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FIDRX vs. FCLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDRX vs. FCLIX - 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 I Class (FCLIX). The values are adjusted to include any dividend payments, if applicable.

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FIDRX vs. FCLIX - Yearly Performance Comparison


Returns By Period


FIDRX

1D
3.60%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FCLIX

1D
3.60%
1M
-9.96%
YTD
4.47%
6M
6.59%
1Y
32.80%
3Y*
26.22%
5Y*
15.37%
10Y*
13.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDRX vs. FCLIX - Expense Ratio Comparison

FIDRX has a 0.68% expense ratio, which is lower than FCLIX's 0.75% expense ratio.


Return for Risk

FIDRX vs. FCLIX — Risk / Return Rank

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

FIDRX

FCLIX
FCLIX Risk / Return Rank: 8181
Overall Rank
FCLIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FCLIX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FCLIX Omega Ratio Rank: 7474
Omega Ratio Rank
FCLIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FCLIX Martin Ratio Rank: 8787
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.

FIDRX vs. FCLIX - 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 I Class (FCLIX). 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.

FIDRX vs. FCLIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIDRXFCLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.32

0.55

-1.87

Correlation

The correlation between FIDRX and FCLIX 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. FCLIX - Dividend Comparison

FIDRX has not paid dividends to shareholders, while FCLIX's dividend yield for the trailing twelve months is around 1.51%.


TTM20252024202320222021202020192018201720162015
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%
FCLIX
Fidelity Advisor Industrials Fund I Class
1.51%1.58%8.07%8.08%3.30%20.72%0.55%7.31%11.97%2.66%5.69%9.05%

Drawdowns

FIDRX vs. FCLIX - Drawdown Comparison

The maximum FIDRX drawdown since its inception was -6.17%, smaller than the maximum FCLIX drawdown of -60.76%. Use the drawdown chart below to compare losses from any high point for FIDRX and FCLIX.


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Drawdown Indicators


FIDRXFCLIXDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-60.76%

+54.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.34%

Max Drawdown (10Y)

Largest decline over 10 years

-42.69%

Current Drawdown

Current decline from peak

-2.79%

-9.96%

+7.17%

Average Drawdown

Average peak-to-trough decline

-2.08%

-7.71%

+5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

Volatility

FIDRX vs. FCLIX - Volatility Comparison


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Volatility by Period


FIDRXFCLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

Volatility (6M)

Calculated over the trailing 6-month period

13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

22.72%

+7.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.15%

20.66%

+9.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.15%

21.35%

+8.80%