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

Key characteristics


FIKGXVITAX
YTD Return50.16%19.95%
1Y Return61.56%31.62%
3Y Return (Ann)32.59%15.64%
5Y Return (Ann)40.54%24.19%
Sharpe Ratio2.081.83
Daily Std Dev28.80%18.21%
Max Drawdown-45.98%-54.81%
Current Drawdown-0.12%0.00%

Correlation

-0.50.00.51.00.9

The correlation between FIKGX and VITAX is 0.88, 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. VITAX - Performance Comparison

In the year-to-date period, FIKGX achieves a 50.16% return, which is significantly higher than VITAX's 19.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%2024FebruaryMarchAprilMayJune
440.91%
205.23%
FIKGX
VITAX

Compare stocks, funds, or ETFs

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


Fidelity Advisor Semiconductors Fund Class Z

Vanguard Information Technology Index Fund Admiral Shares

FIKGX vs. VITAX - Expense Ratio Comparison

FIKGX has a 0.62% expense ratio, which is higher than VITAX's 0.10% expense ratio.


FIKGX
Fidelity Advisor Semiconductors Fund Class Z
Expense ratio chart for FIKGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for VITAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FIKGX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class Z (FIKGX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


FIKGX
Sharpe ratio
The chart of Sharpe ratio for FIKGX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.002.08
Sortino ratio
The chart of Sortino ratio for FIKGX, currently valued at 2.81, compared to the broader market0.005.0010.002.81
Omega ratio
The chart of Omega ratio for FIKGX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for FIKGX, currently valued at 2.85, compared to the broader market0.005.0010.0015.002.85
Martin ratio
The chart of Martin ratio for FIKGX, currently valued at 7.74, compared to the broader market0.0020.0040.0060.0080.007.74
VITAX
Sharpe ratio
The chart of Sharpe ratio for VITAX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for VITAX, currently valued at 2.51, compared to the broader market0.005.0010.002.51
Omega ratio
The chart of Omega ratio for VITAX, currently valued at 1.31, compared to the broader market1.002.003.004.001.31
Calmar ratio
The chart of Calmar ratio for VITAX, currently valued at 2.56, compared to the broader market0.005.0010.0015.002.56
Martin ratio
The chart of Martin ratio for VITAX, currently valued at 7.23, compared to the broader market0.0020.0040.0060.0080.007.23

FIKGX vs. VITAX - Sharpe Ratio Comparison

The current FIKGX Sharpe Ratio is 2.08, which roughly equals the VITAX Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of FIKGX and VITAX.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.08
1.83
FIKGX
VITAX

Dividends

FIKGX vs. VITAX - Dividend Comparison

FIKGX's dividend yield for the trailing twelve months is around 2.09%, more than VITAX's 0.62% yield.


TTM20232022202120202019201820172016201520142013
FIKGX
Fidelity Advisor Semiconductors Fund Class Z
2.09%3.14%3.08%4.19%4.54%1.08%19.72%0.00%0.00%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.04%

Drawdowns

FIKGX vs. VITAX - Drawdown Comparison

The maximum FIKGX drawdown since its inception was -45.98%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for FIKGX and VITAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-0.12%
0
FIKGX
VITAX

Volatility

FIKGX vs. VITAX - Volatility Comparison

Fidelity Advisor Semiconductors Fund Class Z (FIKGX) has a higher volatility of 7.45% compared to Vanguard Information Technology Index Fund Admiral Shares (VITAX) at 4.80%. This indicates that FIKGX's price experiences larger fluctuations and is considered to be riskier than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
7.45%
4.80%
FIKGX
VITAX