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FIJYX vs. THISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIJYX vs. THISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Biotechnology Fund Class Z (FIJYX) and T. Rowe Price Health Sciences Fund Class I (THISX). The values are adjusted to include any dividend payments, if applicable.

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FIJYX vs. THISX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
2.35%40.09%0.03%11.19%-7.60%-2.76%32.72%26.25%-11.45%
THISX
T. Rowe Price Health Sciences Fund Class I
-6.20%17.92%16.75%3.17%-12.11%13.62%30.35%38.29%-12.26%

Returns By Period

In the year-to-date period, FIJYX achieves a 2.35% return, which is significantly higher than THISX's -6.20% return.


FIJYX

1D
5.06%
1M
-0.73%
YTD
2.35%
6M
15.76%
1Y
55.98%
3Y*
18.69%
5Y*
8.12%
10Y*

THISX

1D
3.78%
1M
-4.80%
YTD
-6.20%
6M
6.21%
1Y
12.76%
3Y*
10.88%
5Y*
5.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIJYX vs. THISX - Expense Ratio Comparison

FIJYX has a 0.61% expense ratio, which is lower than THISX's 0.67% expense ratio.


Return for Risk

FIJYX vs. THISX — Risk / Return Rank

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

FIJYX
FIJYX Risk / Return Rank: 8989
Overall Rank
FIJYX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIJYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIJYX Omega Ratio Rank: 8080
Omega Ratio Rank
FIJYX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FIJYX Martin Ratio Rank: 9494
Martin Ratio Rank

THISX
THISX Risk / Return Rank: 1717
Overall Rank
THISX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
THISX Sortino Ratio Rank: 1717
Sortino Ratio Rank
THISX Omega Ratio Rank: 1414
Omega Ratio Rank
THISX Calmar Ratio Rank: 1919
Calmar Ratio Rank
THISX Martin Ratio Rank: 1717
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.

FIJYX vs. THISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Biotechnology Fund Class Z (FIJYX) and T. Rowe Price Health Sciences Fund Class I (THISX). 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.


FIJYXTHISXDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.57

+1.39

Sortino ratio

Return per unit of downside risk

2.56

0.91

+1.65

Omega ratio

Gain probability vs. loss probability

1.33

1.12

+0.21

Calmar ratio

Return relative to maximum drawdown

3.20

0.79

+2.40

Martin ratio

Return relative to average drawdown

12.85

2.38

+10.46

FIJYX vs. THISX - Sharpe Ratio Comparison

The current FIJYX Sharpe Ratio is 1.96, which is higher than the THISX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of FIJYX and THISX, 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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Sharpe Ratios by Period


FIJYXTHISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.57

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.32

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.65

-0.22

Correlation

The correlation between FIJYX and THISX is 0.84, 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

FIJYX vs. THISX - Dividend Comparison

FIJYX's dividend yield for the trailing twelve months is around 1.41%, less than THISX's 13.06% yield.


TTM202520242023202220212020201920182017
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
1.41%1.44%0.00%1.55%0.00%18.90%8.13%6.49%2.35%0.00%
THISX
T. Rowe Price Health Sciences Fund Class I
13.06%12.25%26.10%5.20%1.76%7.62%7.25%12.58%6.70%7.55%

Drawdowns

FIJYX vs. THISX - Drawdown Comparison

The maximum FIJYX drawdown since its inception was -38.53%, which is greater than THISX's maximum drawdown of -28.97%. Use the drawdown chart below to compare losses from any high point for FIJYX and THISX.


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Drawdown Indicators


FIJYXTHISXDifference

Max Drawdown

Largest peak-to-trough decline

-38.53%

-28.97%

-9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.59%

-12.78%

-0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-27.53%

-8.86%

Current Drawdown

Current decline from peak

-2.49%

-9.15%

+6.66%

Average Drawdown

Average peak-to-trough decline

-11.76%

-7.18%

-4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

4.25%

-0.56%

Volatility

FIJYX vs. THISX - Volatility Comparison

Fidelity Advisor Biotechnology Fund Class Z (FIJYX) has a higher volatility of 9.34% compared to T. Rowe Price Health Sciences Fund Class I (THISX) at 6.69%. This indicates that FIJYX's price experiences larger fluctuations and is considered to be riskier than THISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIJYXTHISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.34%

6.69%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

17.01%

11.31%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

18.75%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

18.35%

+5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.07%

20.02%

+5.05%