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FIKGX vs. FELCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIKGX and FELCX 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.


Performance

FIKGX vs. FELCX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FIKGX:

-0.15

FELCX:

-0.21

Sortino Ratio

FIKGX:

0.08

FELCX:

-0.01

Omega Ratio

FIKGX:

1.01

FELCX:

1.00

Calmar Ratio

FIKGX:

-0.19

FELCX:

-0.26

Martin Ratio

FIKGX:

-0.48

FELCX:

-0.63

Ulcer Index

FIKGX:

15.83%

FELCX:

16.98%

Daily Std Dev

FIKGX:

46.64%

FELCX:

46.96%

Max Drawdown

FIKGX:

-48.21%

FELCX:

-72.55%

Current Drawdown

FIKGX:

-24.95%

FELCX:

-27.32%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIKGX having a -13.64% return and FELCX slightly lower at -13.99%.


FIKGX

YTD

-13.64%

1M

13.77%

6M

-21.21%

1Y

-7.68%

5Y*

23.34%

10Y*

N/A

FELCX

YTD

-13.99%

1M

13.67%

6M

-23.42%

1Y

-10.75%

5Y*

20.51%

10Y*

15.50%

*Annualized

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FIKGX vs. FELCX - Expense Ratio Comparison

FIKGX has a 0.62% expense ratio, which is lower than FELCX's 1.76% expense ratio.


Risk-Adjusted Performance

FIKGX vs. FELCX — Risk-Adjusted Performance Rank

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

FIKGX
The Risk-Adjusted Performance Rank of FIKGX is 1515
Overall Rank
The Sharpe Ratio Rank of FIKGX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKGX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of FIKGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of FIKGX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FIKGX is 1212
Martin Ratio Rank

FELCX
The Risk-Adjusted Performance Rank of FELCX is 1212
Overall Rank
The Sharpe Ratio Rank of FELCX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of FELCX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FELCX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FELCX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FELCX is 99
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.

FIKGX vs. FELCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class Z (FIKGX) and Fidelity Advisor Semiconductors Fund Class C (FELCX). 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.


The current FIKGX Sharpe Ratio is -0.15, which is higher than the FELCX Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of FIKGX and FELCX, 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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Dividends

FIKGX vs. FELCX - Dividend Comparison

Neither FIKGX nor FELCX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FIKGX
Fidelity Advisor Semiconductors Fund Class Z
0.00%0.00%0.00%0.00%0.00%0.40%0.38%1.22%0.00%0.00%0.00%
FELCX
Fidelity Advisor Semiconductors Fund Class C
0.00%0.00%0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%11.27%

Drawdowns

FIKGX vs. FELCX - Drawdown Comparison

The maximum FIKGX drawdown since its inception was -48.21%, smaller than the maximum FELCX drawdown of -72.55%. Use the drawdown chart below to compare losses from any high point for FIKGX and FELCX. For additional features, visit the drawdowns tool.


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Volatility

FIKGX vs. FELCX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class Z (FIKGX) and Fidelity Advisor Semiconductors Fund Class C (FELCX) have volatilities of 13.70% and 13.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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