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UPUPX vs. FELIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UPUPX vs. FELIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Upright Growth Fund (UPUPX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). The values are adjusted to include any dividend payments, if applicable.

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UPUPX vs. FELIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UPUPX
Upright Growth Fund
-3.50%20.83%30.23%8.10%-45.66%57.76%108.70%7.48%-49.71%-14.17%
FELIX
Fidelity Advisor Semiconductors Fund Class I
0.34%45.25%44.10%75.49%-34.88%57.89%44.02%64.21%-12.52%34.54%

Returns By Period

In the year-to-date period, UPUPX achieves a -3.50% return, which is significantly lower than FELIX's 0.34% return. Over the past 10 years, UPUPX has underperformed FELIX with an annualized return of 2.50%, while FELIX has yielded a comparatively higher 29.99% annualized return.


UPUPX

1D
-2.69%
1M
-8.52%
YTD
-3.50%
6M
-0.88%
1Y
28.94%
3Y*
13.36%
5Y*
0.19%
10Y*
2.50%

FELIX

1D
-4.25%
1M
-9.99%
YTD
0.34%
6M
8.31%
1Y
77.58%
3Y*
38.40%
5Y*
28.12%
10Y*
29.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UPUPX vs. FELIX - Expense Ratio Comparison

UPUPX has a 2.09% expense ratio, which is higher than FELIX's 0.75% expense ratio.


Return for Risk

UPUPX vs. FELIX — Risk / Return Rank

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

UPUPX
UPUPX Risk / Return Rank: 5959
Overall Rank
UPUPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
UPUPX Sortino Ratio Rank: 5757
Sortino Ratio Rank
UPUPX Omega Ratio Rank: 5151
Omega Ratio Rank
UPUPX Calmar Ratio Rank: 7070
Calmar Ratio Rank
UPUPX Martin Ratio Rank: 6060
Martin Ratio Rank

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

UPUPX vs. FELIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Upright Growth Fund (UPUPX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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.


UPUPXFELIXDifference

Sharpe ratio

Return per unit of total volatility

1.04

1.94

-0.90

Sortino ratio

Return per unit of downside risk

1.51

2.55

-1.05

Omega ratio

Gain probability vs. loss probability

1.21

1.36

-0.15

Calmar ratio

Return relative to maximum drawdown

1.59

4.18

-2.59

Martin ratio

Return relative to average drawdown

5.76

15.94

-10.19

UPUPX vs. FELIX - Sharpe Ratio Comparison

The current UPUPX Sharpe Ratio is 1.04, which is lower than the FELIX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of UPUPX and FELIX, 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


UPUPXFELIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

1.94

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.75

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.88

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.40

-0.40

Correlation

The correlation between UPUPX and FELIX is 0.74, 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

UPUPX vs. FELIX - Dividend Comparison

UPUPX's dividend yield for the trailing twelve months is around 8.76%, more than FELIX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
UPUPX
Upright Growth Fund
8.76%8.45%0.00%2.12%1.33%3.85%0.00%0.00%0.00%3.53%21.87%5.39%
FELIX
Fidelity Advisor Semiconductors Fund Class I
6.49%6.51%6.44%3.15%3.09%4.14%4.43%1.04%19.34%9.50%0.55%10.37%

Drawdowns

UPUPX vs. FELIX - Drawdown Comparison

The maximum UPUPX drawdown since its inception was -98.87%, which is greater than FELIX's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for UPUPX and FELIX.


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Drawdown Indicators


UPUPXFELIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-71.17%

-27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.21%

-17.09%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-98.87%

-46.02%

-52.85%

Max Drawdown (10Y)

Largest decline over 10 years

-98.87%

-46.02%

-52.85%

Current Drawdown

Current decline from peak

-98.29%

-14.65%

-83.64%

Average Drawdown

Average peak-to-trough decline

-35.66%

-21.27%

-14.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

4.49%

0.00%

Volatility

UPUPX vs. FELIX - Volatility Comparison

The current volatility for Upright Growth Fund (UPUPX) is 8.43%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 10.51%. This indicates that UPUPX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UPUPXFELIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

10.51%

-2.08%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

24.76%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

27.65%

39.67%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3,165.77%

37.96%

+3,127.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,238.55%

34.34%

+2,204.21%