PortfoliosLab logoPortfoliosLab logo
FIKBX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKBX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Financial Services Fund Class Z (FIKBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FIKBX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKBX
Fidelity Advisor Financial Services Fund Class Z
-9.34%15.36%32.80%14.47%-8.58%33.43%0.18%34.31%-11.43%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-11.11%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-11.53%

Returns By Period

In the year-to-date period, FIKBX achieves a -9.34% return, which is significantly higher than VFAIX's -11.11% return.


FIKBX

1D
1.00%
1M
-5.35%
YTD
-9.34%
6M
-5.78%
1Y
4.82%
3Y*
19.08%
5Y*
10.36%
10Y*

VFAIX

1D
1.06%
1M
-5.57%
YTD
-11.11%
6M
-9.20%
1Y
0.51%
3Y*
17.09%
5Y*
9.31%
10Y*
12.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FIKBX vs. VFAIX - Expense Ratio Comparison

FIKBX has a 0.64% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


Return for Risk

FIKBX vs. VFAIX — Risk / Return Rank

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

FIKBX
FIKBX Risk / Return Rank: 1111
Overall Rank
FIKBX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FIKBX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FIKBX Omega Ratio Rank: 1212
Omega Ratio Rank
FIKBX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FIKBX Martin Ratio Rank: 1111
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 77
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 66
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 66
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.

FIKBX vs. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Financial Services Fund Class Z (FIKBX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


FIKBXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.08

+0.19

Sortino ratio

Return per unit of downside risk

0.50

0.25

+0.26

Omega ratio

Gain probability vs. loss probability

1.07

1.04

+0.04

Calmar ratio

Return relative to maximum drawdown

0.25

-0.02

+0.27

Martin ratio

Return relative to average drawdown

0.77

-0.07

+0.84

FIKBX vs. VFAIX - Sharpe Ratio Comparison

The current FIKBX Sharpe Ratio is 0.27, which is higher than the VFAIX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of FIKBX and VFAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FIKBXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.08

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.22

+0.24

Correlation

The correlation between FIKBX and VFAIX is 0.98, 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

FIKBX vs. VFAIX - Dividend Comparison

FIKBX's dividend yield for the trailing twelve months is around 7.85%, more than VFAIX's 1.64% yield.


TTM20252024202320222021202020192018201720162015
FIKBX
Fidelity Advisor Financial Services Fund Class Z
7.85%7.11%5.04%2.48%6.20%4.43%2.78%1.59%4.47%0.00%0.00%0.00%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.64%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

FIKBX vs. VFAIX - Drawdown Comparison

The maximum FIKBX drawdown since its inception was -45.95%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for FIKBX and VFAIX.


Loading graphics...

Drawdown Indicators


FIKBXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.95%

-78.64%

+32.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.41%

-14.72%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-24.82%

-25.71%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-44.37%

Current Drawdown

Current decline from peak

-12.09%

-13.82%

+1.73%

Average Drawdown

Average peak-to-trough decline

-8.17%

-18.69%

+10.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

4.86%

-0.25%

Volatility

FIKBX vs. VFAIX - Volatility Comparison

Fidelity Advisor Financial Services Fund Class Z (FIKBX) has a higher volatility of 4.52% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 4.20%. This indicates that FIKBX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FIKBXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

4.20%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

11.53%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.14%

19.86%

+1.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.79%

19.40%

+1.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.15%

22.62%

+3.53%