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FFSIX vs. FIDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFSIX vs. FIDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Financial Services Fund Class I (FFSIX) and Fidelity Select Financial Services Portfolio (FIDSX). The values are adjusted to include any dividend payments, if applicable.

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FFSIX vs. FIDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFSIX
Fidelity Advisor Financial Services Fund Class I
-9.38%15.23%39.62%14.33%-8.71%33.30%0.06%34.10%-15.84%20.23%
FIDSX
Fidelity Select Financial Services Portfolio
-9.46%9.33%27.56%14.53%-8.19%33.13%1.22%34.25%-16.13%20.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFSIX having a -9.38% return and FIDSX slightly lower at -9.46%. Over the past 10 years, FFSIX has outperformed FIDSX with an annualized return of 13.01%, while FIDSX has yielded a comparatively lower 11.65% annualized return.


FFSIX

1D
1.00%
1M
-5.37%
YTD
-9.38%
6M
-5.85%
1Y
4.65%
3Y*
20.98%
5Y*
11.36%
10Y*
13.01%

FIDSX

1D
0.98%
1M
-5.37%
YTD
-9.46%
6M
-10.80%
1Y
-0.81%
3Y*
15.35%
5Y*
8.37%
10Y*
11.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFSIX vs. FIDSX - Expense Ratio Comparison

FFSIX has a 0.76% expense ratio, which is higher than FIDSX's 0.73% expense ratio.


Return for Risk

FFSIX vs. FIDSX — Risk / Return Rank

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

FFSIX
FFSIX Risk / Return Rank: 1111
Overall Rank
FFSIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FFSIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FFSIX Omega Ratio Rank: 1111
Omega Ratio Rank
FFSIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FFSIX Martin Ratio Rank: 1010
Martin Ratio Rank

FIDSX
FIDSX Risk / Return Rank: 55
Overall Rank
FIDSX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FIDSX Sortino Ratio Rank: 66
Sortino Ratio Rank
FIDSX Omega Ratio Rank: 66
Omega Ratio Rank
FIDSX Calmar Ratio Rank: 55
Calmar Ratio Rank
FIDSX Martin Ratio Rank: 44
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.

FFSIX vs. FIDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class I (FFSIX) and Fidelity Select Financial Services Portfolio (FIDSX). 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.


FFSIXFIDSXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.00

+0.26

Sortino ratio

Return per unit of downside risk

0.49

0.15

+0.34

Omega ratio

Gain probability vs. loss probability

1.07

1.02

+0.05

Calmar ratio

Return relative to maximum drawdown

0.24

-0.15

+0.39

Martin ratio

Return relative to average drawdown

0.74

-0.41

+1.15

FFSIX vs. FIDSX - Sharpe Ratio Comparison

The current FFSIX Sharpe Ratio is 0.27, which is higher than the FIDSX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of FFSIX and FIDSX, 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


FFSIXFIDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.00

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.40

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.49

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.47

-0.16

Correlation

The correlation between FFSIX and FIDSX is 1.00, 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

FFSIX vs. FIDSX - Dividend Comparison

FFSIX's dividend yield for the trailing twelve months is around 7.66%, more than FIDSX's 1.88% yield.


TTM20252024202320222021202020192018201720162015
FFSIX
Fidelity Advisor Financial Services Fund Class I
7.66%6.94%9.90%2.45%6.01%4.31%2.61%1.43%4.23%0.06%0.32%0.63%
FIDSX
Fidelity Select Financial Services Portfolio
1.88%1.70%1.86%3.01%11.32%4.12%5.86%5.57%12.89%4.22%1.00%0.70%

Drawdowns

FFSIX vs. FIDSX - Drawdown Comparison

The maximum FFSIX drawdown since its inception was -75.57%, roughly equal to the maximum FIDSX drawdown of -74.26%. Use the drawdown chart below to compare losses from any high point for FFSIX and FIDSX.


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Drawdown Indicators


FFSIXFIDSXDifference

Max Drawdown

Largest peak-to-trough decline

-75.57%

-74.26%

-1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-14.39%

-16.60%

+2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.92%

-24.49%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-45.98%

-45.48%

-0.50%

Current Drawdown

Current decline from peak

-12.12%

-15.78%

+3.66%

Average Drawdown

Average peak-to-trough decline

-17.25%

-14.00%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

5.96%

-1.35%

Volatility

FFSIX vs. FIDSX - Volatility Comparison

Fidelity Advisor Financial Services Fund Class I (FFSIX) and Fidelity Select Financial Services Portfolio (FIDSX) have volatilities of 4.54% and 4.53%, 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.


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Volatility by Period


FFSIXFIDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.53%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.42%

13.73%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.13%

21.95%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.15%

20.95%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%

23.68%

+0.16%