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FELIX vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


FELIXSOXX
YTD Return44.57%18.02%
1Y Return58.35%37.69%
3Y Return (Ann)16.17%9.99%
5Y Return (Ann)28.13%24.78%
10Y Return (Ann)22.10%24.14%
Sharpe Ratio1.801.25
Sortino Ratio2.321.74
Omega Ratio1.301.23
Calmar Ratio2.661.73
Martin Ratio7.604.47
Ulcer Index8.46%9.68%
Daily Std Dev35.57%34.31%
Max Drawdown-71.17%-70.21%
Current Drawdown-7.48%-14.83%

Correlation

-0.50.00.51.01.0

The correlation between FELIX and SOXX is 0.96, 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.

Performance

FELIX vs. SOXX - Performance Comparison

In the year-to-date period, FELIX achieves a 44.57% return, which is significantly higher than SOXX's 18.02% return. Over the past 10 years, FELIX has underperformed SOXX with an annualized return of 22.10%, while SOXX has yielded a comparatively higher 24.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
13.26%
2.59%
FELIX
SOXX

Compare stocks, funds, or ETFs

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FELIX vs. SOXX - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is higher than SOXX's 0.46% expense ratio.


FELIX
Fidelity Advisor Semiconductors Fund Class I
Expense ratio chart for FELIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

FELIX vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and iShares PHLX Semiconductor ETF (SOXX). 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
Sharpe ratio
The chart of Sharpe ratio for FELIX, currently valued at 1.80, compared to the broader market0.002.004.001.80
Sortino ratio
The chart of Sortino ratio for FELIX, currently valued at 2.32, compared to the broader market0.005.0010.002.32
Omega ratio
The chart of Omega ratio for FELIX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for FELIX, currently valued at 2.66, compared to the broader market0.005.0010.0015.0020.0025.002.66
Martin ratio
The chart of Martin ratio for FELIX, currently valued at 7.60, compared to the broader market0.0020.0040.0060.0080.00100.007.60
SOXX
Sharpe ratio
The chart of Sharpe ratio for SOXX, currently valued at 1.25, compared to the broader market0.002.004.001.25
Sortino ratio
The chart of Sortino ratio for SOXX, currently valued at 1.74, compared to the broader market0.005.0010.001.74
Omega ratio
The chart of Omega ratio for SOXX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for SOXX, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.0025.001.73
Martin ratio
The chart of Martin ratio for SOXX, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.00100.004.47

FELIX vs. SOXX - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 1.80, which is higher than the SOXX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FELIX and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.80
1.25
FELIX
SOXX

Dividends

FELIX vs. SOXX - Dividend Comparison

FELIX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.65%.


TTM20232022202120202019201820172016201520142013
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%
SOXX
iShares PHLX Semiconductor ETF
0.65%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%

Drawdowns

FELIX vs. SOXX - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FELIX and SOXX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.48%
-14.83%
FELIX
SOXX

Volatility

FELIX vs. SOXX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 9.87% and 9.75%, 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
9.87%
9.75%
FELIX
SOXX