FELIX vs. FIKHX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Advisor Technology Fund Class Z (FIKHX).

FELIX is managed by Fidelity. It was launched on Dec 27, 2000. FIKHX is managed by Fidelity. It was launched on Oct 2, 2018.

Performance

FELIX vs. FIKHX - 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 Technology Fund Class Z (FIKHX). The values are adjusted to include any dividend payments, if applicable.

FELIX vs. FIKHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FELIX Fidelity Advisor Semiconductors Fund Class I	7.49%	45.25%	44.10%	75.49%	-34.88%	57.89%	44.02%	64.21%	-11.14%
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	51.18%	-17.39%

Returns By Period

FELIX

• 1D: 7.13%
• 1M: -4.45%
• YTD: 7.49%
• 6M: 14.48%
• 1Y: 88.72%
• 3Y*: 41.62%
• 5Y*: 29.03%
• 10Y*: 30.89%

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FELIX vs. FIKHX - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is higher than FIKHX's 0.59% expense ratio.

FELIX

Fidelity Advisor Semiconductors Fund Class I

FIKHX

Fidelity Advisor Technology Fund Class Z

Return for Risk

FELIX vs. FIKHX — Risk / Return Rank

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

FELIX

FELIX Risk / Return Rank: 95
FELIX Sharpe Ratio Rank: 95
FELIX Sortino Ratio Rank: 93
FELIX Omega Ratio Rank: 90
FELIX Calmar Ratio Rank: 98
FELIX Martin Ratio Rank: 98

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.

FELIX vs. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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	FIKHX	Difference
Sharpe ratio Return per unit of total volatility	2.26	—	—
Sortino ratio Return per unit of downside risk	2.86	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	5.21	—	—
Martin ratio Return relative to average drawdown	19.71	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FELIX	FIKHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	—	—

Correlation

The correlation between FELIX and FIKHX is 0.86, 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.

Dividends

FELIX vs. FIKHX - Dividend Comparison

FELIX's dividend yield for the trailing twelve months is around 6.05%, less than FIKHX's 9.85% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FELIX Fidelity Advisor Semiconductors Fund Class I	6.05%	6.51%	6.44%	3.15%	3.09%	4.14%	4.43%	1.04%	19.34%	9.50%	0.55%	10.37%
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	FELIX	FIKHX	Difference
Max Drawdown Largest peak-to-trough decline	-71.17%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-17.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.02%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-46.02%	—	—
Current Drawdown Current decline from peak	-8.56%	—	—
Average Drawdown Average peak-to-trough decline	-21.27%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.52%	—	—

Volatility

Volatility by Period

	FELIX	FIKHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	25.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	40.18%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.41%	—	—