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

Key characteristics


FELIXFFFFX
YTD Return44.01%15.35%
1Y Return58.52%26.38%
3Y Return (Ann)16.00%-1.33%
5Y Return (Ann)28.17%4.78%
10Y Return (Ann)22.04%4.46%
Sharpe Ratio1.632.43
Sortino Ratio2.153.43
Omega Ratio1.281.45
Calmar Ratio2.391.09
Martin Ratio6.8215.71
Ulcer Index8.47%1.68%
Daily Std Dev35.50%10.87%
Max Drawdown-71.17%-53.24%
Current Drawdown-7.84%-4.07%

Correlation

-0.50.00.51.00.8

The correlation between FELIX and FFFFX is 0.77, 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

FELIX vs. FFFFX - Performance Comparison

In the year-to-date period, FELIX achieves a 44.01% return, which is significantly higher than FFFFX's 15.35% return. Over the past 10 years, FELIX has outperformed FFFFX with an annualized return of 22.04%, while FFFFX has yielded a comparatively lower 4.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
11.14%
7.17%
FELIX
FFFFX

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FELIX vs. FFFFX - Expense Ratio Comparison

Both FELIX and FFFFX have an expense ratio of 0.75%.


FELIX
Fidelity Advisor Semiconductors Fund Class I
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%
Expense ratio chart for FFFFX: 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%

Risk-Adjusted Performance

FELIX vs. FFFFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Freedom 2040 Fund (FFFFX). 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.


FELIX
Sharpe ratio
The chart of Sharpe ratio for FELIX, currently valued at 1.63, compared to the broader market0.002.004.001.63
Sortino ratio
The chart of Sortino ratio for FELIX, currently valued at 2.15, compared to the broader market0.005.0010.002.15
Omega ratio
The chart of Omega ratio for FELIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for FELIX, currently valued at 2.39, compared to the broader market0.005.0010.0015.0020.002.39
Martin ratio
The chart of Martin ratio for FELIX, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82
FFFFX
Sharpe ratio
The chart of Sharpe ratio for FFFFX, currently valued at 2.43, compared to the broader market0.002.004.002.43
Sortino ratio
The chart of Sortino ratio for FFFFX, currently valued at 3.43, compared to the broader market0.005.0010.003.43
Omega ratio
The chart of Omega ratio for FFFFX, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for FFFFX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.001.09
Martin ratio
The chart of Martin ratio for FFFFX, currently valued at 15.71, compared to the broader market0.0020.0040.0060.0080.00100.0015.71

FELIX vs. FFFFX - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 1.63, which is lower than the FFFFX Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of FELIX and FFFFX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.63
2.43
FELIX
FFFFX

Dividends

FELIX vs. FFFFX - Dividend Comparison

FELIX has not paid dividends to shareholders, while FFFFX's dividend yield for the trailing twelve months is around 1.14%.


TTM20232022202120202019201820172016201520142013
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%0.00%
FFFFX
Fidelity Freedom 2040 Fund
1.14%1.32%2.11%2.27%1.06%1.50%1.68%1.12%1.44%4.38%9.27%6.23%

Drawdowns

FELIX vs. FFFFX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, which is greater than FFFFX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for FELIX and FFFFX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.84%
-4.07%
FELIX
FFFFX

Volatility

FELIX vs. FFFFX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 9.69% compared to Fidelity Freedom 2040 Fund (FFFFX) at 3.01%. This indicates that FELIX's price experiences larger fluctuations and is considered to be riskier than FFFFX 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%JuneJulyAugustSeptemberOctoberNovember
9.69%
3.01%
FELIX
FFFFX