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FELIX vs. XLK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELIX vs. XLK - Performance Comparison

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

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FELIX vs. XLK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELIX
Fidelity Advisor Semiconductors Fund Class I
7.49%45.25%44.10%75.49%-34.88%57.89%44.02%64.21%-12.52%34.54%
XLK
State Street Technology Select Sector SPDR ETF
-6.18%24.61%21.63%56.02%-27.73%34.74%43.62%49.86%-1.68%34.26%

Returns By Period

In the year-to-date period, FELIX achieves a 7.49% return, which is significantly higher than XLK's -6.18% return. Over the past 10 years, FELIX has outperformed XLK with an annualized return of 30.89%, while XLK has yielded a comparatively lower 21.00% annualized return.


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%

XLK

1D
1.51%
1M
-3.20%
YTD
-6.18%
6M
-4.94%
1Y
30.47%
3Y*
22.19%
5Y*
15.65%
10Y*
21.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FELIX vs. XLK - Expense Ratio Comparison

FELIX has a 0.75% expense ratio, which is higher than XLK's 0.08% expense ratio.


Return for Risk

FELIX vs. XLK — Risk / Return Rank

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

FELIX
FELIX Risk / Return Rank: 9595
Overall Rank
FELIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FELIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FELIX Omega Ratio Rank: 9090
Omega Ratio Rank
FELIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FELIX Martin Ratio Rank: 9898
Martin Ratio Rank

XLK
XLK Risk / Return Rank: 6565
Overall Rank
XLK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLK Sortino Ratio Rank: 6565
Sortino Ratio Rank
XLK Omega Ratio Rank: 6363
Omega Ratio Rank
XLK Calmar Ratio Rank: 7373
Calmar Ratio Rank
XLK Martin Ratio Rank: 6262
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. XLK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and State Street Technology Select Sector SPDR ETF (XLK). 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.


FELIXXLKDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.13

+1.13

Sortino ratio

Return per unit of downside risk

2.86

1.71

+1.15

Omega ratio

Gain probability vs. loss probability

1.40

1.24

+0.16

Calmar ratio

Return relative to maximum drawdown

5.21

1.97

+3.24

Martin ratio

Return relative to average drawdown

19.71

6.31

+13.41

FELIX vs. XLK - Sharpe Ratio Comparison

The current FELIX Sharpe Ratio is 2.26, which is higher than the XLK Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FELIX and XLK, 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


FELIXXLKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.13

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.64

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

0.87

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.36

+0.05

Correlation

The correlation between FELIX and XLK 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. XLK - Dividend Comparison

FELIX's dividend yield for the trailing twelve months is around 6.05%, more than XLK's 0.57% yield.


TTM20252024202320222021202020192018201720162015
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%
XLK
State Street Technology Select Sector SPDR ETF
0.57%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%

Drawdowns

FELIX vs. XLK - Drawdown Comparison

The maximum FELIX drawdown since its inception was -71.17%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for FELIX and XLK.


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Drawdown Indicators


FELIXXLKDifference

Max Drawdown

Largest peak-to-trough decline

-71.17%

-82.05%

+10.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-15.92%

-1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

-33.56%

-12.46%

Max Drawdown (10Y)

Largest decline over 10 years

-46.02%

-33.56%

-12.46%

Current Drawdown

Current decline from peak

-8.56%

-11.04%

+2.48%

Average Drawdown

Average peak-to-trough decline

-21.27%

-35.17%

+13.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.98%

-0.46%

Volatility

FELIX vs. XLK - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class I (FELIX) has a higher volatility of 12.80% compared to State Street Technology Select Sector SPDR ETF (XLK) at 8.12%. This indicates that FELIX's price experiences larger fluctuations and is considered to be riskier than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELIXXLKDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.80%

8.12%

+4.68%

Volatility (6M)

Calculated over the trailing 6-month period

25.67%

16.49%

+9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

40.18%

27.05%

+13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.07%

24.72%

+13.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.41%

24.33%

+10.08%