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FEPAX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEPAX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Total Bond Fund Class A (FEPAX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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FEPAX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEPAX
Fidelity Advisor Total Bond Fund Class A
-0.54%7.18%1.16%6.54%-13.76%-0.56%9.02%9.55%-1.07%3.79%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, FEPAX has underperformed FSELX with an annualized return of 2.14%, while FSELX has yielded a comparatively higher 31.42% annualized return.


FEPAX

1D
0.53%
1M
-2.35%
YTD
-0.54%
6M
0.34%
1Y
3.90%
3Y*
3.68%
5Y*
0.30%
10Y*
2.14%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEPAX vs. FSELX - Expense Ratio Comparison

FEPAX has a 0.75% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

FEPAX vs. FSELX — Risk / Return Rank

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

FEPAX
FEPAX Risk / Return Rank: 5656
Overall Rank
FEPAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FEPAX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FEPAX Omega Ratio Rank: 4040
Omega Ratio Rank
FEPAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FEPAX Martin Ratio Rank: 5353
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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.

FEPAX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Total Bond Fund Class A (FEPAX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


FEPAXFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.03

2.07

-1.04

Sortino ratio

Return per unit of downside risk

1.50

2.72

-1.22

Omega ratio

Gain probability vs. loss probability

1.18

1.38

-0.20

Calmar ratio

Return relative to maximum drawdown

1.69

4.58

-2.89

Martin ratio

Return relative to average drawdown

5.18

18.71

-13.54

FEPAX vs. FSELX - Sharpe Ratio Comparison

The current FEPAX Sharpe Ratio is 1.03, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FEPAX and FSELX, 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


FEPAXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

2.07

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.80

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.91

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.49

+0.34

Correlation

The correlation between FEPAX and FSELX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FEPAX vs. FSELX - Dividend Comparison

FEPAX's dividend yield for the trailing twelve months is around 3.75%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
FEPAX
Fidelity Advisor Total Bond Fund Class A
3.75%4.07%3.18%3.51%2.29%1.68%4.93%2.73%2.87%2.49%3.28%3.01%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FEPAX vs. FSELX - Drawdown Comparison

The maximum FEPAX drawdown since its inception was -18.52%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FEPAX and FSELX.


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Drawdown Indicators


FEPAXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-18.52%

-82.54%

+64.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-17.23%

+14.32%

Max Drawdown (5Y)

Largest decline over 5 years

-18.52%

-46.37%

+27.85%

Max Drawdown (10Y)

Largest decline over 10 years

-18.52%

-46.37%

+27.85%

Current Drawdown

Current decline from peak

-2.35%

-14.38%

+12.03%

Average Drawdown

Average peak-to-trough decline

-2.63%

-28.82%

+26.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

4.21%

-3.26%

Volatility

FEPAX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor Total Bond Fund Class A (FEPAX) is 1.54%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.47%. This indicates that FEPAX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEPAXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

10.47%

-8.93%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

24.91%

-22.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

40.89%

-36.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.62%

38.58%

-32.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.70%

34.71%

-30.01%