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FSHCX vs. FBTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHCX vs. FBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Select Health Care Services Portfolio (FSHCX) and Fidelity Advisor Biotechnology Fund I Class (FBTIX). The values are adjusted to include any dividend payments, if applicable.

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FSHCX vs. FBTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSHCX
Fidelity Select Health Care Services Portfolio
-13.20%3.85%-13.21%1.52%0.86%20.22%18.58%19.91%10.17%24.46%
FBTIX
Fidelity Advisor Biotechnology Fund I Class
-2.62%39.91%5.63%11.02%-7.74%-2.86%32.53%26.11%-3.61%26.15%

Returns By Period

In the year-to-date period, FSHCX achieves a -13.20% return, which is significantly lower than FBTIX's -2.62% return. Over the past 10 years, FSHCX has underperformed FBTIX with an annualized return of 6.88%, while FBTIX has yielded a comparatively higher 11.60% annualized return.


FSHCX

1D
0.02%
1M
-11.93%
YTD
-13.20%
6M
-12.00%
1Y
-21.02%
3Y*
-5.07%
5Y*
-1.99%
10Y*
6.88%

FBTIX

1D
-0.74%
1M
-6.04%
YTD
-2.62%
6M
11.57%
1Y
43.10%
3Y*
18.79%
5Y*
8.22%
10Y*
11.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSHCX vs. FBTIX - Expense Ratio Comparison

FSHCX has a 0.71% expense ratio, which is lower than FBTIX's 0.73% expense ratio.


Return for Risk

FSHCX vs. FBTIX — Risk / Return Rank

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

FSHCX
FSHCX Risk / Return Rank: 11
Overall Rank
FSHCX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
FSHCX Sortino Ratio Rank: 11
Sortino Ratio Rank
FSHCX Omega Ratio Rank: 11
Omega Ratio Rank
FSHCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FSHCX Martin Ratio Rank: 22
Martin Ratio Rank

FBTIX
FBTIX Risk / Return Rank: 8383
Overall Rank
FBTIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FBTIX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FBTIX Omega Ratio Rank: 7373
Omega Ratio Rank
FBTIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FBTIX Martin Ratio Rank: 8989
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.

FSHCX vs. FBTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Health Care Services Portfolio (FSHCX) and Fidelity Advisor Biotechnology Fund I Class (FBTIX). 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.


FSHCXFBTIXDifference

Sharpe ratio

Return per unit of total volatility

-0.89

1.58

-2.47

Sortino ratio

Return per unit of downside risk

-1.05

2.12

-3.17

Omega ratio

Gain probability vs. loss probability

0.85

1.27

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.73

2.40

-3.13

Martin ratio

Return relative to average drawdown

-1.29

9.76

-11.05

FSHCX vs. FBTIX - Sharpe Ratio Comparison

The current FSHCX Sharpe Ratio is -0.89, which is lower than the FBTIX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of FSHCX and FBTIX, 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


FSHCXFBTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

1.58

-2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.36

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.47

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.32

+0.20

Correlation

The correlation between FSHCX and FBTIX is 0.54, 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

FSHCX vs. FBTIX - Dividend Comparison

FSHCX's dividend yield for the trailing twelve months is around 0.87%, less than FBTIX's 1.42% yield.


TTM20252024202320222021202020192018201720162015
FSHCX
Fidelity Select Health Care Services Portfolio
0.87%0.75%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%
FBTIX
Fidelity Advisor Biotechnology Fund I Class
1.42%1.39%5.69%1.36%0.00%18.74%8.01%6.44%2.35%0.00%0.00%5.23%

Drawdowns

FSHCX vs. FBTIX - Drawdown Comparison

The maximum FSHCX drawdown since its inception was -57.81%, smaller than the maximum FBTIX drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for FSHCX and FBTIX.


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Drawdown Indicators


FSHCXFBTIXDifference

Max Drawdown

Largest peak-to-trough decline

-57.81%

-63.45%

+5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-13.62%

-14.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-36.41%

+6.89%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

-38.64%

+3.16%

Current Drawdown

Current decline from peak

-25.72%

-7.21%

-18.51%

Average Drawdown

Average peak-to-trough decline

-11.36%

-20.73%

+9.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.92%

4.09%

+11.83%

Volatility

FSHCX vs. FBTIX - Volatility Comparison

The current volatility for Fidelity Select Health Care Services Portfolio (FSHCX) is 4.32%, while Fidelity Advisor Biotechnology Fund I Class (FBTIX) has a volatility of 7.77%. This indicates that FSHCX experiences smaller price fluctuations and is considered to be less risky than FBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHCXFBTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

7.77%

-3.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

16.36%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

25.57%

-2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

23.23%

-4.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.40%

24.54%

-3.14%