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GGHCX vs. FHCCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGHCX vs. FHCCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Health Care Fund (GGHCX) and Fidelity Advisor Health Care Fund Class C (FHCCX). The values are adjusted to include any dividend payments, if applicable.

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GGHCX vs. FHCCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGHCX
Invesco Health Care Fund
-8.65%15.48%3.96%3.05%-13.53%12.05%14.52%32.01%0.27%15.51%
FHCCX
Fidelity Advisor Health Care Fund Class C
-9.80%-5.49%3.20%3.02%-13.72%10.43%20.15%26.96%6.37%23.12%

Returns By Period

In the year-to-date period, GGHCX achieves a -8.65% return, which is significantly higher than FHCCX's -9.80% return. Over the past 10 years, GGHCX has outperformed FHCCX with an annualized return of 6.75%, while FHCCX has yielded a comparatively lower 5.57% annualized return.


GGHCX

1D
0.65%
1M
-8.58%
YTD
-8.65%
6M
-1.69%
1Y
1.85%
3Y*
5.07%
5Y*
2.41%
10Y*
6.75%

FHCCX

1D
-0.72%
1M
-9.58%
YTD
-9.80%
6M
-16.82%
1Y
-13.69%
3Y*
-3.33%
5Y*
-3.13%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGHCX vs. FHCCX - Expense Ratio Comparison

GGHCX has a 1.04% expense ratio, which is lower than FHCCX's 1.72% expense ratio.


Return for Risk

GGHCX vs. FHCCX — Risk / Return Rank

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

GGHCX
GGHCX Risk / Return Rank: 77
Overall Rank
GGHCX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GGHCX Sortino Ratio Rank: 77
Sortino Ratio Rank
GGHCX Omega Ratio Rank: 66
Omega Ratio Rank
GGHCX Calmar Ratio Rank: 88
Calmar Ratio Rank
GGHCX Martin Ratio Rank: 88
Martin Ratio Rank

FHCCX
FHCCX Risk / Return Rank: 11
Overall Rank
FHCCX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FHCCX Sortino Ratio Rank: 22
Sortino Ratio Rank
FHCCX Omega Ratio Rank: 11
Omega Ratio Rank
FHCCX Calmar Ratio Rank: 11
Calmar Ratio Rank
FHCCX Martin Ratio Rank: 22
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.

GGHCX vs. FHCCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Health Care Fund (GGHCX) and Fidelity Advisor Health Care Fund Class C (FHCCX). 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.


GGHCXFHCCXDifference

Sharpe ratio

Return per unit of total volatility

0.12

-0.56

+0.69

Sortino ratio

Return per unit of downside risk

0.28

-0.55

+0.83

Omega ratio

Gain probability vs. loss probability

1.04

0.90

+0.13

Calmar ratio

Return relative to maximum drawdown

0.10

-0.55

+0.65

Martin ratio

Return relative to average drawdown

0.32

-1.35

+1.66

GGHCX vs. FHCCX - Sharpe Ratio Comparison

The current GGHCX Sharpe Ratio is 0.12, which is higher than the FHCCX Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of GGHCX and FHCCX, 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


GGHCXFHCCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-0.56

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.16

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.29

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.45

+0.11

Correlation

The correlation between GGHCX and FHCCX is 0.87, 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

GGHCX vs. FHCCX - Dividend Comparison

GGHCX's dividend yield for the trailing twelve months is around 6.22%, while FHCCX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GGHCX
Invesco Health Care Fund
6.22%5.69%5.17%0.00%0.00%24.69%6.44%3.51%8.81%6.88%2.24%15.07%
FHCCX
Fidelity Advisor Health Care Fund Class C
0.00%0.00%17.59%0.00%0.00%8.32%6.85%0.41%6.43%0.00%0.00%7.84%

Drawdowns

GGHCX vs. FHCCX - Drawdown Comparison

The maximum GGHCX drawdown since its inception was -40.23%, smaller than the maximum FHCCX drawdown of -45.28%. Use the drawdown chart below to compare losses from any high point for GGHCX and FHCCX.


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Drawdown Indicators


GGHCXFHCCXDifference

Max Drawdown

Largest peak-to-trough decline

-40.23%

-45.28%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-27.25%

+13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-29.67%

+4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-29.34%

-29.67%

+0.33%

Current Drawdown

Current decline from peak

-12.96%

-27.25%

+14.29%

Average Drawdown

Average peak-to-trough decline

-8.82%

-10.12%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

11.08%

-6.67%

Volatility

GGHCX vs. FHCCX - Volatility Comparison

The current volatility for Invesco Health Care Fund (GGHCX) is 4.60%, while Fidelity Advisor Health Care Fund Class C (FHCCX) has a volatility of 5.59%. This indicates that GGHCX experiences smaller price fluctuations and is considered to be less risky than FHCCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGHCXFHCCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

5.59%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

22.17%

-13.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

25.40%

-9.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

19.34%

-3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

19.55%

-2.06%