FIDLX's Sortino Ratio of 2.41 indicates that for each unit of downside volatility, it generates 2.41 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FIDLX Sortino Ratio Market Positioning
The chart shows FIDLX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.74 or lower
- Yellow zone (middle 50%): 1.74 to 3.04
- Green zone (top 25%): 3.04 or higher
- Top 1%: 8.89+
- Median: 2.50 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Fidelity Advisor Large Cap Fund Class Z's Sortino Ratio with other mutual funds in the Large Cap Value Equities category across multiple time periods, showing how FIDLX'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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FGIPX | Nomura Growth and Income Fund Institutional Class | 4.85 | |||
| FGINX | Delaware Growth and Income Fund | 4.83 | |||
| IDIVX | Integrity Dividend Harvest Fund | 4.71 | |||
| VALAX | Al Frank Fund | 4.47 | |||
| SABTX | SA U.S. Value Fund | 4.46 | |||
| MALVX | BlackRock Advantage Large Cap Value Fund | 4.31 | |||
| NPRTX | Neuberger Berman Large Cap Value Fund | 4.29 | |||
| AVLVX | Avantis U.S. Large Cap Value Fund Institutional Class | 4.28 | |||
| LSVVX | LSV Conservative Value Equity Fund | 4.28 | |||
| ABVYX | AB Value Fund | 4.21 | |||
| FIDLX | Fidelity Advisor Large Cap Fund Class Z | — |
Historical Sortino Ratio
The chart shows FIDLX'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 FIDLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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