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FIXIX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIXIX and FSELX is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

FIXIX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor International Small Cap Fund Class I (FIXIX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
843.13%
1,009.67%
FIXIX
FSELX

Key characteristics

Sharpe Ratio

FIXIX:

0.62

FSELX:

-0.14

Sortino Ratio

FIXIX:

0.91

FSELX:

0.12

Omega Ratio

FIXIX:

1.13

FSELX:

1.02

Calmar Ratio

FIXIX:

0.67

FSELX:

-0.17

Martin Ratio

FIXIX:

1.68

FSELX:

-0.46

Ulcer Index

FIXIX:

5.05%

FSELX:

14.46%

Daily Std Dev

FIXIX:

13.74%

FSELX:

46.62%

Max Drawdown

FIXIX:

-58.65%

FSELX:

-81.70%

Current Drawdown

FIXIX:

-1.54%

FSELX:

-32.13%

Returns By Period

In the year-to-date period, FIXIX achieves a 7.98% return, which is significantly higher than FSELX's -23.24% return. Over the past 10 years, FIXIX has underperformed FSELX with an annualized return of 5.27%, while FSELX has yielded a comparatively higher 13.47% annualized return.


FIXIX

YTD

7.98%

1M

0.73%

6M

4.27%

1Y

7.36%

5Y*

11.23%

10Y*

5.27%

FSELX

YTD

-23.24%

1M

-15.33%

6M

-26.43%

1Y

-9.48%

5Y*

20.36%

10Y*

13.47%

*Annualized

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FIXIX vs. FSELX - Expense Ratio Comparison

FIXIX has a 1.02% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Expense ratio chart for FIXIX: current value is 1.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIXIX: 1.02%
Expense ratio chart for FSELX: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSELX: 0.68%

Risk-Adjusted Performance

FIXIX vs. FSELX — Risk-Adjusted Performance Rank

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

FIXIX
The Risk-Adjusted Performance Rank of FIXIX is 6363
Overall Rank
The Sharpe Ratio Rank of FIXIX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FIXIX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FIXIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FIXIX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FIXIX is 5353
Martin Ratio Rank

FSELX
The Risk-Adjusted Performance Rank of FSELX is 1919
Overall Rank
The Sharpe Ratio Rank of FSELX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FSELX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FSELX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FSELX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of FSELX is 1515
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.

FIXIX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Small Cap Fund Class I (FIXIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 chart of Sharpe ratio for FIXIX, currently valued at 0.62, compared to the broader market-1.000.001.002.003.00
FIXIX: 0.62
FSELX: -0.14
The chart of Sortino ratio for FIXIX, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
FIXIX: 0.91
FSELX: 0.12
The chart of Omega ratio for FIXIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FIXIX: 1.13
FSELX: 1.02
The chart of Calmar ratio for FIXIX, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.00
FIXIX: 0.67
FSELX: -0.17
The chart of Martin ratio for FIXIX, currently valued at 1.68, compared to the broader market0.0010.0020.0030.0040.0050.00
FIXIX: 1.68
FSELX: -0.46

The current FIXIX Sharpe Ratio is 0.62, which is higher than the FSELX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FIXIX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.62
-0.14
FIXIX
FSELX

Dividends

FIXIX vs. FSELX - Dividend Comparison

FIXIX's dividend yield for the trailing twelve months is around 2.40%, while FSELX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FIXIX
Fidelity Advisor International Small Cap Fund Class I
2.40%2.59%1.88%0.68%2.57%0.81%1.83%1.93%1.01%1.58%5.55%16.58%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%

Drawdowns

FIXIX vs. FSELX - Drawdown Comparison

The maximum FIXIX drawdown since its inception was -58.65%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for FIXIX and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.54%
-32.13%
FIXIX
FSELX

Volatility

FIXIX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor International Small Cap Fund Class I (FIXIX) is 8.54%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 26.61%. This indicates that FIXIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
8.54%
26.61%
FIXIX
FSELX