FIJDX vs. FSELX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor Gold Fund Class Z (FIJDX) and Fidelity Select Semiconductors Portfolio (FSELX).

FIJDX is an actively managed fund by Fidelity. It was launched on Dec 16, 1985. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.

Performance

FIJDX vs. FSELX - Performance Comparison

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

FIJDX vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FIJDX Fidelity Advisor Gold Fund Class Z	1.82%	143.25%	15.10%	-0.26%	-13.32%	-10.33%	27.00%	35.74%	4.09%
FSELX Fidelity Select Semiconductors Portfolio	0.00%	52.17%	49.68%	78.49%	-35.27%	59.16%	44.33%	64.50%	-10.87%

Returns By Period

FIJDX

• 1D: -0.23%
• 1M: -25.43%
• YTD: 1.82%
• 6M: 14.70%
• 1Y: 84.83%
• 3Y*: 36.58%
• 5Y*: 20.30%
• 10Y*: —

FSELX

• 1D: -4.27%
• 1M: -9.75%
• YTD: 0.00%
• 6M: 7.40%
• 1Y: 85.27%
• 3Y*: 43.05%
• 5Y*: 30.67%
• 10Y*: 31.42%

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

FIJDX vs. FSELX - Expense Ratio Comparison

FIJDX has a 0.60% expense ratio, which is lower than FSELX's 0.68% expense ratio.

FSELX

Fidelity Select Semiconductors Portfolio

FIJDX

Fidelity Advisor Gold Fund Class Z

Return for Risk

FIJDX vs. FSELX — Risk / Return Rank

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

FIJDX

FIJDX Risk / Return Rank: 89
FIJDX Sharpe Ratio Rank: 92
FIJDX Sortino Ratio Rank: 85
FIJDX Omega Ratio Rank: 84
FIJDX Calmar Ratio Rank: 93
FIJDX Martin Ratio Rank: 91

FSELX

FSELX Risk / Return Rank: 94
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 92
FSELX Omega Ratio Rank: 89
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 98

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.

FIJDX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Gold Fund Class Z (FIJDX) 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.

	FIJDX	FSELX	Difference
Sharpe ratio Return per unit of total volatility	2.03	2.07	-0.04
Sortino ratio Return per unit of downside risk	2.29	2.72	-0.43
Omega ratio Gain probability vs. loss probability	1.34	1.38	-0.04
Calmar ratio Return relative to maximum drawdown	2.84	4.58	-1.73
Martin ratio Return relative to average drawdown	10.68	18.71	-8.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FIJDX vs. FSELX - Sharpe Ratio Comparison

The current FIJDX Sharpe Ratio is 2.03, which is comparable to the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FIJDX 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.

Sharpe Ratios by Period

	FIJDX	FSELX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	2.07	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	0.80	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.91	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.49	+0.11

Correlation

The correlation between FIJDX and FSELX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FIJDX vs. FSELX - Dividend Comparison

FIJDX's dividend yield for the trailing twelve months is around 2.13%, less than FSELX's 11.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FIJDX Fidelity Advisor Gold Fund Class Z	2.13%	2.17%	3.63%	1.16%	0.38%	1.71%	4.54%	0.53%	0.00%	0.00%	0.00%	0.00%
FSELX Fidelity Select Semiconductors Portfolio	11.11%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%

Drawdowns

FIJDX vs. FSELX - Drawdown Comparison

The maximum FIJDX drawdown since its inception was -50.43%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FIJDX and FSELX.

Drawdown Indicators

	FIJDX	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	-50.43%	-82.54%	+32.11%
Max Drawdown (1Y) Largest decline over 1 year	-29.85%	-17.23%	-12.62%
Max Drawdown (5Y) Largest decline over 5 years	-45.91%	-46.37%	+0.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	-25.43%	-14.38%	-11.05%
Average Drawdown Average peak-to-trough decline	-18.44%	-28.82%	+10.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.94%	4.21%	+3.73%

Volatility

FIJDX vs. FSELX - Volatility Comparison

Fidelity Advisor Gold Fund Class Z (FIJDX) has a higher volatility of 15.40% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 10.47%. This indicates that FIJDX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIJDX	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.40%	10.47%	+4.93%
Volatility (6M) Calculated over the trailing 6-month period	35.03%	24.91%	+10.12%
Volatility (1Y) Calculated over the trailing 1-year period	42.72%	40.89%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.74%	38.58%	-5.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.95%	34.71%	-0.76%