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FELCX vs. FSELX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

The year-to-date returns for both investments are quite close, with FELCX having a 84.21% return and FSELX slightly higher at 85.56%. Over the past 10 years, FELCX has underperformed FSELX with an annualized return of 36.19%, while FSELX has yielded a comparatively higher 39.21% annualized return.


FELCX

1D
6.40%
1M
26.11%
YTD
84.21%
6M
81.97%
1Y
167.52%
3Y*
62.30%
5Y*
42.49%
10Y*
36.19%

FSELX

1D
6.35%
1M
26.53%
YTD
85.56%
6M
83.27%
1Y
166.37%
3Y*
68.85%
5Y*
46.95%
10Y*
39.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELCX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELCX
Fidelity Advisor Semiconductors Fund Class C
84.21%43.80%42.66%73.83%-35.56%56.29%42.50%62.54%-13.48%33.04%
FSELX
Fidelity Select Semiconductors Portfolio
85.56%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Correlation

The correlation between FELCX and FSELX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2000

0.99

The correlation between FELCX and FSELX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

FELCX vs. FSELX — Risk / Return Rank

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

FELCX
FELCX Risk / Return Rank: 9797
Overall Rank
FELCX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FELCX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FELCX Omega Ratio Rank: 9494
Omega Ratio Rank
FELCX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FELCX Martin Ratio Rank: 9999
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9797
Overall Rank
FSELX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9393
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9999
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FELCX vs. FSELX - Risk-Adjusted Trends 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.


FELCXFSELXDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.72

1.71

+0.01

Calmar ratioReturn relative to maximum drawdown

11.99

12.18

-0.19

Martin ratioReturn relative to average drawdown

46.62

46.77

-0.15

FELCX vs. FSELX - Sharpe Ratio Comparison

The current FELCX Sharpe Ratio is 5.43, which is comparable to the FSELX Sharpe Ratio of 5.35. The chart below compares the historical Sharpe Ratios of FELCX and FSELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FELCXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.43

5.35

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

1.21

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

1.12

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.55

-0.10

Drawdowns

FELCX vs. FSELX - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FELCX and FSELX.


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Drawdown Indicators


FELCXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-72.55%

-82.54%

+9.99%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-14.38%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-36.53%

-36.31%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

-46.37%

-0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-46.37%

-0.10%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-23.57%

-28.70%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.74%

+0.04%

Volatility

FELCX vs. FSELX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 11.91% and 12.01%, 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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Volatility by Period


FELCXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.91%

12.01%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

25.31%

25.42%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

32.52%

32.74%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

38.97%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

35.07%

-0.37%

FELCX vs. FSELX - Expense Ratio Comparison

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


Dividends

FELCX vs. FSELX - Dividend Comparison

FELCX's dividend yield for the trailing twelve months is around 4.53%, less than FSELX's 8.83% yield.


PositionTTM20252024202320222021202020192018201720162015
FELCX
Fidelity Advisor Semiconductors Fund Class C
4.53%8.35%8.97%4.24%4.07%4.95%5.13%0.93%22.41%10.39%0.14%11.27%
FSELX
Fidelity Select Semiconductors Portfolio
8.83%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Frequently Asked Questions


With a correlation of 1.00, FELCX and FSELX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FSELX has higher volatility (12.01%) compared to FELCX (11.91%). In terms of maximum drawdown, FELCX dropped -72.55% vs FSELX's -82.54%.

FELCX currently has the higher Sharpe Ratio (5.43 vs 5.35), 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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