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FELTX vs. CCOYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FELTX vs. CCOYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class M (FELTX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). The values are adjusted to include any dividend payments, if applicable.

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FELTX vs. CCOYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELTX
Fidelity Advisor Semiconductors Fund Class M
0.20%44.53%43.39%74.66%-35.23%57.08%43.20%63.20%-13.06%24.96%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
0.25%37.79%27.11%44.77%-30.92%39.45%44.92%54.68%-7.78%19.33%

Returns By Period

In the year-to-date period, FELTX achieves a 0.20% return, which is significantly lower than CCOYX's 0.25% return.


FELTX

1D
-4.26%
1M
-10.03%
YTD
0.20%
6M
8.05%
1Y
76.69%
3Y*
37.72%
5Y*
27.48%
10Y*
29.26%

CCOYX

1D
-2.98%
1M
-9.31%
YTD
0.25%
6M
5.33%
1Y
58.69%
3Y*
29.72%
5Y*
16.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FELTX vs. CCOYX - Expense Ratio Comparison

FELTX has a 1.26% expense ratio, which is higher than CCOYX's 0.82% expense ratio.


Return for Risk

FELTX vs. CCOYX — Risk / Return Rank

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

FELTX
FELTX Risk / Return Rank: 9292
Overall Rank
FELTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FELTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FELTX Omega Ratio Rank: 8686
Omega Ratio Rank
FELTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FELTX Martin Ratio Rank: 9797
Martin Ratio Rank

CCOYX
CCOYX Risk / Return Rank: 9191
Overall Rank
CCOYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CCOYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
CCOYX Omega Ratio Rank: 8484
Omega Ratio Rank
CCOYX Calmar Ratio Rank: 9696
Calmar Ratio Rank
CCOYX Martin Ratio Rank: 9595
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.

FELTX vs. CCOYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class M (FELTX) and Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX). 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.


FELTXCCOYXDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.92

0.00

Sortino ratio

Return per unit of downside risk

2.53

2.48

+0.05

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

4.13

3.58

+0.55

Martin ratio

Return relative to average drawdown

15.71

13.62

+2.09

FELTX vs. CCOYX - Sharpe Ratio Comparison

The current FELTX Sharpe Ratio is 1.92, which is comparable to the CCOYX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FELTX and CCOYX, 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


FELTXCCOYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.92

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.66

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.82

-0.44

Correlation

The correlation between FELTX and CCOYX is 0.92, 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

FELTX vs. CCOYX - Dividend Comparison

FELTX's dividend yield for the trailing twelve months is around 7.34%, less than CCOYX's 8.06% yield.


TTM20252024202320222021202020192018201720162015
FELTX
Fidelity Advisor Semiconductors Fund Class M
7.34%7.35%7.56%3.64%3.54%4.50%4.56%0.95%20.90%9.73%0.13%10.79%
CCOYX
Columbia Seligman Technology and Information Fund Institutional 3 Class
8.06%8.08%12.32%4.60%8.17%10.62%9.52%10.61%11.42%10.60%0.00%0.00%

Drawdowns

FELTX vs. CCOYX - Drawdown Comparison

The maximum FELTX drawdown since its inception was -71.50%, which is greater than CCOYX's maximum drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for FELTX and CCOYX.


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Drawdown Indicators


FELTXCCOYXDifference

Max Drawdown

Largest peak-to-trough decline

-71.50%

-37.16%

-34.34%

Max Drawdown (1Y)

Largest decline over 1 year

-17.10%

-14.88%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-46.25%

-37.16%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-46.25%

Current Drawdown

Current decline from peak

-14.69%

-11.91%

-2.78%

Average Drawdown

Average peak-to-trough decline

-22.55%

-7.82%

-14.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.91%

+0.59%

Volatility

FELTX vs. CCOYX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class M (FELTX) has a higher volatility of 10.50% compared to Columbia Seligman Technology and Information Fund Institutional 3 Class (CCOYX) at 9.50%. This indicates that FELTX's price experiences larger fluctuations and is considered to be riskier than CCOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELTXCCOYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

9.50%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

24.75%

21.01%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

30.59%

+9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.96%

25.96%

+12.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.35%

26.70%

+7.65%