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FHCCX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHCCX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Health Care Fund Class C (FHCCX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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FHCCX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHCCX
Fidelity Advisor Health Care Fund Class C
-9.80%-5.49%3.20%3.02%-13.72%10.43%20.15%26.96%-10.79%
FZROX
Fidelity ZERO Total Market Index Fund
-6.77%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, FHCCX achieves a -9.80% return, which is significantly lower than FZROX's -6.77% return.


FHCCX

1D
-0.72%
1M
-9.58%
YTD
-9.80%
6M
-16.82%
1Y
-13.69%
3Y*
-3.33%
5Y*
-3.13%
10Y*
5.57%

FZROX

1D
-0.45%
1M
-7.71%
YTD
-6.77%
6M
-4.49%
1Y
14.82%
3Y*
16.81%
5Y*
10.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHCCX vs. FZROX - Expense Ratio Comparison

FHCCX has a 1.72% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FHCCX vs. FZROX — Risk / Return Rank

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

FHCCX
FHCCX Risk / Return Rank: 11
Overall Rank
FHCCX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FHCCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FHCCX Omega Ratio Rank: 11
Omega Ratio Rank
FHCCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FHCCX Martin Ratio Rank: 22
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 4646
Overall Rank
FZROX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FZROX Omega Ratio Rank: 4949
Omega Ratio Rank
FZROX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FZROX Martin Ratio Rank: 5353
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.

FHCCX vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class C (FHCCX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


FHCCXFZROXDifference

Sharpe ratio

Return per unit of total volatility

-0.56

0.84

-1.40

Sortino ratio

Return per unit of downside risk

-0.55

1.30

-1.84

Omega ratio

Gain probability vs. loss probability

0.90

1.20

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.55

1.05

-1.60

Martin ratio

Return relative to average drawdown

-1.35

5.11

-6.46

FHCCX vs. FZROX - Sharpe Ratio Comparison

The current FHCCX Sharpe Ratio is -0.56, which is lower than the FZROX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FHCCX and FZROX, 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


FHCCXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

0.84

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.60

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.61

-0.15

Correlation

The correlation between FHCCX and FZROX is 0.74, 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

FHCCX vs. FZROX - Dividend Comparison

FHCCX has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.10%.


TTM20252024202320222021202020192018201720162015
FHCCX
Fidelity Advisor Health Care Fund Class C
0.00%0.00%17.59%0.00%0.00%8.32%6.85%0.41%6.43%0.00%0.00%7.84%
FZROX
Fidelity ZERO Total Market Index Fund
1.10%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FHCCX vs. FZROX - Drawdown Comparison

The maximum FHCCX drawdown since its inception was -45.28%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FHCCX and FZROX.


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Drawdown Indicators


FHCCXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-45.28%

-34.96%

-10.32%

Max Drawdown (1Y)

Largest decline over 1 year

-27.25%

-12.44%

-14.81%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-25.12%

-4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-29.67%

Current Drawdown

Current decline from peak

-27.25%

-8.89%

-18.36%

Average Drawdown

Average peak-to-trough decline

-10.12%

-5.61%

-4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.08%

2.56%

+8.52%

Volatility

FHCCX vs. FZROX - Volatility Comparison

Fidelity Advisor Health Care Fund Class C (FHCCX) has a higher volatility of 5.59% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.41%. This indicates that FHCCX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHCCXFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

4.41%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

22.17%

9.34%

+12.83%

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

18.49%

+6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.34%

17.40%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

20.25%

-0.70%