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ISIN
US3161278698
Issuer
Fidelity
Inception Date
Jul 12, 2005
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

FDTZX Performance Chart

Fidelity Advisor Capital Development Fund Class M (FDTZX) is up 9.6% since the beginning of the year. FDTZX is currently trading at $27 per share. Investors who bought $1,000 worth of FDTZX shares 5 years ago would now be looking at an investment worth $2,049.


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S&P 500 Index

Returns By Period

Fidelity Advisor Capital Development Fund Class M (FDTZX) has returned 9.55% so far this year and 30.40% over the past 12 months. Looking at the last ten years, FDTZX has achieved an annualized return of 15.06%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Fidelity Advisor Capital Development Fund Class M

1D
-0.29%
1M
3.20%
YTD
9.55%
6M
11.52%
1Y
30.40%
3Y*
25.08%
5Y*
15.43%
10Y*
15.06%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDTZX Monthly Returns History

Based on dividend-adjusted daily data since Jun 1, 2004, FDTZX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.9%, while the worst month was Oct 2008 at -19.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FDTZX closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.12%0.08%-5.14%9.47%2.23%0.00%9.55%
20254.43%-1.63%-5.07%-0.52%8.56%6.35%3.17%1.72%2.79%1.76%0.86%2.29%26.82%
20241.49%5.09%5.04%-2.19%4.57%1.91%1.46%2.02%1.81%0.43%5.64%-3.30%26.26%
20238.00%-2.28%0.84%2.37%-1.74%6.12%4.49%-2.23%-3.26%-3.31%8.36%4.75%23.23%
20220.22%-1.03%0.66%-7.55%2.84%-10.06%8.12%-2.66%-9.78%12.05%5.95%-5.15%-8.72%
2021-0.58%6.80%5.16%4.33%2.71%-0.22%-0.32%1.30%-3.15%5.96%-4.11%4.91%24.45%

Benchmark Metrics

Fidelity Advisor Capital Development Fund Class M has an annualized alpha of 0.98%, beta of 0.98, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 02, 2004.

  • This fund captured 106.17% of S&P 500 Index gains and 102.77% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 0.98 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.98%
Beta
0.98
0.91
Upside Capture
106.17%
Downside Capture
102.77%

Expense Ratio

FDTZX has a high expense ratio of 1.33%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FDTZX ranks 72 for risk / return — better than 72% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FDTZX Risk / Return Rank: 7272
Overall Rank
FDTZX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FDTZX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FDTZX Omega Ratio Rank: 6767
Omega Ratio Rank
FDTZX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FDTZX Martin Ratio Rank: 7878
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class M (FDTZX) and compare them to S&P 500 Index.


FDTZXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.53

2.24

+0.29

Sortino ratio

Return per unit of downside risk

3.49

3.07

+0.42

Omega ratio

Gain probability vs. loss probability

1.46

1.41

+0.05

Calmar ratio

Return relative to maximum drawdown

3.22

2.93

+0.29

Martin ratio

Return relative to average drawdown

14.65

13.52

+1.13

Dividends

Dividend History

Fidelity Advisor Capital Development Fund Class M provided a 10.08% dividend yield over the last twelve months, with an annual payout of $2.73 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.73$2.73$2.02$0.77$0.85$0.98$0.63$1.07$1.94$0.88$0.33$0.67

Dividend yield

10.08%11.04%9.30%4.11%5.35%5.32%4.07%7.18%15.77%5.66%2.35%5.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.73$2.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.02$2.02
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.77
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.85$0.85
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Capital Development Fund Class M. 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 Capital Development Fund Class M was 58.26%, occurring on Mar 9, 2009. Recovery took 1046 trading sessions.

The current Fidelity Advisor Capital Development Fund Class M drawdown is 0.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.26%Mar 2009
1y 4mo4y 1mo
5y 6moNov 2007 - May 2013
COVID crash2020
-36.66%Mar 2020
2mo 2d7mo 28d
10moJan 2020 - Nov 2020
2016 bear market2016
-22.29%Feb 2016
7mo 22d9mo 3d
1y 4moJun 2015 - Nov 2016
Rate-hike selloffLate 2018
-22.17%Dec 2018
3mo 1d10mo 10d
1y 1moSep 2018 - Oct 2019
Bear market2022
-22.13%Sep 2022
8mo 20d9mo 15d
1y 6moJan 2022 - Jul 2023

Drawdown Indicators


FDTZXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.26%

-56.78%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-9.10%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.16%

-18.90%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.13%

-25.43%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

-33.92%

-2.74%

Current Drawdown

Current decline from peak

-0.29%

-0.74%

+0.45%

Average Drawdown

Average peak-to-trough decline

-8.61%

-10.72%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

1.97%

+0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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