.27%0.30%
FELAX
Fidelity Advisor Semiconductors Fund Class A
7.39%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.71%0.48%

Drawdowns

FELCX vs. FELAX - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, roughly equal to the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FELCX and FELAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FELCX vs. FELAX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Advisor Semiconductors Fund Class A (FELAX) have volatilities of 10.09% and 10.10%, 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.


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