FIDRX vs. FCLCX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Select Industrials Portfolio (FIDRX) and Fidelity Advisor Industrials Fund Class C (FCLCX).

FIDRX is an actively managed fund by Fidelity. It was launched on Sep 3, 1996. FCLCX is managed by Fidelity. It was launched on Nov 3, 1997.

Performance

FIDRX vs. FCLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Industrials Portfolio (FIDRX) and Fidelity Advisor Industrials Fund Class C (FCLCX). The values are adjusted to include any dividend payments, if applicable.

FIDRX vs. FCLCX - Yearly Performance Comparison

	2026 (YTD)
FIDRX Fidelity Select Industrials Portfolio	-5.48%
FCLCX Fidelity Advisor Industrials Fund Class C	-5.50%

Returns By Period

FIDRX

• 1D: -1.93%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FCLCX

• 1D: -1.93%
• 1M: -12.61%
• YTD: 0.59%
• 6M: 2.24%
• 1Y: 28.24%
• 3Y*: 23.77%
• 5Y*: 13.73%
• 10Y*: 11.75%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDRX vs. FCLCX - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is lower than FCLCX's 1.77% expense ratio.

FCLCX

Fidelity Advisor Industrials Fund Class C

FIDRX

Fidelity Select Industrials Portfolio

Return for Risk

FIDRX vs. FCLCX — Risk / Return Rank

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

FCLCX

FCLCX Risk / Return Rank: 74
FCLCX Sharpe Ratio Rank: 71
FCLCX Sortino Ratio Rank: 73
FCLCX Omega Ratio Rank: 67
FCLCX Calmar Ratio Rank: 79
FCLCX Martin Ratio Rank: 78

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.

FIDRX vs. FCLCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Industrials Portfolio (FIDRX) and Fidelity Advisor Industrials Fund Class C (FCLCX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FIDRX	FCLCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.28	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.67	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.55	—
Sharpe Ratio (All Time) Calculated using the full available price history	-3.34	0.48	-3.82

Correlation

The correlation between FIDRX and FCLCX is 1.00, 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

FIDRX vs. FCLCX - Dividend Comparison

FIDRX has not paid dividends to shareholders, while FCLCX's dividend yield for the trailing twelve months is around 2.18%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIDRX Fidelity Select Industrials Portfolio	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FCLCX Fidelity Advisor Industrials Fund Class C	2.18%	2.19%	9.45%	10.59%	4.10%	24.59%	0.68%	7.65%	13.22%	2.98%	5.82%	9.58%

Drawdowns

FIDRX vs. FCLCX - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum FCLCX drawdown of -61.33%. Use the drawdown chart below to compare losses from any high point for FIDRX and FCLCX.

Drawdown Indicators

	FIDRX	FCLCX	Difference
Max Drawdown Largest peak-to-trough decline	-6.17%	-61.33%	+55.16%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.32%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.82%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.77%	—
Current Drawdown Current decline from peak	-6.17%	-13.16%	+6.99%
Average Drawdown Average peak-to-trough decline	-2.01%	-8.20%	+6.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.41%	—

Volatility

Volatility by Period

	FIDRX	FCLCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	23.89%	22.51%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.89%	20.76%	+3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	21.40%	+2.49%