PortfoliosLab logo
Fidelity Advisor Diversified Stock Fund Class O (F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US3161271099

CUSIP

316127109

Issuer

Fidelity

Inception Date

Jul 10, 1970

Min. Investment

$0

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FDESX has an expense ratio of 0.45%, placing it in the medium range.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

Fidelity Advisor Diversified Stock Fund Class O (FDESX) returned -1.79% year-to-date (YTD) and 8.64% over the past 12 months. Over the past 10 years, FDESX delivered an annualized return of 12.64%, outperforming the S&P 500 benchmark at 10.85%.


FDESX

YTD

-1.79%

1M

6.86%

6M

-3.92%

1Y

8.64%

3Y*

14.20%

5Y*

15.96%

10Y*

12.64%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of FDESX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.16%-4.05%-7.01%-1.11%6.86%-1.79%
20242.76%7.87%3.68%-4.31%5.44%2.95%-0.34%1.90%2.02%-0.41%6.31%-2.17%28.08%
20236.91%-2.90%2.88%1.27%2.37%6.42%3.69%-0.95%-5.17%-2.17%9.58%4.33%28.34%
2022-6.74%-2.05%3.72%-8.62%0.33%-8.41%7.03%-4.02%-8.35%7.96%4.77%-5.41%-19.86%
2021-0.28%4.79%2.72%5.91%0.93%2.12%0.77%2.72%-3.89%7.72%-0.99%3.16%28.26%
20200.68%-6.50%-9.68%12.14%5.79%3.30%6.28%7.58%-2.98%-2.72%9.58%3.45%27.46%
20198.26%3.04%1.56%3.90%-6.14%6.59%0.92%-1.03%-0.40%2.52%3.48%3.18%28.23%
20188.43%-3.30%-2.48%0.46%3.26%-0.15%3.01%4.04%0.42%-9.26%0.68%-9.36%-5.62%
20171.90%3.30%-0.29%0.94%-0.20%0.98%2.66%0.20%2.28%2.99%2.27%0.91%19.38%
2016-6.90%0.32%7.28%3.02%1.01%-1.86%6.01%1.83%0.09%-1.30%5.23%1.96%17.09%
2015-3.59%5.78%-1.82%2.03%0.42%-1.69%0.77%-6.42%-4.32%6.75%-0.22%-2.50%-5.49%
2014-3.05%4.09%1.42%0.13%2.00%3.04%-1.34%3.44%-2.15%2.31%1.78%0.22%12.26%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FDESX is 28, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FDESX is 2828
Overall Rank
The Sharpe Ratio Rank of FDESX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FDESX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FDESX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FDESX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FDESX is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class O (FDESX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Advisor Diversified Stock Fund Class O Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.40
  • 5-Year: 0.84
  • 10-Year: 0.66
  • All Time: 0.47

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Fidelity Advisor Diversified Stock Fund Class O compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Fidelity Advisor Diversified Stock Fund Class O provided a 14.23% dividend yield over the last twelve months, with an annual payout of $5.01 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$5.01$5.01$1.13$2.34$5.91$1.69$0.86$2.89$2.28$0.39$1.72$2.31

Dividend yield

14.23%13.97%3.55%9.06%16.87%5.28%3.23%13.54%8.97%1.67%8.53%10.00%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Diversified Stock Fund Class O. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.01$5.01
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.13$1.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.34$2.34
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.91$5.91
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.69$1.69
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.89$2.89
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.28$2.28
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.72$1.72
2014$0.04$0.00$0.00$2.28$2.31

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Diversified Stock Fund Class O. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Diversified Stock Fund Class O was 62.74%, occurring on Mar 9, 2009. Recovery took 764 trading sessions.

The current Fidelity Advisor Diversified Stock Fund Class O drawdown is 7.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.74%Oct 10, 2007355Mar 9, 2009764Mar 19, 20121119
-51.48%Jul 19, 1999813Oct 9, 20021197Jul 13, 20072010
-44.16%Aug 17, 198778Dec 4, 1987821Mar 5, 1991899
-36.48%Jul 27, 1983256Jul 30, 1984406Mar 12, 1986662
-31.19%Jun 16, 1981294Aug 12, 198258Nov 3, 1982352
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...