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FGJMX vs. GABTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJMX vs. GABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class I (FGJMX) and Gabelli Global Content & Connectivity Fund (GABTX). The values are adjusted to include any dividend payments, if applicable.

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FGJMX vs. GABTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGJMX
Fidelity Advisor Communication Services Class I
-11.70%37.24%35.98%56.89%-38.29%15.96%35.51%33.18%-7.40%
GABTX
Gabelli Global Content & Connectivity Fund
-3.02%27.50%14.94%22.81%-28.59%5.15%16.44%15.63%-7.30%

Returns By Period

In the year-to-date period, FGJMX achieves a -11.70% return, which is significantly lower than GABTX's -3.02% return.


FGJMX

1D
-0.17%
1M
-11.49%
YTD
-11.70%
6M
-9.19%
1Y
27.64%
3Y*
28.74%
5Y*
11.08%
10Y*

GABTX

1D
-0.88%
1M
-7.78%
YTD
-3.02%
6M
-2.65%
1Y
19.48%
3Y*
16.42%
5Y*
4.59%
10Y*
5.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJMX vs. GABTX - Expense Ratio Comparison

FGJMX has a 0.75% expense ratio, which is lower than GABTX's 0.96% expense ratio.


Return for Risk

FGJMX vs. GABTX — Risk / Return Rank

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

FGJMX
FGJMX Risk / Return Rank: 6363
Overall Rank
FGJMX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FGJMX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FGJMX Omega Ratio Rank: 6363
Omega Ratio Rank
FGJMX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FGJMX Martin Ratio Rank: 5555
Martin Ratio Rank

GABTX
GABTX Risk / Return Rank: 6767
Overall Rank
GABTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
GABTX Sortino Ratio Rank: 7373
Sortino Ratio Rank
GABTX Omega Ratio Rank: 6363
Omega Ratio Rank
GABTX Calmar Ratio Rank: 7777
Calmar Ratio Rank
GABTX Martin Ratio Rank: 4646
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.

FGJMX vs. GABTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class I (FGJMX) and Gabelli Global Content & Connectivity Fund (GABTX). 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.


FGJMXGABTXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.30

-0.09

Sortino ratio

Return per unit of downside risk

1.78

1.81

-0.04

Omega ratio

Gain probability vs. loss probability

1.24

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.39

1.79

-0.40

Martin ratio

Return relative to average drawdown

5.37

4.62

+0.75

FGJMX vs. GABTX - Sharpe Ratio Comparison

The current FGJMX Sharpe Ratio is 1.21, which is comparable to the GABTX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FGJMX and GABTX, 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


FGJMXGABTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.30

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.28

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.41

+0.29

Correlation

The correlation between FGJMX and GABTX is 0.79, 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

FGJMX vs. GABTX - Dividend Comparison

FGJMX's dividend yield for the trailing twelve months is around 9.44%, less than GABTX's 18.43% yield.


TTM20252024202320222021202020192018201720162015
FGJMX
Fidelity Advisor Communication Services Class I
9.44%8.34%7.12%0.00%0.00%5.92%3.74%35.50%8.87%0.00%0.00%0.00%
GABTX
Gabelli Global Content & Connectivity Fund
18.43%17.87%0.00%0.32%2.28%6.72%3.08%6.45%6.03%6.41%7.02%8.31%

Drawdowns

FGJMX vs. GABTX - Drawdown Comparison

The maximum FGJMX drawdown since its inception was -47.41%, smaller than the maximum GABTX drawdown of -69.14%. Use the drawdown chart below to compare losses from any high point for FGJMX and GABTX.


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Drawdown Indicators


FGJMXGABTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.41%

-69.14%

+21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-9.41%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-39.83%

-7.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.83%

Current Drawdown

Current decline from peak

-16.91%

-8.01%

-8.90%

Average Drawdown

Average peak-to-trough decline

-10.94%

-16.66%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

3.68%

+0.71%

Volatility

FGJMX vs. GABTX - Volatility Comparison

Fidelity Advisor Communication Services Class I (FGJMX) has a higher volatility of 7.07% compared to Gabelli Global Content & Connectivity Fund (GABTX) at 4.69%. This indicates that FGJMX's price experiences larger fluctuations and is considered to be riskier than GABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGJMXGABTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

4.69%

+2.38%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

9.95%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

14.59%

+8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

16.29%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.01%

16.32%

+7.69%