Sortino ratio is not yet available for FHZTX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar mutual funds
The table compares Fidelity Advisor Large Cap Stock Fund Class I's Sortino Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how FHZTX's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SVPFX | Goldman Sachs Strategic Volatility Premium Fund | 4.03 | |||
| POGSX | Pin Oak Equity | 3.51 | |||
| FTZIX | Fuller & Thaler Behavioral Unconstrained Equity Fund | 3.47 | |||
| VPCCX | Vanguard PRIMECAP Core Fund | 3.33 | |||
| GTLOX | Glenmede Quantitative U.S. Large Cap Core Equity Portfolio | 3.28 | |||
| NYVTX | Davis New York Venture Fund | 3.15 | |||
| ARTNX | Artisan Select Equity Fund | 3.14 | |||
| VPMAX | Vanguard PRIMECAP Fund Admiral Shares | 3.13 | |||
| POGRX | PRIMECAP Odyssey Growth Fund | 3.13 | |||
| QCELX | AQR Large Cap Multi-Style Fund | 3.09 | |||
| FHZTX | Fidelity Advisor Large Cap Stock Fund Class I | — |
Compare this symbol against anything
How much price history to include in the calculation
Historical Sortino Ratio
The chart shows FHZTX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when FHZTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does FHZTX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio