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FIKGX vs. MFEKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKGX vs. MFEKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Semiconductors Fund Class Z (FIKGX) and MFS Growth R6 (MFEKX). The values are adjusted to include any dividend payments, if applicable.

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FIKGX vs. MFEKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKGX
Fidelity Advisor Semiconductors Fund Class Z
0.36%45.43%35.88%75.75%-34.81%58.07%44.21%64.45%-11.11%
MFEKX
MFS Growth R6
-13.60%12.44%49.62%36.27%-31.07%23.71%31.77%37.82%-10.69%

Returns By Period

In the year-to-date period, FIKGX achieves a 0.36% return, which is significantly higher than MFEKX's -13.60% return.


FIKGX

1D
-4.25%
1M
-9.98%
YTD
0.36%
6M
8.37%
1Y
77.79%
3Y*
35.83%
5Y*
26.75%
10Y*

MFEKX

1D
-0.58%
1M
-9.05%
YTD
-13.60%
6M
-14.18%
1Y
6.63%
3Y*
21.39%
5Y*
10.96%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIKGX vs. MFEKX - Expense Ratio Comparison

FIKGX has a 0.62% expense ratio, which is higher than MFEKX's 0.51% expense ratio.


Return for Risk

FIKGX vs. MFEKX — Risk / Return Rank

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

FIKGX
FIKGX Risk / Return Rank: 9393
Overall Rank
FIKGX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FIKGX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FIKGX Omega Ratio Rank: 8686
Omega Ratio Rank
FIKGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FIKGX Martin Ratio Rank: 9797
Martin Ratio Rank

MFEKX
MFEKX Risk / Return Rank: 1212
Overall Rank
MFEKX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MFEKX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MFEKX Omega Ratio Rank: 1313
Omega Ratio Rank
MFEKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MFEKX Martin Ratio Rank: 1111
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.

FIKGX vs. MFEKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class Z (FIKGX) and MFS Growth R6 (MFEKX). 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.


FIKGXMFEKXDifference

Sharpe ratio

Return per unit of total volatility

1.95

0.31

+1.64

Sortino ratio

Return per unit of downside risk

2.56

0.59

+1.96

Omega ratio

Gain probability vs. loss probability

1.36

1.08

+0.28

Calmar ratio

Return relative to maximum drawdown

4.20

0.22

+3.97

Martin ratio

Return relative to average drawdown

16.00

0.76

+15.24

FIKGX vs. MFEKX - Sharpe Ratio Comparison

The current FIKGX Sharpe Ratio is 1.95, which is higher than the MFEKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FIKGX and MFEKX, 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


FIKGXMFEKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

0.31

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.50

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.80

+0.02

Correlation

The correlation between FIKGX and MFEKX 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.


Dividends

FIKGX vs. MFEKX - Dividend Comparison

FIKGX's dividend yield for the trailing twelve months is around 6.65%, less than MFEKX's 17.15% yield.


TTM20252024202320222021202020192018201720162015
FIKGX
Fidelity Advisor Semiconductors Fund Class Z
6.65%6.67%0.00%3.14%3.08%4.19%4.54%1.08%19.72%0.00%0.00%0.00%
MFEKX
MFS Growth R6
17.15%14.82%25.31%4.82%1.04%2.74%3.55%1.57%3.88%2.49%1.70%3.64%

Drawdowns

FIKGX vs. MFEKX - Drawdown Comparison

The maximum FIKGX drawdown since its inception was -45.98%, which is greater than MFEKX's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for FIKGX and MFEKX.


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Drawdown Indicators


FIKGXMFEKXDifference

Max Drawdown

Largest peak-to-trough decline

-45.98%

-36.06%

-9.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-17.27%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-45.98%

-36.06%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-14.64%

-17.27%

+2.63%

Average Drawdown

Average peak-to-trough decline

-10.00%

-5.66%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

5.05%

-0.57%

Volatility

FIKGX vs. MFEKX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class Z (FIKGX) has a higher volatility of 10.50% compared to MFS Growth R6 (MFEKX) at 5.57%. This indicates that FIKGX's price experiences larger fluctuations and is considered to be riskier than MFEKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIKGXMFEKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.50%

5.57%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

24.76%

12.05%

+12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

21.56%

+18.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.04%

21.86%

+16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.31%

21.12%

+17.19%