FELIX vs. FSELX

In the year-to-date period, FELIX achieves a -3.33% return, which is significantly higher than FSELX's -8.16% return. Over the past 10 years, FELIX has outperformed FSELX with an annualized return of 19.21%, while FSELX has yielded a comparatively lower 15.34% annualized return.

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FELIX has a 0.75% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.

The current FELIX Sharpe Ratio is 0.06, which is higher than the FSELX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FELIX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FELIX nor FSELX has paid dividends to shareholders.

The maximum FELIX drawdown since its inception was -77.87%, roughly equal to the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FELIX and FSELX. For additional features, visit the drawdowns tool.

Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity Select Semiconductors Portfolio (FSELX) have volatilities of 12.27% and 12.41%, 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.