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GITIX vs. FELAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GITIX and FELAX is 0.83, 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.


-0.50.00.51.00.8

Performance

GITIX vs. FELAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Technology Opportunities Fund (GITIX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
15.70%
-2.04%
GITIX
FELAX

Key characteristics

Sharpe Ratio

GITIX:

1.23

FELAX:

0.58

Sortino Ratio

GITIX:

1.68

FELAX:

0.99

Omega Ratio

GITIX:

1.23

FELAX:

1.13

Calmar Ratio

GITIX:

0.86

FELAX:

0.93

Martin Ratio

GITIX:

6.09

FELAX:

2.25

Ulcer Index

GITIX:

4.31%

FELAX:

10.00%

Daily Std Dev

GITIX:

21.39%

FELAX:

38.76%

Max Drawdown

GITIX:

-83.29%

FELAX:

-71.33%

Current Drawdown

GITIX:

-8.63%

FELAX:

-10.81%

Returns By Period

In the year-to-date period, GITIX achieves a 7.59% return, which is significantly higher than FELAX's 3.35% return. Over the past 10 years, GITIX has underperformed FELAX with an annualized return of 6.85%, while FELAX has yielded a comparatively higher 19.43% annualized return.


GITIX

YTD

7.59%

1M

4.59%

6M

15.70%

1Y

25.66%

5Y*

6.88%

10Y*

6.85%

FELAX

YTD

3.35%

1M

-2.10%

6M

-2.04%

1Y

21.69%

5Y*

23.88%

10Y*

19.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GITIX vs. FELAX - Expense Ratio Comparison

GITIX has a 0.97% expense ratio, which is lower than FELAX's 1.01% expense ratio.


FELAX
Fidelity Advisor Semiconductors Fund Class A
Expense ratio chart for FELAX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for GITIX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

GITIX vs. FELAX — Risk-Adjusted Performance Rank

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

GITIX
The Risk-Adjusted Performance Rank of GITIX is 5858
Overall Rank
The Sharpe Ratio Rank of GITIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GITIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of GITIX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of GITIX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GITIX is 6666
Martin Ratio Rank

FELAX
The Risk-Adjusted Performance Rank of FELAX is 3131
Overall Rank
The Sharpe Ratio Rank of FELAX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FELAX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FELAX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FELAX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FELAX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GITIX vs. FELAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Technology Opportunities Fund (GITIX) and Fidelity Advisor Semiconductors Fund Class A (FELAX). 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.


Sharpe ratio
The chart of Sharpe ratio for GITIX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.001.230.58
The chart of Sortino ratio for GITIX, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.680.99
The chart of Omega ratio for GITIX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.13
The chart of Calmar ratio for GITIX, currently valued at 0.86, compared to the broader market0.005.0010.0015.0020.000.860.93
The chart of Martin ratio for GITIX, currently valued at 6.09, compared to the broader market0.0020.0040.0060.0080.006.092.25
GITIX
FELAX

The current GITIX Sharpe Ratio is 1.23, which is higher than the FELAX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of GITIX and FELAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.23
0.58
GITIX
FELAX

Dividends

GITIX vs. FELAX - Dividend Comparison

Neither GITIX nor FELAX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GITIX
Goldman Sachs Technology Opportunities Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FELAX
Fidelity Advisor Semiconductors Fund Class A
0.00%0.00%0.00%0.00%0.00%0.11%0.26%0.61%0.49%0.24%10.72%0.04%

Drawdowns

GITIX vs. FELAX - Drawdown Comparison

The maximum GITIX drawdown since its inception was -83.29%, which is greater than FELAX's maximum drawdown of -71.33%. Use the drawdown chart below to compare losses from any high point for GITIX and FELAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-8.63%
-10.81%
GITIX
FELAX

Volatility

GITIX vs. FELAX - Volatility Comparison

The current volatility for Goldman Sachs Technology Opportunities Fund (GITIX) is 6.33%, while Fidelity Advisor Semiconductors Fund Class A (FELAX) has a volatility of 14.83%. This indicates that GITIX experiences smaller price fluctuations and is considered to be less risky than FELAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.33%
14.83%
GITIX
FELAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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