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FIFOX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFOX and FELAX is 0.80, 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.


Performance

FIFOX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Founders Fund Class A (FIFOX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIFOX:

0.74

FELAX:

-0.02

Sortino Ratio

FIFOX:

1.02

FELAX:

0.21

Omega Ratio

FIFOX:

1.14

FELAX:

1.03

Calmar Ratio

FIFOX:

0.66

FELAX:

-0.10

Martin Ratio

FIFOX:

2.25

FELAX:

-0.26

Ulcer Index

FIFOX:

6.81%

FELAX:

14.33%

Daily Std Dev

FIFOX:

24.42%

FELAX:

46.94%

Max Drawdown

FIFOX:

-32.69%

FELAX:

-71.33%

Current Drawdown

FIFOX:

-5.21%

FELAX:

-12.94%

Returns By Period

In the year-to-date period, FIFOX achieves a 1.38% return, which is significantly higher than FELAX's -5.03% return.


FIFOX

YTD

1.38%

1M

8.66%

6M

-1.48%

1Y

17.90%

3Y*

16.11%

5Y*

15.24%

10Y*

N/A

FELAX

YTD

-5.03%

1M

15.91%

6M

-1.98%

1Y

-1.11%

3Y*

26.46%

5Y*

29.08%

10Y*

23.77%

*Annualized

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FIFOX vs. FELAX - Expense Ratio Comparison

FIFOX has a 1.15% expense ratio, which is higher than FELAX's 1.01% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIFOX vs. FELAX — Risk-Adjusted Performance Rank

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

FIFOX
The Risk-Adjusted Performance Rank of FIFOX is 5454
Overall Rank
The Sharpe Ratio Rank of FIFOX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFOX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FIFOX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FIFOX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FIFOX is 5151
Martin Ratio Rank

FELAX
The Risk-Adjusted Performance Rank of FELAX is 1010
Overall Rank
The Sharpe Ratio Rank of FELAX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIFOX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Founders Fund Class A (FIFOX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


The current FIFOX Sharpe Ratio is 0.74, which is higher than the FELAX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FIFOX and FELAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIFOX vs. FELAX - Dividend Comparison

FIFOX's dividend yield for the trailing twelve months is around 3.14%, less than FELAX's 7.39% yield.


TTM20242023202220212020201920182017201620152014
FIFOX
Fidelity Advisor Founders Fund Class A
3.14%3.19%0.00%2.42%5.91%0.00%0.03%0.00%0.00%0.00%0.00%0.00%
FELAX
Fidelity Advisor Semiconductors Fund Class A
7.39%7.02%3.40%3.32%4.34%4.51%1.00%20.15%9.67%0.36%10.71%0.48%

Drawdowns

FIFOX vs. FELAX - Drawdown Comparison

The maximum FIFOX drawdown since its inception was -32.69%, smaller than the maximum FELAX drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for FIFOX and FELAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIFOX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Advisor Founders Fund Class A (FIFOX) is 5.34%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 10.10%. This indicates that FIFOX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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