PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FELCX vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FELCX vs. SCHD

Last updated Jun 4, 2026

FELCX (Fidelity Advisor Semiconductors Fund Class C) and SCHD (Schwab U.S. Dividend Equity ETF) are both funds - FELCX is a Technology Equities fund managed by Fidelity, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, FELCX returned 36.19%/yr vs 12.77%/yr for SCHD. A 0.57 correlation means they provide meaningful diversification when combined. FELCX charges 1.76%/yr vs 0.06%/yr for SCHD.

Performance

FELCX vs. SCHD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, FELCX achieves a 84.21% return, which is significantly higher than SCHD's 19.01% return. Over the past 10 years, FELCX has outperformed SCHD with an annualized return of 36.19%, while SCHD has yielded a comparatively lower 12.77% 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%

SCHD

1D
0.00%
1M
2.70%
YTD
19.01%
6M
18.63%
1Y
27.16%
3Y*
15.09%
5Y*
8.36%
10Y*
12.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FELCX vs. SCHD - 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%
SCHD
Schwab U.S. Dividend Equity ETF		19.01%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between FELCX and SCHD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.26

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

0.43

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.57

Over the past year, the correlation between FELCX and SCHD has dropped to 0.12 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

FELCX vs. SCHD - Sectors Allocation Comparison

Sectors
FELCX
SCHD

Technology

100.0%
16.4%

Basic Materials

-

1.2%

Communication Services

-

6.3%

Consumer Cyclical

-

6.3%

Consumer Defensive

-

19.2%

Energy

-

16.2%

Financial Services

-

9.3%

Healthcare

-

18.8%

Industrials

-

7.5%

Real Estate

-

-

Utilities

-

0.0%

Technology

FELCX
100.0%
SCHD
16.4%

Basic Materials

FELCX

-

SCHD
1.2%

Communication Services

FELCX

-

SCHD
6.3%

Consumer Cyclical

FELCX

-

SCHD
6.3%

Consumer Defensive

FELCX

-

SCHD
19.2%

Energy

FELCX

-

SCHD
16.2%

Financial Services

FELCX

-

SCHD
9.3%

Healthcare

FELCX

-

SCHD
18.8%

Industrials

FELCX

-

SCHD
7.5%

Real Estate

FELCX

-

SCHD

-

Utilities

FELCX

-

SCHD
0.0%

Compare stocks, funds, or ETFs

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

Fidelity Advisor Semiconductors Fund Class C

Schwab U.S. Dividend Equity ETF

Often compared with FELCX:
FELCX vs. FELAXFELCX vs. FSELXFELCX vs. FXAIXFELCX vs. FELTXFELCX vs. FIKGXFELCX vs. FNILXFELCX vs. FLCOX
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

FELCX vs. SCHD — 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
SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class C (FELCX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

FELCXSCHDDifference
Sharpe ratioReturn per unit of total volatility
5.43
2.49

+2.93

Sortino ratioReturn per unit of downside risk
5.28
3.87

+1.42

Omega ratioGain probability vs. loss probability

1.72

1.45

+0.27

Calmar ratioReturn relative to maximum drawdown

11.99

5.91

+6.08

Martin ratioReturn relative to average drawdown

46.62

14.53

+32.09

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FELCX vs. SCHD - Sharpe Ratio Comparison

The current FELCX Sharpe Ratio is 5.43, which is higher than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of FELCX and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

FELCXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.43

2.49

+2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.58

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.77

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.86

-0.42

Drawdowns

FELCX vs. SCHD - Drawdown Comparison

The maximum FELCX drawdown since its inception was -72.55%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FELCX and SCHD.

Loading charts...

Drawdown Indicators

FELCXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-72.55%

-33.37%

-39.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-4.61%

-10.10%

Max Drawdown (3Y)

Largest decline over 3 years

-36.53%

-16.13%

-20.40%

Max Drawdown (5Y)

Largest decline over 5 years

-46.47%

-16.85%

-29.62%

Max Drawdown (10Y)

Largest decline over 10 years

-46.47%

-33.37%

-13.10%

Current Drawdown

Current decline from peak

0.00%

-1.40%

+1.40%

Average Drawdown

Average peak-to-trough decline

-23.57%

-3.32%

-20.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

1.88%

+1.90%

Volatility

FELCX vs. SCHD - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class C (FELCX) has a higher volatility of 11.91% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that FELCX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

FELCXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.91%

2.66%

+9.25%

Volatility (6M)

Calculated over the trailing 6-month period

25.31%

7.66%

+17.65%

Volatility (1Y)

Calculated over the trailing 1-year period

32.52%

10.96%

+21.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.34%

14.38%

+23.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.70%

16.72%

+17.98%

FELCX vs. SCHD - Expense Ratio Comparison

FELCX has a 1.76% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

FELCX vs. SCHD - Dividend Comparison

FELCX's dividend yield for the trailing twelve months is around 4.53%, more than SCHD's 3.26% 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%
SCHD
Schwab U.S. Dividend Equity ETF		3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

FELCX and SCHD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FELCX has higher volatility (11.91%) compared to SCHD (2.66%). In terms of maximum drawdown, FELCX dropped -72.55% vs SCHD's -33.37%.

FELCX currently has the higher Sharpe Ratio (5.43 vs 2.49), 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.

Portfolio Optimizer

Find the right allocation for FELCX and SCHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer