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FNITX vs. FFLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNITX vs. FFLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor New Insights Fund Class M (FNITX) and Fidelity Fundamental Large Cap Core ETF (FFLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNITX achieves a 9.30% return, which is significantly lower than FFLC's 10.26% return.


FNITX

1D
0.02%
1M
3.48%
YTD
9.30%
6M
12.43%
1Y
27.44%
3Y*
27.24%
5Y*
15.24%
10Y*
16.12%

FFLC

1D
-0.68%
1M
3.15%
YTD
10.26%
6M
11.18%
1Y
26.96%
3Y*
23.20%
5Y*
15.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNITX vs. FFLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FNITX
Fidelity Advisor New Insights Fund Class M
9.30%22.36%34.61%35.61%-26.67%24.10%22.85%
FFLC
Fidelity Fundamental Large Cap Core ETF
10.26%17.67%27.89%25.07%-0.04%24.53%18.76%

Correlation

The correlation between FNITX and FFLC is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.93

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2020

0.80

The correlation between FNITX and FFLC shifts across timeframes, from 0.80 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FNITX vs. FFLC — Risk / Return Rank

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

FNITX
FNITX Risk / Return Rank: 4848
Overall Rank
FNITX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FNITX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FNITX Omega Ratio Rank: 4343
Omega Ratio Rank
FNITX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FNITX Martin Ratio Rank: 6060
Martin Ratio Rank

FFLC
FFLC Risk / Return Rank: 6161
Overall Rank
FFLC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FFLC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFLC Omega Ratio Rank: 6161
Omega Ratio Rank
FFLC Calmar Ratio Rank: 5454
Calmar Ratio Rank
FFLC Martin Ratio Rank: 6666
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.

FNITX vs. FFLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor New Insights Fund Class M (FNITX) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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.


FNITXFFLCDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

2.68

2.71

-0.03

Martin ratioReturn relative to average drawdown

11.92

12.30

-0.38

FNITX vs. FFLC - Sharpe Ratio Comparison

The current FNITX Sharpe Ratio is 1.98, which is comparable to the FFLC Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FNITX and FFLC, 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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Sharpe Ratios by Period


FNITXFFLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.12

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.94

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.17

-0.54

Drawdowns

FNITX vs. FFLC - Drawdown Comparison

The maximum FNITX drawdown since its inception was -49.84%, which is greater than FFLC's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for FNITX and FFLC.


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Drawdown Indicators


FNITXFFLCDifference

Max Drawdown

Largest peak-to-trough decline

-49.84%

-19.72%

-30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-9.98%

-0.47%

Max Drawdown (3Y)

Largest decline over 3 years

-20.11%

-19.72%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-32.06%

-19.72%

-12.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

Current Drawdown

Current decline from peak

-0.39%

-0.68%

+0.29%

Average Drawdown

Average peak-to-trough decline

-7.34%

-2.99%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.35%

2.20%

+0.15%

Volatility

FNITX vs. FFLC - Volatility Comparison

Fidelity Advisor New Insights Fund Class M (FNITX) has a higher volatility of 3.54% compared to Fidelity Fundamental Large Cap Core ETF (FFLC) at 3.15%. This indicates that FNITX's price experiences larger fluctuations and is considered to be riskier than FFLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNITXFFLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.15%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

9.73%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

14.19%

12.80%

+1.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

16.92%

+2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

17.65%

+1.64%

FNITX vs. FFLC - Expense Ratio Comparison

FNITX has a 1.18% expense ratio, which is higher than FFLC's 0.38% expense ratio.


Dividends

FNITX vs. FFLC - Dividend Comparison

FNITX's dividend yield for the trailing twelve months is around 9.36%, more than FFLC's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
FFLC
Fidelity Fundamental Large Cap Core ETF
1.00%1.10%0.82%0.57%1.67%1.68%0.89%0.00%0.00%0.00%0.00%0.00%
FNITX
Fidelity Advisor New Insights Fund Class M
9.36%11.08%6.33%6.43%18.00%13.42%8.54%6.62%14.33%7.86%4.99%4.45%

Frequently Asked Questions


With a correlation of 0.93, FNITX and FFLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FNITX has higher volatility (3.54%) compared to FFLC (3.15%). In terms of maximum drawdown, FNITX dropped -49.84% vs FFLC's -19.72%.

FFLC currently has the higher Sharpe Ratio (2.12 vs 1.98), 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.

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