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FGKMX vs. PRMTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGKMX vs. PRMTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class Z (FGKMX) and T. Rowe Price Communications & Technology Fund (PRMTX). The values are adjusted to include any dividend payments, if applicable.

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FGKMX vs. PRMTX - 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%
PRMTX
T. Rowe Price Communications & Technology Fund
-10.21%43.31%48.75%39.30%-40.90%9.81%53.69%35.69%-7.57%

Returns By Period

In the year-to-date period, FGKMX achieves a -11.67% return, which is significantly lower than PRMTX's -10.21% return.


FGKMX

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

PRMTX

1D
-0.29%
1M
-8.96%
YTD
-10.21%
6M
12.57%
1Y
33.32%
3Y*
32.51%
5Y*
11.53%
10Y*
17.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGKMX vs. PRMTX - Expense Ratio Comparison

FGKMX has a 0.62% expense ratio, which is lower than PRMTX's 0.77% expense ratio.


Return for Risk

FGKMX vs. PRMTX — 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

PRMTX
PRMTX Risk / Return Rank: 7878
Overall Rank
PRMTX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 8787
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 9292
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 7878
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. PRMTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class Z (FGKMX) and T. Rowe Price Communications & Technology Fund (PRMTX). 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.


FGKMXPRMTXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.86

+0.34

Sortino ratio

Return per unit of downside risk

1.76

2.77

-1.01

Omega ratio

Gain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratio

Return relative to maximum drawdown

1.38

2.68

-1.30

Martin ratio

Return relative to average drawdown

5.29

7.58

-2.28

FGKMX vs. PRMTX - Sharpe Ratio Comparison

The current FGKMX Sharpe Ratio is 1.20, which is higher than the PRMTX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of FGKMX and PRMTX, 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


FGKMXPRMTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.86

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.64

+0.05

Correlation

The correlation between FGKMX and PRMTX is 0.88, 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

FGKMX vs. PRMTX - Dividend Comparison

FGKMX's dividend yield for the trailing twelve months is around 8.96%, less than PRMTX's 56.15% 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%
PRMTX
T. Rowe Price Communications & Technology Fund
56.15%50.42%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%

Drawdowns

FGKMX vs. PRMTX - Drawdown Comparison

The maximum FGKMX drawdown since its inception was -47.32%, smaller than the maximum PRMTX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for FGKMX and PRMTX.


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Drawdown Indicators


FGKMXPRMTXDifference

Max Drawdown

Largest peak-to-trough decline

-47.32%

-66.30%

+18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-16.89%

-11.17%

-5.72%

Max Drawdown (5Y)

Largest decline over 5 years

-47.32%

-47.17%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-47.17%

Current Drawdown

Current decline from peak

-16.89%

-11.17%

-5.72%

Average Drawdown

Average peak-to-trough decline

-10.90%

-13.92%

+3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.40%

3.95%

+0.45%

Volatility

FGKMX vs. PRMTX - Volatility Comparison

Fidelity Advisor Communication Services Class Z (FGKMX) has a higher volatility of 7.08% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 5.26%. This indicates that FGKMX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGKMXPRMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

5.26%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

31.59%

-17.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.04%

39.00%

-15.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.13%

26.54%

-3.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

23.51%

+0.49%