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FNIAX vs. FSELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FNIAX vs. FSELX - Performance Comparison

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

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FNIAX vs. FSELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNIAX
Fidelity Advisor New Insights Fund Class A
-7.49%21.17%34.94%35.97%-26.57%24.40%23.62%29.17%-4.67%28.07%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-12.01%34.51%

Returns By Period

Over the past 10 years, FNIAX has underperformed FSELX with an annualized return of 14.58%, while FSELX has yielded a comparatively higher 31.42% annualized return.


FNIAX

1D
-0.52%
1M
-9.26%
YTD
-7.49%
6M
-4.20%
1Y
20.18%
3Y*
23.16%
5Y*
12.88%
10Y*
14.58%

FSELX

1D
-4.27%
1M
-9.75%
YTD
0.00%
6M
7.40%
1Y
85.27%
3Y*
43.05%
5Y*
30.67%
10Y*
31.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FNIAX vs. FSELX - Expense Ratio Comparison

FNIAX has a 0.93% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

FNIAX vs. FSELX — Risk / Return Rank

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

FNIAX
FNIAX Risk / Return Rank: 6464
Overall Rank
FNIAX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FNIAX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FNIAX Omega Ratio Rank: 6060
Omega Ratio Rank
FNIAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FNIAX Martin Ratio Rank: 6868
Martin Ratio Rank

FSELX
FSELX Risk / Return Rank: 9494
Overall Rank
FSELX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FSELX Omega Ratio Rank: 8989
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
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.

FNIAX vs. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New Insights Fund Class A (FNIAX) 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.


FNIAXFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.04

2.07

-1.03

Sortino ratio

Return per unit of downside risk

1.56

2.72

-1.15

Omega ratio

Gain probability vs. loss probability

1.23

1.38

-0.15

Calmar ratio

Return relative to maximum drawdown

1.59

4.58

-2.98

Martin ratio

Return relative to average drawdown

6.45

18.71

-12.26

FNIAX vs. FSELX - Sharpe Ratio Comparison

The current FNIAX Sharpe Ratio is 1.04, which is lower than the FSELX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FNIAX 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.


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Sharpe Ratios by Period


FNIAXFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.07

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.80

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.91

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.49

+0.10

Correlation

The correlation between FNIAX and FSELX is 0.77, 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

FNIAX vs. FSELX - Dividend Comparison

FNIAX's dividend yield for the trailing twelve months is around 10.10%, less than FSELX's 11.11% yield.


TTM20252024202320222021202020192018201720162015
FNIAX
Fidelity Advisor New Insights Fund Class A
10.10%8.96%5.85%6.18%17.12%12.66%8.14%6.48%13.78%7.61%4.99%4.40%
FSELX
Fidelity Select Semiconductors Portfolio
11.11%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

FNIAX vs. FSELX - Drawdown Comparison

The maximum FNIAX drawdown since its inception was -49.69%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for FNIAX and FSELX.


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Drawdown Indicators


FNIAXFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-49.69%

-82.54%

+32.85%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-17.23%

+6.38%

Max Drawdown (5Y)

Largest decline over 5 years

-31.98%

-46.37%

+14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.98%

-46.37%

+14.39%

Current Drawdown

Current decline from peak

-10.41%

-14.38%

+3.97%

Average Drawdown

Average peak-to-trough decline

-7.28%

-28.82%

+21.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

4.21%

-1.53%

Volatility

FNIAX vs. FSELX - Volatility Comparison

The current volatility for Fidelity Advisor New Insights Fund Class A (FNIAX) is 5.30%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 10.47%. This indicates that FNIAX 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.


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Volatility by Period


FNIAXFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

10.47%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.84%

24.91%

-14.07%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

40.89%

-21.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.01%

38.58%

-19.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

34.71%

-15.49%