FIKEX vs. FSRFX
FIKEX (Fidelity Advisor Industrials Fund Class Z) and FSRFX (Fidelity Select Transportation Portfolio) are both Industrials Equities funds from Fidelity. Over the past 5 years, FIKEX returned 16.40%/yr vs 10.81%/yr for FSRFX. Their correlation of 0.81 means they have usually moved in the same direction. FIKEX charges 0.63%/yr vs 0.69%/yr for FSRFX.
Performance
FIKEX vs. FSRFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with FIKEX having a 17.98% return and FSRFX slightly lower at 17.17%.
FIKEX
- 1D
- 1.59%
- 1M
- -2.86%
- 6M
- 11.33%
- YTD
- 17.98%
- 1Y
- 22.96%
- 3Y*
- 24.77%
- 5Y*
- 16.40%
- 10Y*
- —
- ALL TIME*
- 14.27%
FSRFX
- 1D
- -0.86%
- 1M
- -3.37%
- 6M
- 13.80%
- YTD
- 17.17%
- 1Y
- 32.33%
- 3Y*
- 11.46%
- 5Y*
- 10.81%
- 10Y*
- 12.45%
- ALL TIME*
- 12.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FIKEX vs. FSRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FIKEX Fidelity Advisor Industrials Fund Class Z | 17.98% | 24.94% | 23.55% | 23.14% | -10.29% | 16.77% | 11.62% | 28.30% | -16.06% |
FSRFX Fidelity Select Transportation Portfolio | 17.17% | 11.45% | 6.33% | 19.29% | -10.21% | 27.79% | 12.83% | 18.43% | -12.85% |
Correlation
The correlation between FIKEX and FSRFX is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 17, 2018 | 0.81 |
The correlation between FIKEX and FSRFX shifts across timeframes, from 0.64 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FIKEX vs. FSRFX — Risk / Return Rank
FIKEX
FSRFX
FIKEX vs. FSRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Industrials Fund Class Z (FIKEX) and Fidelity Select Transportation Portfolio (FSRFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FIKEX | FSRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.47 | -0.90 |
| Martin ratioReturn relative to average drawdown | 6.32 | 8.47 | -2.15 |
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Drawdowns
FIKEX vs. FSRFX - Drawdown Comparison
The maximum FIKEX drawdown since its inception was -42.69%, smaller than the maximum FSRFX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for FIKEX and FSRFX.
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Drawdown Indicators
| FIKEX | FSRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.69% | -60.34% | +17.65% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -11.69% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -21.26% | -25.23% | +3.97% |
Max Drawdown (5Y)Largest decline over 5 years | -26.30% | -25.23% | -1.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.11% | — |
Current DrawdownCurrent decline from peak | -4.45% | -5.10% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -8.51% | +2.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.41% | -0.15% |
Volatility
FIKEX vs. FSRFX - Volatility Comparison
Fidelity Advisor Industrials Fund Class Z (FIKEX) has a higher volatility of 5.53% compared to Fidelity Select Transportation Portfolio (FSRFX) at 4.07%. This indicates that FIKEX's price experiences larger fluctuations and is considered to be riskier than FSRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FIKEX | FSRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 4.07% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 16.36% | 16.44% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.88% | 20.70% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.85% | 20.91% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.38% | 21.85% | +1.53% |
FIKEX vs. FSRFX - Expense Ratio Comparison
FIKEX has a 0.63% expense ratio, which is lower than FSRFX's 0.69% expense ratio.
Dividends
FIKEX vs. FSRFX - Dividend Comparison
FIKEX's dividend yield for the trailing twelve months is around 1.34%, less than FSRFX's 7.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIKEX Fidelity Advisor Industrials Fund Class Z | 1.34% | 1.58% | 4.19% | 8.12% | 3.36% | 20.95% | 0.55% | 7.51% | 11.09% | 0.00% | 0.00% | 0.00% |
FSRFX Fidelity Select Transportation Portfolio | 7.94% | 4.18% | 7.02% | 2.68% | 8.82% | 12.00% | 7.97% | 3.98% | 11.42% | 5.16% | 1.97% | 7.51% |
Frequently Asked Questions
FIKEX and FSRFX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIKEX has higher volatility (5.53%) compared to FSRFX (4.07%). In terms of maximum drawdown, FIKEX dropped -42.69% vs FSRFX's -60.34%.
FSRFX currently has the higher Sharpe Ratio (1.40 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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