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

Correlation

The correlation between FELCX and FNILX is 0.80, 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

FELCX vs. FNILX - Performance Comparison

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

100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
229.97%
122.75%
FELCX
FNILX

Key characteristics

Sharpe Ratio

FELCX:

1.03

FNILX:

1.93

Sortino Ratio

FELCX:

1.53

FNILX:

2.58

Omega Ratio

FELCX:

1.19

FNILX:

1.35

Calmar Ratio

FELCX:

1.53

FNILX:

2.87

Martin Ratio

FELCX:

4.10

FNILX:

12.78

Ulcer Index

FELCX:

9.07%

FNILX:

1.94%

Daily Std Dev

FELCX:

36.22%

FNILX:

12.83%

Max Drawdown

FELCX:

-72.55%

FNILX:

-33.75%

Current Drawdown

FELCX:

-8.44%

FNILX:

-4.70%

Returns By Period

In the year-to-date period, FELCX achieves a 42.32% return, which is significantly higher than FNILX's 23.98% return.


FELCX

YTD

42.32%

1M

4.48%

6M

-7.28%

1Y

36.96%

5Y*

24.41%

10Y*

18.82%

FNILX

YTD

23.98%

1M

-1.18%

6M

7.07%

1Y

24.01%

5Y*

14.48%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FELCX vs. FNILX - Expense Ratio Comparison

FELCX has a 1.76% expense ratio, which is higher than FNILX's 0.00% expense ratio.


FELCX
Fidelity Advisor Semiconductors Fund Class C
Expense ratio chart for FELCX: current value at 1.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.76%
Expense ratio chart for FNILX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FELCX vs. FNILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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 FELCX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.031.93
The chart of Sortino ratio for FELCX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.58
The chart of Omega ratio for FELCX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.35
The chart of Calmar ratio for FELCX, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.532.87
The chart of Martin ratio for FELCX, currently valued at 4.10, compared to the broader market0.0020.0040.0060.004.1012.78
FELCX
FNILX

The current FELCX Sharpe Ratio is 1.03, which is lower than the FNILX Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FELCX and FNILX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.03
1.93
FELCX
FNILX

Dividends

FELCX vs. FNILX - Dividend Comparison

FELCX has not paid dividends to shareholders, while FNILX's dividend yield for the trailing twelve months is around 0.02%.


TTM202320222021202020192018201720162015
FELCX
Fidelity Advisor Semiconductors Fund Class C
0.00%0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%11.27%
FNILX
Fidelity ZERO Large Cap Index Fund
0.02%1.34%1.53%0.95%1.20%1.17%0.41%0.00%0.00%0.00%

Drawdowns

FELCX vs. FNILX - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, which is greater than FNILX's maximum drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for FELCX and FNILX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.44%
-4.70%
FELCX
FNILX

Volatility

FELCX vs. FNILX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) has a higher volatility of 8.96% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 3.93%. This indicates that FELCX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.96%
3.93%
FELCX
FNILX
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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.

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