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FELIX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FELIX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.73%
FELIX
FELAX

Returns By Period

The year-to-date returns for both stocks are quite close, with FELIX having a 41.20% return and FELAX slightly lower at 40.87%. Both investments have delivered pretty close results over the past 10 years, with FELIX having a 21.46% annualized return and FELAX not far behind at 20.83%.


FELIX

YTD

41.20%

1M

-2.33%

6M

3.88%

1Y

49.75%

5Y (annualized)

28.04%

10Y (annualized)

21.46%

FELAX

YTD

40.87%

1M

-2.37%

6M

3.73%

1Y

49.01%

5Y (annualized)

27.45%

10Y (annualized)

20.83%

Key characteristics


FELIXFELAX
Sharpe Ratio1.391.37
Sortino Ratio1.911.89
Omega Ratio1.251.24
Calmar Ratio2.042.01
Martin Ratio5.715.60
Ulcer Index8.64%8.67%
Daily Std Dev35.53%35.54%
Max Drawdown-71.17%-71.33%
Current Drawdown-9.64%-9.73%

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FELIX vs. FELAX - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is lower than FELAX's 1.01% expense ratio.


FELAX
Fidelity Advisor Semiconductors Fund Class A
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for FELIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Correlation

-0.50.00.51.01.0

The correlation between FELIX and FELAX is 1.00, 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.

Risk-Adjusted Performance

FELIX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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 FELIX, currently valued at 1.39, compared to the broader market-1.000.001.002.003.004.005.001.391.37
The chart of Sortino ratio for FELIX, currently valued at 1.91, compared to the broader market0.005.0010.001.911.89
The chart of Omega ratio for FELIX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.24
The chart of Calmar ratio for FELIX, currently valued at 2.04, compared to the broader market0.005.0010.0015.0020.0025.002.042.01
The chart of Martin ratio for FELIX, currently valued at 5.71, compared to the broader market0.0020.0040.0060.0080.00100.005.715.60
FELIX
FELAX

The current FELIX Sharpe Ratio is 1.39, which is comparable to the FELAX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FELIX and FELAX, 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 Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.39
1.37
FELIX
FELAX

Dividends

FELIX vs. FELAX - Dividend Comparison

Neither FELIX nor FELAX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
FELIX
Fidelity Advisor Semiconductors Fund Class I
0.00%0.00%0.00%0.00%0.29%0.34%0.89%0.75%0.44%10.62%0.11%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%

Drawdowns

FELIX vs. FELAX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, roughly equal to the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FELIX and FELAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.64%
-9.73%
FELIX
FELAX

Volatility

FELIX vs. FELAX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Advisor Semiconductors Fund Class A (FELAX) have volatilities of 9.43% and 9.42%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.43%
9.42%
FELIX
FELAX