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

Correlation

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.


-0.50.00.51.00.8

Performance

FELIX vs. FFFFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Freedom 2040 Fund (FFFFX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%OctoberNovemberDecember2025FebruaryMarch
1,154.72%
216.02%
FELIX
FFFFX

Key characteristics

Sharpe Ratio

FELIX:

-0.18

FFFFX:

0.72

Sortino Ratio

FELIX:

0.02

FFFFX:

1.06

Omega Ratio

FELIX:

1.00

FFFFX:

1.13

Calmar Ratio

FELIX:

-0.29

FFFFX:

0.56

Martin Ratio

FELIX:

-0.67

FFFFX:

3.70

Ulcer Index

FELIX:

10.61%

FFFFX:

2.21%

Daily Std Dev

FELIX:

39.57%

FFFFX:

11.31%

Max Drawdown

FELIX:

-71.17%

FFFFX:

-53.23%

Current Drawdown

FELIX:

-24.77%

FFFFX:

-5.23%

Returns By Period

In the year-to-date period, FELIX achieves a -13.38% return, which is significantly lower than FFFFX's 1.90% return. Over the past 10 years, FELIX has outperformed FFFFX with an annualized return of 17.92%, while FFFFX has yielded a comparatively lower 3.90% annualized return.


FELIX

YTD

-13.38%

1M

-10.87%

6M

-6.86%

1Y

-7.93%

5Y*

24.09%

10Y*

17.92%

FFFFX

YTD

1.90%

1M

-1.42%

6M

2.69%

1Y

7.88%

5Y*

5.71%

10Y*

3.90%

*Annualized

Compare stocks, funds, or ETFs

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


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 Rank

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

FELIX
The Risk-Adjusted Performance Rank of FELIX is 99
Overall Rank
The Sharpe Ratio Rank of FELIX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FELIX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of FELIX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of FELIX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FELIX is 77
Martin Ratio Rank

FFFFX
The Risk-Adjusted Performance Rank of FFFFX is 5353
Overall Rank
The Sharpe Ratio Rank of FFFFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FFFFX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FFFFX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FFFFX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FFFFX is 6565
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.

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.


Sharpe ratio
The chart of Sharpe ratio for FELIX, currently valued at -0.10, compared to the broader market-1.000.001.002.003.004.00-0.100.50
The chart of Sortino ratio for FELIX, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.000.130.76
The chart of Omega ratio for FELIX, currently valued at 1.02, compared to the broader market1.002.003.001.021.09
The chart of Calmar ratio for FELIX, currently valued at -0.16, compared to the broader market0.005.0010.0015.0020.00-0.160.39
The chart of Martin ratio for FELIX, currently valued at -0.40, compared to the broader market0.0020.0040.0060.0080.00-0.402.57
FELIX
FFFFX

The current FELIX Sharpe Ratio is -0.18, which is lower than the FFFFX Sharpe Ratio of 0.72. 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 Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
-0.10
0.50
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 1.38%.


TTM20242023202220212020201920182017201620152014
FELIX
Fidelity Advisor Semiconductors Fund Class I
7.57%6.44%3.15%3.09%4.14%4.43%1.04%19.34%9.50%0.55%10.62%0.53%
FFFFX
Fidelity Freedom 2040 Fund
1.41%1.41%1.32%2.11%2.27%1.06%1.50%1.68%1.12%1.44%4.38%9.27%

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 -53.23%. Use the drawdown chart below to compare losses from any high point for FELIX and FFFFX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-21.97%
-7.08%
FELIX
FFFFX

Volatility

FELIX vs. FFFFX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 13.72% compared to Fidelity Freedom 2040 Fund (FFFFX) at 4.13%. 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%OctoberNovemberDecember2025FebruaryMarch
13.72%
4.13%
FELIX
FFFFX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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