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FGKMX vs. FSTCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGKMX vs. FSTCX - Performance Comparison

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

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FGKMX vs. FSTCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGKMX
Fidelity Advisor Communication Services Class Z
-11.67%36.91%33.04%57.12%-38.20%16.12%35.66%33.34%-7.39%
FSTCX
Fidelity Select Telecommunications Portfolio
11.69%11.63%21.18%7.29%-16.99%-2.69%20.63%20.43%-10.68%

Returns By Period

In the year-to-date period, FGKMX achieves a -11.67% return, which is significantly lower than FSTCX's 11.69% return.


FGKMX

1D
-0.17%
1M
-11.47%
YTD
-11.67%
6M
-9.14%
1Y
27.34%
3Y*
27.76%
5Y*
10.63%
10Y*

FSTCX

1D
-0.87%
1M
-0.21%
YTD
11.69%
6M
10.13%
1Y
15.12%
3Y*
15.80%
5Y*
4.83%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGKMX vs. FSTCX - Expense Ratio Comparison

FGKMX has a 0.62% expense ratio, which is lower than FSTCX's 0.79% expense ratio.


Return for Risk

FGKMX vs. FSTCX — Risk / Return Rank

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

FGKMX
FGKMX Risk / Return Rank: 6363
Overall Rank
FGKMX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FGKMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FGKMX Omega Ratio Rank: 6363
Omega Ratio Rank
FGKMX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FGKMX Martin Ratio Rank: 5454
Martin Ratio Rank

FSTCX
FSTCX Risk / Return Rank: 4444
Overall Rank
FSTCX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FSTCX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FSTCX Omega Ratio Rank: 3232
Omega Ratio Rank
FSTCX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSTCX Martin Ratio Rank: 4040
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.

FGKMX vs. FSTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class Z (FGKMX) and Fidelity Select Telecommunications Portfolio (FSTCX). 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.


FGKMXFSTCXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.88

+0.32

Sortino ratio

Return per unit of downside risk

1.76

1.28

+0.48

Omega ratio

Gain probability vs. loss probability

1.24

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

1.38

1.46

-0.08

Martin ratio

Return relative to average drawdown

5.29

4.08

+1.21

FGKMX vs. FSTCX - Sharpe Ratio Comparison

The current FGKMX Sharpe Ratio is 1.20, which is higher than the FSTCX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of FGKMX and FSTCX, 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


FGKMXFSTCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.88

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.28

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.45

+0.23

Correlation

The correlation between FGKMX and FSTCX is 0.54, 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

FGKMX vs. FSTCX - Dividend Comparison

FGKMX's dividend yield for the trailing twelve months is around 8.96%, more than FSTCX's 2.30% yield.


TTM20252024202320222021202020192018201720162015
FGKMX
Fidelity Advisor Communication Services Class Z
8.96%7.92%4.85%0.00%0.00%5.92%3.73%35.55%8.88%0.00%0.00%0.00%
FSTCX
Fidelity Select Telecommunications Portfolio
2.30%2.57%2.19%3.72%8.13%15.37%8.11%3.33%3.23%19.90%6.40%1.99%

Drawdowns

FGKMX vs. FSTCX - Drawdown Comparison

The maximum FGKMX drawdown since its inception was -47.32%, smaller than the maximum FSTCX drawdown of -82.81%. Use the drawdown chart below to compare losses from any high point for FGKMX and FSTCX.


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Drawdown Indicators


FGKMXFSTCXDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-82.81%

+35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-9.38%

-7.51%

Max Drawdown (5Y)

Largest decline over 5 years

-47.32%

-34.08%

-13.24%

Max Drawdown (10Y)

Largest decline over 10 years

-34.08%

Current Drawdown

Current decline from peak

-16.89%

-3.81%

-13.08%

Average Drawdown

Average peak-to-trough decline

-10.90%

-24.74%

+13.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

3.36%

+1.04%

Volatility

FGKMX vs. FSTCX - Volatility Comparison

Fidelity Advisor Communication Services Class Z (FGKMX) has a higher volatility of 7.08% compared to Fidelity Select Telecommunications Portfolio (FSTCX) at 5.95%. This indicates that FGKMX's price experiences larger fluctuations and is considered to be riskier than FSTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGKMXFSTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.95%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

12.52%

+1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

17.50%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

17.46%

+5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

17.87%

+6.13%