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FELIX vs. FZILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELIX vs. FZILX - Performance Comparison

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

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FELIX vs. FZILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FELIX
Fidelity Advisor Semiconductors Fund Class I
0.34%45.25%44.10%75.49%-34.88%57.89%44.02%64.21%-17.06%
FZILX
Fidelity ZERO International Index Fund
-0.81%33.52%5.32%16.28%-15.96%8.19%11.06%21.69%-9.38%

Returns By Period

In the year-to-date period, FELIX achieves a 0.34% return, which is significantly higher than FZILX's -0.81% 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%

FZILX

1D
-0.14%
1M
-11.08%
YTD
-0.81%
6M
3.98%
1Y
24.73%
3Y*
14.86%
5Y*
7.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FELIX vs. FZILX - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is higher than FZILX's 0.00% expense ratio.


Return for Risk

FELIX vs. FZILX — 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

FZILX
FZILX Risk / Return Rank: 8080
Overall Rank
FZILX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FZILX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FZILX Omega Ratio Rank: 7878
Omega Ratio Rank
FZILX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FZILX Martin Ratio Rank: 7979
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. FZILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and Fidelity ZERO International Index Fund (FZILX). 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.


FELIXFZILXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.47

+0.47

Sortino ratio

Return per unit of downside risk

2.55

1.98

+0.57

Omega ratio

Gain probability vs. loss probability

1.36

1.30

+0.06

Calmar ratio

Return relative to maximum drawdown

4.18

1.97

+2.22

Martin ratio

Return relative to average drawdown

15.94

7.73

+8.22

FELIX vs. FZILX - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 1.94, which is higher than the FZILX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FELIX and FZILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FELIXFZILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.47

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.48

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.47

-0.07

Correlation

The correlation between FELIX and FZILX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FELIX vs. FZILX - Dividend Comparison

FELIX's dividend yield for the trailing twelve months is around 6.49%, more than FZILX's 2.70% 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%
FZILX
Fidelity ZERO International Index Fund
2.70%2.67%3.00%2.98%2.71%2.61%1.64%2.37%0.02%0.00%0.00%0.00%

Drawdowns

FELIX vs. FZILX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, which is greater than FZILX's maximum drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for FELIX and FZILX.


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Drawdown Indicators


FELIXFZILXDifference

Max Drawdown

Largest peak-to-trough decline

-71.17%

-34.37%

-36.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-11.24%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-29.87%

-16.15%

Max Drawdown (10Y)

Largest decline over 10 years

-46.02%

Current Drawdown

Current decline from peak

-14.65%

-11.24%

-3.41%

Average Drawdown

Average peak-to-trough decline

-21.27%

-6.80%

-14.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.86%

+1.63%

Volatility

FELIX vs. FZILX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 10.51% compared to Fidelity ZERO International Index Fund (FZILX) at 7.19%. This indicates that FELIX's price experiences larger fluctuations and is considered to be riskier than FZILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELIXFZILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

7.19%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

24.76%

10.87%

+13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

16.21%

+23.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

15.27%

+22.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

17.27%

+17.07%