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FIKMX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIKMX vs. FSPSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) and Fidelity International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FIKMX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
0.00%7.29%8.03%9.51%-14.48%19.04%-0.98%18.04%-1.71%
FSPSX
Fidelity International Index Fund
-1.94%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-7.49%

Returns By Period


FIKMX

1D
0.33%
1M
-3.12%
YTD
0.00%
6M
1.05%
1Y
4.47%
3Y*
7.50%
5Y*
4.02%
10Y*

FSPSX

1D
0.42%
1M
-10.86%
YTD
-1.94%
6M
2.58%
1Y
19.89%
3Y*
13.50%
5Y*
7.96%
10Y*
8.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIKMX vs. FSPSX - Expense Ratio Comparison

FIKMX has a 0.59% expense ratio, which is higher than FSPSX's 0.04% expense ratio.


Return for Risk

FIKMX vs. FSPSX — Risk / Return Rank

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

FIKMX
FIKMX Risk / Return Rank: 4444
Overall Rank
FIKMX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FIKMX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FIKMX Omega Ratio Rank: 4242
Omega Ratio Rank
FIKMX Calmar Ratio Rank: 4444
Calmar Ratio Rank
FIKMX Martin Ratio Rank: 4747
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 6464
Overall Rank
FSPSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 6060
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 6363
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.

FIKMX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) and Fidelity International Index Fund (FSPSX). 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.


FIKMXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.11

-0.17

Sortino ratio

Return per unit of downside risk

1.25

1.56

-0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.54

-0.44

Martin ratio

Return relative to average drawdown

4.71

5.93

-1.21

FIKMX vs. FSPSX - Sharpe Ratio Comparison

The current FIKMX Sharpe Ratio is 0.94, which is comparable to the FSPSX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FIKMX and FSPSX, 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


FIKMXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.11

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.51

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.46

+0.06

Correlation

The correlation between FIKMX and FSPSX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIKMX vs. FSPSX - Dividend Comparison

FIKMX's dividend yield for the trailing twelve months is around 4.80%, more than FSPSX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
FIKMX
Fidelity Advisor Real Estate Income Fund Class Z
4.80%4.80%4.81%5.15%6.24%1.59%4.90%5.82%2.31%0.00%0.00%0.00%
FSPSX
Fidelity International Index Fund
3.22%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FIKMX vs. FSPSX - Drawdown Comparison

The maximum FIKMX drawdown since its inception was -34.49%, roughly equal to the maximum FSPSX drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FIKMX and FSPSX.


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Drawdown Indicators


FIKMXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-33.69%

-0.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.35%

-11.39%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-29.41%

+11.37%

Max Drawdown (10Y)

Largest decline over 10 years

-33.69%

Current Drawdown

Current decline from peak

-3.12%

-10.86%

+7.74%

Average Drawdown

Average peak-to-trough decline

-5.26%

-6.59%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.96%

-1.94%

Volatility

FIKMX vs. FSPSX - Volatility Comparison

The current volatility for Fidelity Advisor Real Estate Income Fund Class Z (FIKMX) is 1.57%, while Fidelity International Index Fund (FSPSX) has a volatility of 7.04%. This indicates that FIKMX experiences smaller price fluctuations and is considered to be less risky than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIKMXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

7.04%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.88%

10.63%

-7.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.95%

16.79%

-11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.52%

15.77%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.69%

16.47%

-5.78%