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FIKHX vs. FSPTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIKHX and FSPTX 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

FIKHX vs. FSPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class Z (FIKHX) and Fidelity Select Technology Portfolio (FSPTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIKHX:

0.30

FSPTX:

0.30

Sortino Ratio

FIKHX:

0.67

FSPTX:

0.66

Omega Ratio

FIKHX:

1.09

FSPTX:

1.09

Calmar Ratio

FIKHX:

0.35

FSPTX:

0.35

Martin Ratio

FIKHX:

1.09

FSPTX:

1.08

Ulcer Index

FIKHX:

9.37%

FSPTX:

9.46%

Daily Std Dev

FIKHX:

32.82%

FSPTX:

33.07%

Max Drawdown

FIKHX:

-40.47%

FSPTX:

-84.32%

Current Drawdown

FIKHX:

-9.06%

FSPTX:

-9.29%

Returns By Period

The year-to-date returns for both stocks are quite close, with FIKHX having a -4.88% return and FSPTX slightly lower at -5.09%.


FIKHX

YTD

-4.88%

1M

9.95%

6M

-4.57%

1Y

8.64%

3Y*

23.98%

5Y*

20.33%

10Y*

N/A

FSPTX

YTD

-5.09%

1M

9.98%

6M

-4.78%

1Y

8.65%

3Y*

23.57%

5Y*

18.67%

10Y*

19.25%

*Annualized

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FIKHX vs. FSPTX - Expense Ratio Comparison

FIKHX has a 0.59% expense ratio, which is lower than FSPTX's 0.67% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIKHX vs. FSPTX — Risk-Adjusted Performance Rank

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

FIKHX
The Risk-Adjusted Performance Rank of FIKHX is 3737
Overall Rank
The Sharpe Ratio Rank of FIKHX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FIKHX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FIKHX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FIKHX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FIKHX is 3535
Martin Ratio Rank

FSPTX
The Risk-Adjusted Performance Rank of FSPTX is 3636
Overall Rank
The Sharpe Ratio Rank of FSPTX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPTX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of FSPTX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of FSPTX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FSPTX is 3535
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.

FIKHX vs. FSPTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class Z (FIKHX) and Fidelity Select Technology Portfolio (FSPTX). 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 FIKHX Sharpe Ratio is 0.30, which is comparable to the FSPTX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of FIKHX and FSPTX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FIKHX vs. FSPTX - Dividend Comparison

FIKHX's dividend yield for the trailing twelve months is around 7.71%, more than FSPTX's 7.49% yield.


TTM20242023202220212020201920182017201620152014
FIKHX
Fidelity Advisor Technology Fund Class Z
7.71%7.33%3.86%3.32%11.52%7.42%2.64%22.38%0.00%0.00%0.00%0.00%
FSPTX
Fidelity Select Technology Portfolio
7.49%4.71%0.01%3.95%11.62%18.86%1.61%23.63%8.31%1.49%4.19%17.71%

Drawdowns

FIKHX vs. FSPTX - Drawdown Comparison

The maximum FIKHX drawdown since its inception was -40.47%, smaller than the maximum FSPTX drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for FIKHX and FSPTX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIKHX vs. FSPTX - Volatility Comparison

Fidelity Advisor Technology Fund Class Z (FIKHX) and Fidelity Select Technology Portfolio (FSPTX) have volatilities of 6.91% and 7.06%, 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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