PortfoliosLab logoPortfoliosLab logo
FELIX vs. FTCHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELIX vs. FTCHX - Performance Comparison

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

Loading graphics...

FELIX vs. FTCHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELIX
Fidelity Advisor Semiconductors Fund Class I
0.34%45.25%44.10%75.49%-34.88%57.89%44.02%64.21%-12.52%34.54%
FTCHX
Invesco Technology Fund
-5.10%20.77%34.49%47.38%-39.96%13.00%46.14%35.62%-0.88%34.78%

Returns By Period

In the year-to-date period, FELIX achieves a 0.34% return, which is significantly higher than FTCHX's -5.10% return. Over the past 10 years, FELIX has outperformed FTCHX with an annualized return of 29.99%, while FTCHX has yielded a comparatively lower 16.00% annualized return.


FELIX

1D
-4.25%
1M
-9.99%
YTD
0.34%
6M
8.31%
1Y
77.58%
3Y*
38.40%
5Y*
28.12%
10Y*
29.99%

FTCHX

1D
-3.74%
1M
-11.35%
YTD
-5.10%
6M
-3.35%
1Y
36.47%
3Y*
24.45%
5Y*
8.86%
10Y*
16.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. FTCHX - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is lower than FTCHX's 0.91% expense ratio.


Return for Risk

FELIX vs. FTCHX — Risk / Return Rank

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

FELIX
FELIX Risk / Return Rank: 9292
Overall Rank
FELIX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FELIX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FELIX Omega Ratio Rank: 8686
Omega Ratio Rank
FELIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FELIX Martin Ratio Rank: 9797
Martin Ratio Rank

FTCHX
FTCHX Risk / Return Rank: 7171
Overall Rank
FTCHX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FTCHX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FTCHX Omega Ratio Rank: 6262
Omega Ratio Rank
FTCHX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTCHX Martin Ratio Rank: 7474
Martin Ratio Rank
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. FTCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Invesco Technology Fund (FTCHX). 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.


FELIXFTCHXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.19

+0.76

Sortino ratio

Return per unit of downside risk

2.55

1.68

+0.87

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

4.18

2.09

+2.09

Martin ratio

Return relative to average drawdown

15.94

7.00

+8.94

FELIX vs. FTCHX - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 1.94, which is higher than the FTCHX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of FELIX and FTCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FELIXFTCHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.19

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.31

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.62

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.34

+0.07

Correlation

The correlation between FELIX and FTCHX is 0.88, 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. FTCHX - Dividend Comparison

FELIX's dividend yield for the trailing twelve months is around 6.49%, less than FTCHX's 27.98% yield.


TTM20252024202320222021202020192018201720162015
FELIX
Fidelity Advisor Semiconductors Fund Class I
6.49%6.51%6.44%3.15%3.09%4.14%4.43%1.04%19.34%9.50%0.55%10.37%
FTCHX
Invesco Technology Fund
27.98%26.56%13.59%0.80%1.60%27.66%7.06%9.58%9.01%4.14%6.98%6.88%

Drawdowns

FELIX vs. FTCHX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, smaller than the maximum FTCHX drawdown of -87.78%. Use the drawdown chart below to compare losses from any high point for FELIX and FTCHX.


Loading graphics...

Drawdown Indicators


FELIXFTCHXDifference

Max Drawdown

Largest peak-to-trough decline

-71.17%

-87.78%

+16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-14.29%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-47.89%

+1.87%

Max Drawdown (10Y)

Largest decline over 10 years

-46.02%

-47.89%

+1.87%

Current Drawdown

Current decline from peak

-14.65%

-14.29%

-0.36%

Average Drawdown

Average peak-to-trough decline

-21.27%

-36.55%

+15.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

4.27%

+0.22%

Volatility

FELIX vs. FTCHX - Volatility Comparison

The current volatility for Fidelity Advisor Semiconductors Fund Class I (FELIX) is 10.51%, while Invesco Technology Fund (FTCHX) has a volatility of 11.93%. This indicates that FELIX experiences smaller price fluctuations and is considered to be less risky than FTCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FELIXFTCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

11.93%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

24.76%

22.01%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

30.46%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

28.45%

+9.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

26.09%

+8.25%