PortfoliosLab logoPortfoliosLab logo
SHSAX vs. FBTTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHSAX vs. FBTTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Fidelity Advisor Biotechnology Fund Class M (FBTTX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SHSAX vs. FBTTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHSAX
BlackRock Health Sciences Opportunities Portfolio
-3.95%15.85%3.73%3.59%-5.94%11.88%19.44%25.27%7.93%24.74%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
2.18%39.21%5.08%10.43%-8.22%-3.35%31.82%25.39%-4.19%25.37%

Returns By Period

In the year-to-date period, SHSAX achieves a -3.95% return, which is significantly lower than FBTTX's 2.18% return. Over the past 10 years, SHSAX has underperformed FBTTX with an annualized return of 10.05%, while FBTTX has yielded a comparatively higher 11.54% annualized return.


SHSAX

1D
0.70%
1M
-4.07%
YTD
-3.95%
6M
5.03%
1Y
8.42%
3Y*
7.01%
5Y*
4.63%
10Y*
10.05%

FBTTX

1D
5.09%
1M
-0.77%
YTD
2.18%
6M
15.39%
1Y
55.03%
3Y*
20.14%
5Y*
8.63%
10Y*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SHSAX vs. FBTTX - Expense Ratio Comparison

SHSAX has a 1.09% expense ratio, which is lower than FBTTX's 1.28% expense ratio.


Return for Risk

SHSAX vs. FBTTX — Risk / Return Rank

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

SHSAX
SHSAX Risk / Return Rank: 1515
Overall Rank
SHSAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SHSAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
SHSAX Omega Ratio Rank: 1313
Omega Ratio Rank
SHSAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHSAX Martin Ratio Rank: 1313
Martin Ratio Rank

FBTTX
FBTTX Risk / Return Rank: 8989
Overall Rank
FBTTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FBTTX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FBTTX Omega Ratio Rank: 7979
Omega Ratio Rank
FBTTX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FBTTX Martin Ratio Rank: 9393
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.

SHSAX vs. FBTTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Opportunities Portfolio (SHSAX) and Fidelity Advisor Biotechnology Fund Class M (FBTTX). 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.


SHSAXFBTTXDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.92

-1.36

Sortino ratio

Return per unit of downside risk

0.89

2.52

-1.63

Omega ratio

Gain probability vs. loss probability

1.11

1.32

-0.21

Calmar ratio

Return relative to maximum drawdown

0.75

3.13

-2.38

Martin ratio

Return relative to average drawdown

1.94

12.48

-10.54

SHSAX vs. FBTTX - Sharpe Ratio Comparison

The current SHSAX Sharpe Ratio is 0.57, which is lower than the FBTTX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SHSAX and FBTTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SHSAXFBTTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.92

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.37

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.47

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.30

+0.43

Correlation

The correlation between SHSAX and FBTTX is 0.81, 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

SHSAX vs. FBTTX - Dividend Comparison

SHSAX's dividend yield for the trailing twelve months is around 11.07%, more than FBTTX's 1.50% yield.


TTM20252024202320222021202020192018201720162015
SHSAX
BlackRock Health Sciences Opportunities Portfolio
11.07%10.63%9.18%3.84%7.44%9.20%4.34%3.89%8.56%3.53%2.43%12.58%
FBTTX
Fidelity Advisor Biotechnology Fund Class M
1.50%1.53%6.41%0.93%0.00%21.60%8.79%7.10%2.64%0.00%0.00%5.42%

Drawdowns

SHSAX vs. FBTTX - Drawdown Comparison

The maximum SHSAX drawdown since its inception was -35.49%, smaller than the maximum FBTTX drawdown of -63.75%. Use the drawdown chart below to compare losses from any high point for SHSAX and FBTTX.


Loading graphics...

Drawdown Indicators


SHSAXFBTTXDifference

Max Drawdown

Largest peak-to-trough decline

-35.49%

-63.75%

+28.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-13.58%

+3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-17.99%

-36.64%

+18.65%

Max Drawdown (10Y)

Largest decline over 10 years

-28.36%

-39.04%

+10.68%

Current Drawdown

Current decline from peak

-6.72%

-2.61%

-4.11%

Average Drawdown

Average peak-to-trough decline

-6.17%

-21.95%

+15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.72%

+0.09%

Volatility

SHSAX vs. FBTTX - Volatility Comparison

The current volatility for BlackRock Health Sciences Opportunities Portfolio (SHSAX) is 5.38%, while Fidelity Advisor Biotechnology Fund Class M (FBTTX) has a volatility of 9.37%. This indicates that SHSAX experiences smaller price fluctuations and is considered to be less risky than FBTTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SHSAXFBTTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

9.37%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

17.02%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

25.99%

-9.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

23.31%

-9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

24.58%

-8.04%