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FSHCX vs. FIJYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSHCX vs. FIJYX - 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 Class Z (FIJYX). The values are adjusted to include any dividend payments, if applicable.

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FSHCX vs. FIJYX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FSHCX
Fidelity Select Health Care Services Portfolio
-10.34%3.85%-13.21%1.52%0.86%20.22%18.58%19.91%-11.02%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
2.35%40.09%0.03%11.19%-7.60%-2.76%32.72%26.25%-11.45%

Returns By Period

In the year-to-date period, FSHCX achieves a -10.34% return, which is significantly lower than FIJYX's 2.35% return.


FSHCX

1D
0.89%
1M
-8.54%
YTD
-10.34%
6M
-9.69%
1Y
-18.46%
3Y*
-4.05%
5Y*
-1.34%
10Y*
7.23%

FIJYX

1D
5.06%
1M
-0.73%
YTD
2.35%
6M
15.76%
1Y
55.98%
3Y*
18.69%
5Y*
8.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSHCX vs. FIJYX - Expense Ratio Comparison

FSHCX has a 0.71% expense ratio, which is higher than FIJYX's 0.61% expense ratio.


Return for Risk

FSHCX vs. FIJYX — 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: 11
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: 11
Martin Ratio Rank

FIJYX
FIJYX Risk / Return Rank: 8989
Overall Rank
FIJYX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FIJYX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FIJYX Omega Ratio Rank: 8080
Omega Ratio Rank
FIJYX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FIJYX Martin Ratio Rank: 9494
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. FIJYX - 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 Class Z (FIJYX). 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.


FSHCXFIJYXDifference

Sharpe ratio

Return per unit of total volatility

-0.79

1.96

-2.75

Sortino ratio

Return per unit of downside risk

-0.91

2.56

-3.47

Omega ratio

Gain probability vs. loss probability

0.87

1.33

-0.46

Calmar ratio

Return relative to maximum drawdown

-0.65

3.20

-3.85

Martin ratio

Return relative to average drawdown

-1.15

12.85

-13.99

FSHCX vs. FIJYX - Sharpe Ratio Comparison

The current FSHCX Sharpe Ratio is -0.79, which is lower than the FIJYX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of FSHCX and FIJYX, 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


FSHCXFIJYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

1.96

-2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.35

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.43

+0.10

Correlation

The correlation between FSHCX and FIJYX is 0.47, 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. FIJYX - Dividend Comparison

FSHCX's dividend yield for the trailing twelve months is around 0.84%, less than FIJYX's 1.41% yield.


TTM20252024202320222021202020192018201720162015
FSHCX
Fidelity Select Health Care Services Portfolio
0.84%0.75%16.63%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%
FIJYX
Fidelity Advisor Biotechnology Fund Class Z
1.41%1.44%0.00%1.55%0.00%18.90%8.13%6.49%2.35%0.00%0.00%0.00%

Drawdowns

FSHCX vs. FIJYX - Drawdown Comparison

The maximum FSHCX drawdown since its inception was -57.81%, which is greater than FIJYX's maximum drawdown of -38.53%. Use the drawdown chart below to compare losses from any high point for FSHCX and FIJYX.


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Drawdown Indicators


FSHCXFIJYXDifference

Max Drawdown

Largest peak-to-trough decline

-57.81%

-38.53%

-19.28%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-13.59%

-14.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.52%

-36.39%

+6.87%

Max Drawdown (10Y)

Largest decline over 10 years

-35.48%

Current Drawdown

Current decline from peak

-23.27%

-2.49%

-20.78%

Average Drawdown

Average peak-to-trough decline

-11.36%

-11.76%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.04%

3.69%

+12.35%

Volatility

FSHCX vs. FIJYX - Volatility Comparison

The current volatility for Fidelity Select Health Care Services Portfolio (FSHCX) is 5.29%, while Fidelity Advisor Biotechnology Fund Class Z (FIJYX) has a volatility of 9.34%. This indicates that FSHCX experiences smaller price fluctuations and is considered to be less risky than FIJYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSHCXFIJYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

9.34%

-4.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.64%

17.01%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

23.10%

26.00%

-2.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

23.43%

-4.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

25.07%

-3.66%