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ICTEX vs. FELTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICTEX vs. FELTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ICON Health and Information Technology Fund (ICTEX) and Fidelity Advisor Semiconductors Fund Class M (FELTX). The values are adjusted to include any dividend payments, if applicable.

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ICTEX vs. FELTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICTEX
ICON Health and Information Technology Fund
-4.55%17.55%20.45%13.59%-19.38%17.62%33.94%43.72%-11.19%32.52%
FELTX
Fidelity Advisor Semiconductors Fund Class M
0.20%44.53%43.39%74.66%-35.23%57.08%43.20%63.20%-13.06%33.66%

Returns By Period

In the year-to-date period, ICTEX achieves a -4.55% return, which is significantly lower than FELTX's 0.20% return. Over the past 10 years, ICTEX has underperformed FELTX with an annualized return of 13.64%, while FELTX has yielded a comparatively higher 29.26% annualized return.


ICTEX

1D
-1.28%
1M
-10.15%
YTD
-4.55%
6M
-2.18%
1Y
25.87%
3Y*
14.48%
5Y*
6.79%
10Y*
13.64%

FELTX

1D
-4.26%
1M
-10.03%
YTD
0.20%
6M
8.05%
1Y
76.69%
3Y*
37.72%
5Y*
27.48%
10Y*
29.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICTEX vs. FELTX - Expense Ratio Comparison

Both ICTEX and FELTX have an expense ratio of 1.26%.


Return for Risk

ICTEX vs. FELTX — Risk / Return Rank

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

ICTEX
ICTEX Risk / Return Rank: 6666
Overall Rank
ICTEX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ICTEX Sortino Ratio Rank: 6767
Sortino Ratio Rank
ICTEX Omega Ratio Rank: 5959
Omega Ratio Rank
ICTEX Calmar Ratio Rank: 7474
Calmar Ratio Rank
ICTEX Martin Ratio Rank: 6767
Martin Ratio Rank

FELTX
FELTX Risk / Return Rank: 9292
Overall Rank
FELTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FELTX Sortino Ratio Rank: 9090
Sortino Ratio Rank
FELTX Omega Ratio Rank: 8686
Omega Ratio Rank
FELTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FELTX Martin Ratio Rank: 9797
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.

ICTEX vs. FELTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ICON Health and Information Technology Fund (ICTEX) and Fidelity Advisor Semiconductors Fund Class M (FELTX). 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.


ICTEXFELTXDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.92

-0.80

Sortino ratio

Return per unit of downside risk

1.67

2.53

-0.86

Omega ratio

Gain probability vs. loss probability

1.22

1.36

-0.13

Calmar ratio

Return relative to maximum drawdown

1.69

4.13

-2.44

Martin ratio

Return relative to average drawdown

6.38

15.71

-9.32

ICTEX vs. FELTX - Sharpe Ratio Comparison

The current ICTEX Sharpe Ratio is 1.12, which is lower than the FELTX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of ICTEX and FELTX, 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


ICTEXFELTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.92

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.73

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.86

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.38

-0.15

Correlation

The correlation between ICTEX and FELTX 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.


Dividends

ICTEX vs. FELTX - Dividend Comparison

ICTEX's dividend yield for the trailing twelve months is around 21.74%, more than FELTX's 7.34% yield.


TTM20252024202320222021202020192018201720162015
ICTEX
ICON Health and Information Technology Fund
21.74%20.75%11.36%12.46%18.84%16.62%3.45%4.32%16.94%24.94%21.88%0.00%
FELTX
Fidelity Advisor Semiconductors Fund Class M
7.34%7.35%7.56%3.64%3.54%4.50%4.56%0.95%20.90%9.73%0.13%10.79%

Drawdowns

ICTEX vs. FELTX - Drawdown Comparison

The maximum ICTEX drawdown since its inception was -81.85%, which is greater than FELTX's maximum drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for ICTEX and FELTX.


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Drawdown Indicators


ICTEXFELTXDifference

Max Drawdown

Largest peak-to-trough decline

-81.85%

-71.50%

-10.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-17.10%

+3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-46.25%

+19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-35.08%

-46.25%

+11.17%

Current Drawdown

Current decline from peak

-13.58%

-14.69%

+1.11%

Average Drawdown

Average peak-to-trough decline

-37.04%

-22.55%

-14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.50%

-0.90%

Volatility

ICTEX vs. FELTX - Volatility Comparison

The current volatility for ICON Health and Information Technology Fund (ICTEX) is 6.30%, while Fidelity Advisor Semiconductors Fund Class M (FELTX) has a volatility of 10.50%. This indicates that ICTEX experiences smaller price fluctuations and is considered to be less risky than FELTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICTEXFELTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

10.50%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

24.75%

-10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

23.07%

39.67%

-16.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

37.96%

-18.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

34.35%

-13.18%