PortfoliosLab logoPortfoliosLab logo
FHKTX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHKTX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor China Region Fund Class M (FHKTX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHKTX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHKTX
Fidelity Advisor China Region Fund Class M
8.22%41.85%22.53%-0.84%-24.32%-14.20%46.95%34.26%-17.96%50.94%
FSELX
Fidelity Select Semiconductors Portfolio
7.19%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

In the year-to-date period, FHKTX achieves a 8.22% return, which is significantly higher than FSELX's 7.19% return. Over the past 10 years, FHKTX has underperformed FSELX with an annualized return of 11.79%, while FSELX has yielded a comparatively higher 32.33% annualized return.


FHKTX

1D
2.71%
1M
-6.17%
YTD
8.22%
6M
7.57%
1Y
45.66%
3Y*
20.30%
5Y*
2.38%
10Y*
11.79%

FSELX

1D
7.19%
1M
-4.24%
YTD
7.19%
6M
13.70%
1Y
97.02%
3Y*
46.40%
5Y*
31.60%
10Y*
32.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHKTX vs. FSELX - Expense Ratio Comparison

FHKTX has a 1.50% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

FHKTX vs. FSELX — Risk / Return Rank

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

FHKTX
FHKTX Risk / Return Rank: 8989
Overall Rank
FHKTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FHKTX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FHKTX Omega Ratio Rank: 8686
Omega Ratio Rank
FHKTX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FHKTX Martin Ratio Rank: 9090
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9696
Overall Rank
FSELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9191
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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.

FHKTX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor China Region Fund Class M (FHKTX) and Fidelity Select Semiconductors Portfolio (FSELX). 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.


FHKTXFSELXDifference

Sharpe ratio

Return per unit of total volatility

2.03

2.40

-0.37

Sortino ratio

Return per unit of downside risk

2.59

3.02

-0.44

Omega ratio

Gain probability vs. loss probability

1.37

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

2.88

5.65

-2.77

Martin ratio

Return relative to average drawdown

11.05

22.93

-11.88

FHKTX vs. FSELX - Sharpe Ratio Comparison

The current FHKTX Sharpe Ratio is 2.03, which is comparable to the FSELX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of FHKTX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FHKTXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

2.40

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.82

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.93

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.50

-0.19

Correlation

The correlation between FHKTX and FSELX is 0.58, 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

FHKTX vs. FSELX - Dividend Comparison

FHKTX's dividend yield for the trailing twelve months is around 1.17%, less than FSELX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
FHKTX
Fidelity Advisor China Region Fund Class M
1.17%1.27%1.10%1.27%0.29%10.88%4.51%0.02%0.00%0.00%0.69%14.81%
FSELX
Fidelity Select Semiconductors Portfolio
10.36%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FHKTX vs. FSELX - Drawdown Comparison

The maximum FHKTX drawdown since its inception was -58.83%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FHKTX and FSELX.


Loading graphics...

Drawdown Indicators


FHKTXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-58.83%

-82.54%

+23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.92%

-17.23%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-54.25%

-46.37%

-7.88%

Max Drawdown (10Y)

Largest decline over 10 years

-58.83%

-46.37%

-12.46%

Current Drawdown

Current decline from peak

-8.42%

-8.22%

-0.20%

Average Drawdown

Average peak-to-trough decline

-19.28%

-28.82%

+9.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

4.24%

-0.07%

Volatility

FHKTX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor China Region Fund Class M (FHKTX) is 9.78%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 12.78%. This indicates that FHKTX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHKTXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

12.78%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.53%

25.83%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

41.39%

-18.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

38.69%

-14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.11%

34.78%

-12.67%