PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FIFOX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFOX and FELAX is 0.79, 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.


-0.50.00.51.00.8

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.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
13.46%
0.65%
FIFOX
FELAX

Key characteristics

Sharpe Ratio

FIFOX:

1.33

FELAX:

0.60

Sortino Ratio

FIFOX:

1.84

FELAX:

1.01

Omega Ratio

FIFOX:

1.24

FELAX:

1.13

Calmar Ratio

FIFOX:

2.12

FELAX:

0.96

Martin Ratio

FIFOX:

6.88

FELAX:

2.33

Ulcer Index

FIFOX:

3.37%

FELAX:

10.03%

Daily Std Dev

FIFOX:

17.48%

FELAX:

38.77%

Max Drawdown

FIFOX:

-34.99%

FELAX:

-71.33%

Current Drawdown

FIFOX:

-2.02%

FELAX:

-8.82%

Returns By Period

In the year-to-date period, FIFOX achieves a 6.70% return, which is significantly higher than FELAX's 5.65% return.


FIFOX

YTD

6.70%

1M

3.48%

6M

13.46%

1Y

25.96%

5Y*

14.68%

10Y*

N/A

FELAX

YTD

5.65%

1M

0.08%

6M

0.65%

1Y

27.01%

5Y*

25.44%

10Y*

19.68%

*Annualized

Compare stocks, funds, or ETFs

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


FIFOX vs. FELAX - Expense Ratio Comparison

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


FIFOX
Fidelity Advisor Founders Fund Class A
Expense ratio chart for FIFOX: current value at 1.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.15%
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%

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 7070
Overall Rank
The Sharpe Ratio Rank of FIFOX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFOX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FIFOX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FIFOX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FIFOX is 7373
Martin Ratio Rank

FELAX
The Risk-Adjusted Performance Rank of FELAX is 3636
Overall Rank
The Sharpe Ratio Rank of FELAX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 3333
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.


Sharpe ratio
The chart of Sharpe ratio for FIFOX, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.330.60
The chart of Sortino ratio for FIFOX, currently valued at 1.84, compared to the broader market0.002.004.006.008.0010.0012.001.841.01
The chart of Omega ratio for FIFOX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.13
The chart of Calmar ratio for FIFOX, currently valued at 2.12, compared to the broader market0.005.0010.0015.0020.002.120.96
The chart of Martin ratio for FIFOX, currently valued at 6.88, compared to the broader market0.0020.0040.0060.0080.006.882.33
FIFOX
FELAX

The current FIFOX Sharpe Ratio is 1.33, which is higher than the FELAX Sharpe Ratio of 0.60. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.33
0.60
FIFOX
FELAX

Dividends

FIFOX vs. FELAX - Dividend Comparison

Neither FIFOX nor FELAX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIFOX
Fidelity Advisor Founders Fund Class A
0.00%0.00%0.00%0.54%0.08%0.00%0.03%0.00%0.00%0.00%0.00%0.00%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%

Drawdowns

FIFOX vs. FELAX - Drawdown Comparison

The maximum FIFOX drawdown since its inception was -34.99%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.02%
-8.82%
FIFOX
FELAX

Volatility

FIFOX vs. FELAX - Volatility Comparison

The current volatility for Fidelity Advisor Founders Fund Class A (FIFOX) is 4.82%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 14.68%. 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.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
4.82%
14.68%
FIFOX
FELAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab