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FELTX vs. HTECX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FELTX vs. HTECX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FELTX achieves a 59.09% return, which is significantly higher than HTECX's 30.52% return. Over the past 10 years, FELTX has outperformed HTECX with an annualized return of 33.64%, while HTECX has yielded a comparatively lower 15.03% annualized return.


FELTX

1D
5.55%
1M
-4.12%
6M
49.15%
YTD
59.09%
1Y
98.46%
3Y*
51.77%
5Y*
36.04%
10Y*
33.64%
ALL TIME*
14.62%

HTECX

1D
3.49%
1M
7.03%
6M
34.38%
YTD
30.52%
1Y
42.68%
3Y*
25.14%
5Y*
11.92%
10Y*
15.03%
ALL TIME*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FELTX vs. HTECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FELTX
Fidelity Advisor Semiconductors Fund Class M
59.09%44.53%43.39%74.66%-35.23%57.08%43.20%63.20%-13.06%33.66%
HTECX
Hennessy Technology Fund
30.52%15.48%17.29%35.95%-26.28%14.75%24.45%39.13%-2.27%20.31%

Correlation

The correlation between FELTX and HTECX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.63

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2002

0.85

Over the past year, the correlation between FELTX and HTECX has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

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Return for Risk

FELTX vs. HTECX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FELTX
FELTX Risk / Return Rank: 8383
Overall Rank
FELTX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FELTX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FELTX Omega Ratio Rank: 7272
Omega Ratio Rank
FELTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FELTX Martin Ratio Rank: 9191
Martin Ratio Rank

HTECX
HTECX Risk / Return Rank: 6363
Overall Rank
HTECX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HTECX Sortino Ratio Rank: 6363
Sortino Ratio Rank
HTECX Omega Ratio Rank: 5454
Omega Ratio Rank
HTECX Calmar Ratio Rank: 7474
Calmar Ratio Rank
HTECX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FELTX vs. HTECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class M (FELTX) and Hennessy Technology Fund (HTECX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FELTXHTECXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.36

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

3.56

2.76

+0.80

Martin ratioReturn relative to average drawdown

14.30

8.08

+6.22

FELTX vs. HTECX - Sharpe Ratio Comparison

The current FELTX Sharpe Ratio is 2.34, which is comparable to the HTECX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FELTX and HTECX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FELTX vs. HTECX - Drawdown Comparison

The maximum FELTX drawdown since its inception was -71.50%, which is greater than HTECX's maximum drawdown of -58.85%. Use the drawdown chart below to compare losses from any high point for FELTX and HTECX.


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Drawdown Indicators


FELTXHTECXDifference

Max Drawdown

Largest peak-to-trough decline

-71.50%

-58.85%

-12.65%

Max Drawdown (1Y)

Largest decline over 1 year

-26.92%

-15.01%

-11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-36.47%

-26.64%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-46.25%

-34.88%

-11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-46.25%

-35.00%

-11.25%

Current Drawdown

Current decline from peak

-15.49%

0.00%

-15.49%

Average Drawdown

Average peak-to-trough decline

-22.33%

-11.88%

-10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.69%

5.11%

+1.58%

Volatility

FELTX vs. HTECX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class M (FELTX) has a higher volatility of 16.54% compared to Hennessy Technology Fund (HTECX) at 5.58%. This indicates that FELTX's price experiences larger fluctuations and is considered to be riskier than HTECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FELTXHTECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.54%

5.58%

+10.96%

Volatility (6M)

Calculated over the trailing 6-month period

34.70%

17.69%

+17.01%

Volatility (1Y)

Calculated over the trailing 1-year period

40.97%

21.94%

+19.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

24.58%

+15.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.54%

23.84%

+11.70%

FELTX vs. HTECX - Expense Ratio Comparison

FELTX has a 1.26% expense ratio, which is higher than HTECX's 1.23% expense ratio.


Dividends

FELTX vs. HTECX - Dividend Comparison

FELTX's dividend yield for the trailing twelve months is around 4.62%, less than HTECX's 16.21% yield.


PositionTTM20252024202320222021202020192018201720162015
FELTX
Fidelity Advisor Semiconductors Fund Class M
4.62%7.35%7.56%3.64%3.54%4.50%4.56%0.95%20.90%9.73%0.13%10.79%
HTECX
Hennessy Technology Fund
16.21%21.16%4.28%0.00%0.07%33.37%3.58%2.65%15.54%9.60%0.00%0.00%

Frequently Asked Questions


FELTX and HTECX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FELTX has higher volatility (16.54%) compared to HTECX (5.58%). In terms of maximum drawdown, FELTX dropped -71.50% vs HTECX's -58.85%.

FELTX currently has the higher Sharpe Ratio (2.34 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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