FELIX vs. FFFFX
Compare and contrast key facts about Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Freedom 2040 Fund (FFFFX).
FELIX is managed by Fidelity. It was launched on Dec 27, 2000. FFFFX is managed by Fidelity. It was launched on Sep 6, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FELIX or FFFFX.
Performance
FELIX vs. FFFFX - Performance Comparison
Returns By Period
In the year-to-date period, FELIX achieves a 38.80% return, which is significantly higher than FFFFX's 14.20% return. Over the past 10 years, FELIX has outperformed FFFFX with an annualized return of 21.35%, while FFFFX has yielded a comparatively lower 4.28% annualized return.
FELIX
38.80%
-4.27%
3.16%
46.78%
27.62%
21.35%
FFFFX
14.20%
-1.16%
5.46%
21.25%
4.45%
4.28%
Key characteristics
| FELIX | FFFFX | |
|---|---|---|
| Sharpe Ratio | 1.25 | 1.95 |
| Sortino Ratio | 1.76 | 2.76 |
| Omega Ratio | 1.23 | 1.35 |
| Calmar Ratio | 1.83 | 0.96 |
| Martin Ratio | 5.14 | 12.18 |
| Ulcer Index | 8.62% | 1.71% |
| Daily Std Dev | 35.54% | 10.70% |
| Max Drawdown | -71.17% | -53.24% |
| Current Drawdown | -11.17% | -5.02% |
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FELIX vs. FFFFX - Expense Ratio Comparison
Both FELIX and FFFFX have an expense ratio of 0.75%.
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.
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.
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 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.15% | 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.
Volatility
FELIX vs. FFFFX - Volatility Comparison
Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 9.31% compared to Fidelity Freedom 2040 Fund (FFFFX) at 2.94%. 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.