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FGJMX vs. RYMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJMX vs. RYMIX - Performance Comparison

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

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FGJMX vs. RYMIX - 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%
RYMIX
Rydex Telecommunications Fund
12.20%32.40%15.98%6.45%-25.64%9.42%10.04%13.43%-8.91%

Returns By Period

In the year-to-date period, FGJMX achieves a -11.70% return, which is significantly lower than RYMIX's 12.20% return.


FGJMX

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

RYMIX

1D
-2.38%
1M
-3.30%
YTD
12.20%
6M
18.72%
1Y
47.19%
3Y*
20.30%
5Y*
7.23%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJMX vs. RYMIX - Expense Ratio Comparison

FGJMX has a 0.75% expense ratio, which is lower than RYMIX's 1.36% expense ratio.


Return for Risk

FGJMX vs. RYMIX — 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

RYMIX
RYMIX Risk / Return Rank: 9595
Overall Rank
RYMIX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RYMIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
RYMIX Omega Ratio Rank: 9191
Omega Ratio Rank
RYMIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RYMIX Martin Ratio Rank: 9797
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. RYMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class I (FGJMX) and Rydex Telecommunications Fund (RYMIX). 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.


FGJMXRYMIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

2.34

-1.14

Sortino ratio

Return per unit of downside risk

1.78

2.91

-1.14

Omega ratio

Gain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratio

Return relative to maximum drawdown

1.39

3.76

-2.37

Martin ratio

Return relative to average drawdown

5.37

15.61

-10.24

FGJMX vs. RYMIX - Sharpe Ratio Comparison

The current FGJMX Sharpe Ratio is 1.21, which is lower than the RYMIX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of FGJMX and RYMIX, 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


FGJMXRYMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.34

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.41

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

-0.02

+0.71

Correlation

The correlation between FGJMX and RYMIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGJMX vs. RYMIX - Dividend Comparison

FGJMX's dividend yield for the trailing twelve months is around 9.44%, more than RYMIX's 0.76% 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%
RYMIX
Rydex Telecommunications Fund
0.76%0.85%0.17%1.55%1.42%0.42%2.16%3.56%0.26%3.95%2.13%3.57%

Drawdowns

FGJMX vs. RYMIX - Drawdown Comparison

The maximum FGJMX drawdown since its inception was -47.41%, smaller than the maximum RYMIX drawdown of -87.85%. Use the drawdown chart below to compare losses from any high point for FGJMX and RYMIX.


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Drawdown Indicators


FGJMXRYMIXDifference

Max Drawdown

Largest peak-to-trough decline

-47.41%

-87.85%

+40.44%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-11.89%

-5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-35.32%

-12.09%

Max Drawdown (10Y)

Largest decline over 10 years

-35.32%

Current Drawdown

Current decline from peak

-16.91%

-47.91%

+31.00%

Average Drawdown

Average peak-to-trough decline

-10.94%

-68.13%

+57.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.39%

2.87%

+1.52%

Volatility

FGJMX vs. RYMIX - Volatility Comparison

The current volatility for Fidelity Advisor Communication Services Class I (FGJMX) is 7.07%, while Rydex Telecommunications Fund (RYMIX) has a volatility of 8.04%. This indicates that FGJMX experiences smaller price fluctuations and is considered to be less risky than RYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGJMXRYMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

8.04%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

13.75%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

23.08%

20.24%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.14%

17.83%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.01%

18.19%

+5.82%