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FVIAX vs. FADTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVIAX vs. FADTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Government Income Fund Class A (FVIAX) and Fidelity Advisor Technology Fund Class A (FADTX). The values are adjusted to include any dividend payments, if applicable.

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FVIAX vs. FADTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVIAX
Fidelity Advisor Government Income Fund Class A
-0.19%6.20%-0.18%3.64%-13.30%-2.54%6.45%6.06%0.39%1.78%
FADTX
Fidelity Advisor Technology Fund Class A
0.00%24.35%35.02%59.29%-36.17%27.26%63.93%50.57%-8.52%49.42%

Returns By Period


FVIAX

1D
0.55%
1M
-2.02%
YTD
-0.19%
6M
0.63%
1Y
3.08%
3Y*
2.11%
5Y*
-0.79%
10Y*
0.48%

FADTX

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

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FVIAX vs. FADTX - Expense Ratio Comparison

FVIAX has a 0.77% expense ratio, which is lower than FADTX's 0.97% expense ratio.


Return for Risk

FVIAX vs. FADTX — Risk / Return Rank

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

FVIAX
FVIAX Risk / Return Rank: 4141
Overall Rank
FVIAX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FVIAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FVIAX Omega Ratio Rank: 2828
Omega Ratio Rank
FVIAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FVIAX Martin Ratio Rank: 3636
Martin Ratio Rank

FADTX
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.

FVIAX vs. FADTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Government Income Fund Class A (FVIAX) and Fidelity Advisor Technology Fund Class A (FADTX). 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.


FVIAXFADTXDifference

Sharpe ratio

Return per unit of total volatility

0.83

Sortino ratio

Return per unit of downside risk

1.20

Omega ratio

Gain probability vs. loss probability

1.14

Calmar ratio

Return relative to maximum drawdown

1.43

Martin ratio

Return relative to average drawdown

3.84

FVIAX vs. FADTX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FVIAXFADTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

Correlation

The correlation between FVIAX and FADTX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FVIAX vs. FADTX - Dividend Comparison

FVIAX's dividend yield for the trailing twelve months is around 2.82%, less than FADTX's 11.13% yield.


TTM20252024202320222021202020192018201720162015
FVIAX
Fidelity Advisor Government Income Fund Class A
2.82%3.03%2.93%2.03%0.86%0.39%2.07%1.77%1.75%1.47%2.34%1.96%
FADTX
Fidelity Advisor Technology Fund Class A
11.13%11.13%8.01%3.94%3.72%12.63%7.85%2.52%23.98%8.23%1.63%4.55%

Drawdowns

FVIAX vs. FADTX - Drawdown Comparison


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Drawdown Indicators


FVIAXFADTXDifference

Max Drawdown

Largest peak-to-trough decline

-20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

Max Drawdown (5Y)

Largest decline over 5 years

-18.57%

Max Drawdown (10Y)

Largest decline over 10 years

-20.66%

Current Drawdown

Current decline from peak

-8.86%

Average Drawdown

Average peak-to-trough decline

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

Volatility

FVIAX vs. FADTX - Volatility Comparison


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Volatility by Period


FVIAXFADTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%