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

Correlation

The correlation between FELCX and FSELX is 0.76, 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. FSELX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FELCX:

-0.08

FSELX:

-0.09

Sortino Ratio

FELCX:

0.22

FSELX:

0.21

Omega Ratio

FELCX:

1.03

FSELX:

1.03

Calmar Ratio

FELCX:

-0.09

FSELX:

-0.10

Martin Ratio

FELCX:

-0.22

FSELX:

-0.26

Ulcer Index

FELCX:

17.04%

FSELX:

15.79%

Daily Std Dev

FELCX:

47.67%

FSELX:

47.11%

Max Drawdown

FELCX:

-72.55%

FSELX:

-81.70%

Current Drawdown

FELCX:

-21.74%

FSELX:

-21.96%

Returns By Period

In the year-to-date period, FELCX achieves a -7.38% return, which is significantly higher than FSELX's -11.74% return. Over the past 10 years, FELCX has outperformed FSELX with an annualized return of 16.25%, while FSELX has yielded a comparatively lower 14.88% annualized return.


FELCX

YTD

-7.38%

1M

19.19%

6M

-15.12%

1Y

-3.90%

5Y*

23.62%

10Y*

16.25%

FSELX

YTD

-11.74%

1M

19.64%

6M

-16.62%

1Y

-4.18%

5Y*

23.70%

10Y*

14.88%

*Annualized

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FELCX vs. FSELX - Expense Ratio Comparison

FELCX has a 1.76% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Risk-Adjusted Performance

FELCX vs. FSELX — 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 2222
Overall Rank
The Sharpe Ratio Rank of FELCX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FELCX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FELCX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FELCX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of FELCX is 1818
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 2323
Overall Rank
The Sharpe Ratio Rank of FSELX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1818
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. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 -0.08, which is comparable to the FSELX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of FELCX and FSELX, 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. FSELX - Dividend Comparison

Neither FELCX nor FSELX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
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%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FELCX vs. FSELX - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FELCX and FSELX. For additional features, visit the drawdowns tool.


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Volatility

FELCX vs. FSELX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 12.49% and 13.06%, 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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