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

Correlation

The correlation between FELCX and FELTX 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. FELTX - 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 M (FELTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FELCX:

-0.21

FELTX:

-0.18

Sortino Ratio

FELCX:

-0.01

FELTX:

0.04

Omega Ratio

FELCX:

1.00

FELTX:

1.00

Calmar Ratio

FELCX:

-0.26

FELTX:

-0.23

Martin Ratio

FELCX:

-0.63

FELTX:

-0.56

Ulcer Index

FELCX:

16.98%

FELTX:

16.38%

Daily Std Dev

FELCX:

46.96%

FELTX:

46.78%

Max Drawdown

FELCX:

-72.55%

FELTX:

-71.42%

Current Drawdown

FELCX:

-27.32%

FELTX:

-26.10%

Returns By Period

The year-to-date returns for both investments are quite close, with FELCX having a -13.99% return and FELTX slightly higher at -13.83%. Over the past 10 years, FELCX has underperformed FELTX with an annualized return of 15.38%, while FELTX has yielded a comparatively higher 16.60% annualized return.


FELCX

YTD

-13.99%

1M

10.69%

6M

-23.42%

1Y

-10.75%

5Y*

21.21%

10Y*

15.38%

FELTX

YTD

-13.83%

1M

10.74%

6M

-22.26%

1Y

-9.18%

5Y*

22.69%

10Y*

16.60%

*Annualized

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FELCX vs. FELTX - Expense Ratio Comparison

FELCX has a 1.76% expense ratio, which is higher than FELTX's 1.26% expense ratio.


Risk-Adjusted Performance

FELCX vs. FELTX — 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 1010
Overall Rank
The Sharpe Ratio Rank of FELCX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of FELCX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FELCX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of FELCX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FELCX is 77
Martin Ratio Rank

FELTX
The Risk-Adjusted Performance Rank of FELTX is 1212
Overall Rank
The Sharpe Ratio Rank of FELTX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of FELTX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of FELTX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FELTX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FELTX is 99
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. FELTX - 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 M (FELTX). 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 -0.21, which is comparable to the FELTX Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FELCX and FELTX, 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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Dividends

FELCX vs. FELTX - Dividend Comparison

Neither FELCX nor FELTX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FELCX
Fidelity Advisor Semiconductors Fund Class C
0.00%0.00%0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%11.27%
FELTX
Fidelity Advisor Semiconductors Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.39%0.19%0.00%10.79%

Drawdowns

FELCX vs. FELTX - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, roughly equal to the maximum FELTX drawdown of -71.42%. Use the drawdown chart below to compare losses from any high point for FELCX and FELTX. For additional features, visit the drawdowns tool.


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Volatility

FELCX vs. FELTX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Advisor Semiconductors Fund Class M (FELTX) have volatilities of 13.69% and 13.70%, 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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