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PHSZX vs. FBTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PHSZX vs. FBTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM Jennison Health Sciences Fund (PHSZX) and Fidelity Advisor Biotechnology Fund I Class (FBTIX). The values are adjusted to include any dividend payments, if applicable.

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PHSZX vs. FBTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PHSZX
PGIM Jennison Health Sciences Fund
-5.52%19.73%23.04%12.50%-10.06%6.09%41.72%18.62%-3.77%31.41%
FBTIX
Fidelity Advisor Biotechnology Fund I Class
2.30%39.91%5.63%11.02%-7.74%-2.86%32.53%26.11%-3.61%26.15%

Returns By Period

In the year-to-date period, PHSZX achieves a -5.52% return, which is significantly lower than FBTIX's 2.30% return. Both investments have delivered pretty close results over the past 10 years, with PHSZX having a 12.65% annualized return and FBTIX not far behind at 12.15%.


PHSZX

1D
4.14%
1M
-4.65%
YTD
-5.52%
6M
7.42%
1Y
19.66%
3Y*
16.21%
5Y*
9.11%
10Y*
12.65%

FBTIX

1D
5.05%
1M
-0.75%
YTD
2.30%
6M
15.68%
1Y
55.75%
3Y*
20.76%
5Y*
9.19%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PHSZX vs. FBTIX - Expense Ratio Comparison

PHSZX has a 0.86% expense ratio, which is higher than FBTIX's 0.73% expense ratio.


Return for Risk

PHSZX vs. FBTIX — Risk / Return Rank

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

PHSZX
PHSZX Risk / Return Rank: 2929
Overall Rank
PHSZX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PHSZX Sortino Ratio Rank: 3030
Sortino Ratio Rank
PHSZX Omega Ratio Rank: 2323
Omega Ratio Rank
PHSZX Calmar Ratio Rank: 3636
Calmar Ratio Rank
PHSZX Martin Ratio Rank: 2626
Martin Ratio Rank

FBTIX
FBTIX Risk / Return Rank: 9090
Overall Rank
FBTIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FBTIX Sortino Ratio Rank: 8989
Sortino Ratio Rank
FBTIX Omega Ratio Rank: 8181
Omega Ratio Rank
FBTIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FBTIX 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.

PHSZX vs. FBTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM Jennison Health Sciences Fund (PHSZX) and Fidelity Advisor Biotechnology Fund I Class (FBTIX). 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.


PHSZXFBTIXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.95

-1.14

Sortino ratio

Return per unit of downside risk

1.23

2.55

-1.32

Omega ratio

Gain probability vs. loss probability

1.15

1.33

-0.18

Calmar ratio

Return relative to maximum drawdown

1.21

3.18

-1.97

Martin ratio

Return relative to average drawdown

3.66

12.79

-9.13

PHSZX vs. FBTIX - Sharpe Ratio Comparison

The current PHSZX Sharpe Ratio is 0.82, which is lower than the FBTIX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of PHSZX and FBTIX, 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


PHSZXFBTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.95

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.40

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.50

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.32

+0.32

Correlation

The correlation between PHSZX and FBTIX is 0.88, 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

PHSZX vs. FBTIX - Dividend Comparison

PHSZX's dividend yield for the trailing twelve months is around 11.57%, more than FBTIX's 1.36% yield.


TTM20252024202320222021202020192018201720162015
PHSZX
PGIM Jennison Health Sciences Fund
11.57%10.93%23.93%4.26%1.48%29.82%20.26%2.92%11.21%4.43%3.44%13.45%
FBTIX
Fidelity Advisor Biotechnology Fund I Class
1.36%1.39%5.69%1.36%0.00%18.74%8.01%6.44%2.35%0.00%0.00%5.23%

Drawdowns

PHSZX vs. FBTIX - Drawdown Comparison

The maximum PHSZX drawdown since its inception was -42.77%, smaller than the maximum FBTIX drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for PHSZX and FBTIX.


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Drawdown Indicators


PHSZXFBTIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.77%

-63.45%

+20.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-13.62%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-29.36%

-36.41%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-30.92%

-38.64%

+7.72%

Current Drawdown

Current decline from peak

-8.34%

-2.52%

-5.82%

Average Drawdown

Average peak-to-trough decline

-9.96%

-20.73%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

3.69%

+0.37%

Volatility

PHSZX vs. FBTIX - Volatility Comparison

The current volatility for PGIM Jennison Health Sciences Fund (PHSZX) is 7.55%, while Fidelity Advisor Biotechnology Fund I Class (FBTIX) has a volatility of 9.35%. This indicates that PHSZX experiences smaller price fluctuations and is considered to be less risky than FBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PHSZXFBTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

9.35%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

17.00%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

25.99%

-5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

23.31%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.23%

24.57%

-1.34%