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FSELX vs. FIKHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSELX vs. FIKHX - Performance Comparison

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

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FSELX vs. FIKHX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSELX
Fidelity Select Semiconductors Portfolio
7.19%52.17%49.68%78.49%-35.27%59.16%44.33%64.50%-10.87%
FIKHX
Fidelity Advisor Technology Fund Class Z
0.00%24.77%35.52%59.89%-35.93%27.74%64.56%51.18%-17.39%

Returns By Period


FSELX

1D
7.19%
1M
-4.24%
YTD
7.19%
6M
13.70%
1Y
97.02%
3Y*
46.40%
5Y*
31.60%
10Y*
32.33%

FIKHX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSELX vs. FIKHX - Expense Ratio Comparison

FSELX has a 0.68% expense ratio, which is higher than FIKHX's 0.59% expense ratio.


Return for Risk

FSELX vs. FIKHX — Risk / Return Rank

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

FSELX
FSELX Risk / Return Rank: 9696
Overall Rank
FSELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9191
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX Martin Ratio Rank: 9898
Martin Ratio Rank

FIKHX
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.

FSELX vs. FIKHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Semiconductors Portfolio (FSELX) and Fidelity Advisor Technology Fund Class Z (FIKHX). 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.


FSELXFIKHXDifference

Sharpe ratio

Return per unit of total volatility

2.40

Sortino ratio

Return per unit of downside risk

3.02

Omega ratio

Gain probability vs. loss probability

1.43

Calmar ratio

Return relative to maximum drawdown

5.65

Martin ratio

Return relative to average drawdown

22.93

FSELX vs. FIKHX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSELXFIKHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

Correlation

The correlation between FSELX and FIKHX is 0.86, 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

FSELX vs. FIKHX - Dividend Comparison

FSELX's dividend yield for the trailing twelve months is around 10.36%, more than FIKHX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
FSELX
Fidelity Select Semiconductors Portfolio
10.36%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
FIKHX
Fidelity Advisor Technology Fund Class Z
9.85%9.85%7.33%3.86%3.32%11.52%7.42%2.64%22.38%0.00%0.00%0.00%

Drawdowns

FSELX vs. FIKHX - Drawdown Comparison


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Drawdown Indicators


FSELXFIKHXDifference

Max Drawdown

Largest peak-to-trough decline

-82.54%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-8.22%

Average Drawdown

Average peak-to-trough decline

-28.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

Volatility

FSELX vs. FIKHX - Volatility Comparison


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Volatility by Period


FSELXFIKHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.78%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

Volatility (1Y)

Calculated over the trailing 1-year period

41.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.78%