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FHCCX vs. SHPAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FHCCX vs. SHPAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FHCCX achieves a 10.04% return, which is significantly higher than SHPAX's 8.70% return. Over the past 10 years, FHCCX has underperformed SHPAX with an annualized return of 6.51%, while SHPAX has yielded a comparatively higher 6.90% annualized return.


FHCCX

1D
0.00%
1M
-1.31%
6M
9.98%
YTD
10.04%
1Y
9.60%
3Y*
2.43%
5Y*
-0.65%
10Y*
6.51%
ALL TIME*
9.31%

SHPAX

1D
-0.43%
1M
0.61%
6M
6.99%
YTD
8.70%
1Y
28.95%
3Y*
9.65%
5Y*
5.82%
10Y*
6.90%
ALL TIME*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FHCCX vs. SHPAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHCCX
Fidelity Advisor Health Care Fund Class C
10.04%-5.49%3.20%3.02%-13.72%10.43%20.15%26.96%6.37%23.12%
SHPAX
Saratoga Health & Biotechnology Fund
8.70%17.43%0.26%-0.36%1.93%16.71%3.52%27.67%-5.30%11.78%

Correlation

The correlation between FHCCX and SHPAX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2000

0.82

The correlation between FHCCX and SHPAX shifts across timeframes, from 0.67 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FHCCX vs. SHPAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FHCCX
FHCCX Risk / Return Rank: 99
Overall Rank
FHCCX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FHCCX Sortino Ratio Rank: 99
Sortino Ratio Rank
FHCCX Omega Ratio Rank: 1313
Omega Ratio Rank
FHCCX Calmar Ratio Rank: 88
Calmar Ratio Rank
FHCCX Martin Ratio Rank: 77
Martin Ratio Rank

SHPAX
SHPAX Risk / Return Rank: 7171
Overall Rank
SHPAX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SHPAX Sortino Ratio Rank: 7575
Sortino Ratio Rank
SHPAX Omega Ratio Rank: 6969
Omega Ratio Rank
SHPAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SHPAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FHCCX vs. SHPAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Health Care Fund Class C (FHCCX) and Saratoga Health & Biotechnology Fund (SHPAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FHCCXSHPAXDifference
Sharpe ratioReturn per unit of total volatility

-1.43

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.10

1.31

-0.20

Calmar ratioReturn relative to maximum drawdown

0.31

2.85

-2.54

Martin ratioReturn relative to average drawdown

0.54

7.30

-6.76

FHCCX vs. SHPAX - Sharpe Ratio Comparison

The current FHCCX Sharpe Ratio is 0.35, which is lower than the SHPAX Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of FHCCX and SHPAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FHCCX vs. SHPAX - Drawdown Comparison

The maximum FHCCX drawdown since its inception was -45.28%, smaller than the maximum SHPAX drawdown of -69.50%. Use the drawdown chart below to compare losses from any high point for FHCCX and SHPAX.


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Drawdown Indicators


FHCCXSHPAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.28%

-69.50%

+24.22%

Max Drawdown (1Y)

Largest decline over 1 year

-27.25%

-9.33%

-17.92%

Max Drawdown (3Y)

Largest decline over 3 years

-27.25%

-16.32%

-10.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-16.32%

-13.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.67%

-28.05%

-1.62%

Current Drawdown

Current decline from peak

-11.25%

-1.20%

-10.05%

Average Drawdown

Average peak-to-trough decline

-10.22%

-27.78%

+17.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.50%

3.65%

+11.85%

Volatility

FHCCX vs. SHPAX - Volatility Comparison

The current volatility for Fidelity Advisor Health Care Fund Class C (FHCCX) is 5.13%, while Saratoga Health & Biotechnology Fund (SHPAX) has a volatility of 5.55%. This indicates that FHCCX experiences smaller price fluctuations and is considered to be less risky than SHPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHCCXSHPAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.55%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

11.34%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.46%

14.93%

+9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.78%

14.53%

+5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

16.65%

+2.96%

FHCCX vs. SHPAX - Expense Ratio Comparison

FHCCX has a 1.72% expense ratio, which is lower than SHPAX's 2.90% expense ratio.


Dividends

FHCCX vs. SHPAX - Dividend Comparison

FHCCX has not paid dividends to shareholders, while SHPAX's dividend yield for the trailing twelve months is around 3.37%.


PositionTTM20252024202320222021202020192018201720162015
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%
SHPAX
Saratoga Health & Biotechnology Fund
3.37%3.66%1.35%5.38%6.34%3.76%13.82%13.24%22.00%17.98%12.52%10.70%

Frequently Asked Questions


FHCCX and SHPAX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHPAX has higher volatility (5.55%) compared to FHCCX (5.13%). In terms of maximum drawdown, FHCCX dropped -45.28% vs SHPAX's -69.50%.

SHPAX currently has the higher Sharpe Ratio (1.78 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FHCCX and SHPAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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