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FGDMX vs. FBMPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDMX vs. FBMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class A (FGDMX) and Fidelity Select Communication Services Portfolio (FBMPX). The values are adjusted to include any dividend payments, if applicable.

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FGDMX vs. FBMPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGDMX
Fidelity Advisor Communication Services Class A
-11.75%36.36%35.46%56.40%-38.47%15.63%35.07%32.77%-7.41%
FBMPX
Fidelity Select Communication Services Portfolio
-11.69%37.07%35.98%56.85%-38.30%15.97%35.48%33.14%-7.39%

Returns By Period

The year-to-date returns for both investments are quite close, with FGDMX having a -11.75% return and FBMPX slightly higher at -11.69%.


FGDMX

1D
-0.17%
1M
-11.50%
YTD
-11.75%
6M
-9.30%
1Y
26.83%
3Y*
28.17%
5Y*
10.65%
10Y*

FBMPX

1D
-0.18%
1M
-11.49%
YTD
-11.69%
6M
-9.17%
1Y
27.49%
3Y*
28.69%
5Y*
11.04%
10Y*
14.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDMX vs. FBMPX - Expense Ratio Comparison

FGDMX has a 1.03% expense ratio, which is higher than FBMPX's 0.74% expense ratio.


Return for Risk

FGDMX vs. FBMPX — Risk / Return Rank

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

FGDMX
FGDMX Risk / Return Rank: 6262
Overall Rank
FGDMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FGDMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FGDMX Omega Ratio Rank: 6363
Omega Ratio Rank
FGDMX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FGDMX Martin Ratio Rank: 5353
Martin Ratio Rank

FBMPX
FBMPX Risk / Return Rank: 6565
Overall Rank
FBMPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FBMPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FBMPX Omega Ratio Rank: 6666
Omega Ratio Rank
FBMPX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FBMPX Martin Ratio Rank: 5656
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.

FGDMX vs. FBMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class A (FGDMX) and Fidelity Select Communication Services Portfolio (FBMPX). 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.


FGDMXFBMPXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.20

-0.03

Sortino ratio

Return per unit of downside risk

1.73

1.77

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.35

1.39

-0.04

Martin ratio

Return relative to average drawdown

5.16

5.33

-0.17

FGDMX vs. FBMPX - Sharpe Ratio Comparison

The current FGDMX Sharpe Ratio is 1.17, which is comparable to the FBMPX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FGDMX and FBMPX, 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


FGDMXFBMPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.20

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.48

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.63

+0.05

Correlation

The correlation between FGDMX and FBMPX 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

FGDMX vs. FBMPX - Dividend Comparison

FGDMX's dividend yield for the trailing twelve months is around 8.67%, less than FBMPX's 9.16% yield.


TTM20252024202320222021202020192018201720162015
FGDMX
Fidelity Advisor Communication Services Class A
8.67%7.66%6.90%0.00%0.00%5.73%3.76%35.47%8.84%0.00%0.00%0.00%
FBMPX
Fidelity Select Communication Services Portfolio
9.16%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%

Drawdowns

FGDMX vs. FBMPX - Drawdown Comparison

The maximum FGDMX drawdown since its inception was -47.60%, smaller than the maximum FBMPX drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for FGDMX and FBMPX.


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Drawdown Indicators


FGDMXFBMPXDifference

Max Drawdown

Largest peak-to-trough decline

-47.60%

-61.77%

+14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.94%

-16.90%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-47.60%

-47.42%

-0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-47.42%

Current Drawdown

Current decline from peak

-16.94%

-16.90%

-0.04%

Average Drawdown

Average peak-to-trough decline

-11.07%

-10.66%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

4.40%

+0.02%

Volatility

FGDMX vs. FBMPX - Volatility Comparison

Fidelity Advisor Communication Services Class A (FGDMX) and Fidelity Select Communication Services Portfolio (FBMPX) have volatilities of 7.08% and 7.07%, 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


FGDMXFBMPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

7.07%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

13.79%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

23.07%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

23.13%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

21.83%

+2.17%