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VGHCX vs. FBTCX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGHCX vs. FBTCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Health Care Fund Investor Shares (VGHCX) and Fidelity Advisor Biotechnology Fund Class C (FBTCX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGHCX achieves a -0.94% return, which is significantly lower than FBTCX's 11.67% return. Over the past 10 years, VGHCX has underperformed FBTCX with an annualized return of 9.74%, while FBTCX has yielded a comparatively higher 11.82% annualized return.


VGHCX

1D
0.93%
1M
0.54%
YTD
-0.94%
6M
-1.48%
1Y
21.58%
3Y*
9.63%
5Y*
6.98%
10Y*
9.74%

FBTCX

1D
5.15%
1M
8.09%
YTD
11.67%
6M
9.05%
1Y
63.57%
3Y*
18.46%
5Y*
8.45%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGHCX vs. FBTCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGHCX
Vanguard Health Care Fund Investor Shares
-0.94%19.63%8.99%5.46%-1.05%14.36%12.57%22.93%1.03%19.59%
FBTCX
Fidelity Advisor Biotechnology Fund Class C
11.67%38.48%-2.00%9.86%-8.64%-3.72%31.17%24.82%-4.55%24.81%

Correlation

The correlation between VGHCX and FBTCX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2000

0.76

The correlation between VGHCX and FBTCX has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.

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Return for Risk

VGHCX vs. FBTCX — Risk / Return Rank

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

VGHCX
VGHCX Risk / Return Rank: 3434
Overall Rank
VGHCX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
VGHCX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VGHCX Omega Ratio Rank: 2929
Omega Ratio Rank
VGHCX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VGHCX Martin Ratio Rank: 3030
Martin Ratio Rank

FBTCX
FBTCX Risk / Return Rank: 8787
Overall Rank
FBTCX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FBTCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FBTCX Omega Ratio Rank: 7272
Omega Ratio Rank
FBTCX Calmar Ratio Rank: 9797
Calmar Ratio Rank
FBTCX 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.

VGHCX vs. FBTCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Investor Shares (VGHCX) and Fidelity Advisor Biotechnology Fund Class C (FBTCX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGHCXFBTCXDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.26

1.43

-0.17

Calmar ratioReturn relative to maximum drawdown

2.42

6.97

-4.55

Martin ratioReturn relative to average drawdown

6.46

19.09

-12.63

VGHCX vs. FBTCX - Sharpe Ratio Comparison

The current VGHCX Sharpe Ratio is 1.49, which is lower than the FBTCX Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of VGHCX and FBTCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGHCX vs. FBTCX - Drawdown Comparison

The maximum VGHCX drawdown since its inception was -36.93%, smaller than the maximum FBTCX drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for VGHCX and FBTCX.


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Drawdown Indicators


VGHCXFBTCXDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-64.04%

+27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-9.04%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-37.26%

+21.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.95%

-37.26%

+20.31%

Max Drawdown (10Y)

Largest decline over 10 years

-27.18%

-39.37%

+12.19%

Current Drawdown

Current decline from peak

-3.99%

0.00%

-3.99%

Average Drawdown

Average peak-to-trough decline

-5.24%

-23.04%

+17.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.29%

+0.15%

Volatility

VGHCX vs. FBTCX - Volatility Comparison

The current volatility for Vanguard Health Care Fund Investor Shares (VGHCX) is 4.74%, while Fidelity Advisor Biotechnology Fund Class C (FBTCX) has a volatility of 9.23%. This indicates that VGHCX experiences smaller price fluctuations and is considered to be less risky than FBTCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGHCXFBTCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

9.23%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

18.04%

-7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.95%

23.23%

-8.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.24%

23.84%

-5.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

24.56%

-6.90%

VGHCX vs. FBTCX - Expense Ratio Comparison

VGHCX has a 0.33% expense ratio, which is lower than FBTCX's 1.75% expense ratio.


Dividends

VGHCX vs. FBTCX - Dividend Comparison

VGHCX's dividend yield for the trailing twelve months is around 6.67%, more than FBTCX's 1.51% yield.


PositionTTM20252024202320222021202020192018201720162015
FBTCX
Fidelity Advisor Biotechnology Fund Class C
1.51%1.68%0.00%0.00%0.00%24.50%9.78%7.92%2.92%0.00%0.00%5.73%
VGHCX
Vanguard Health Care Fund Investor Shares
6.67%6.00%22.72%7.17%5.44%8.31%7.96%11.82%9.10%7.30%8.54%8.16%

Frequently Asked Questions


VGHCX and FBTCX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBTCX has higher volatility (9.23%) compared to VGHCX (4.74%). In terms of maximum drawdown, VGHCX dropped -36.93% vs FBTCX's -64.04%.

FBTCX currently has the higher Sharpe Ratio (2.72 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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