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Fidelity Advisor Stock Selector Small Cap Fund Cla...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US3160667529
Issuer
Fidelity
Inception Date
Feb 1, 2017
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Stock Selector Small Cap Fund Class Z, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Fidelity Advisor Stock Selector Small Cap Fund Class Z (FSSZX) has returned 0.42% so far this year and 26.47% over the past 12 months.


Fidelity Advisor Stock Selector Small Cap Fund Class Z

1D
-1.80%
1M
-8.43%
YTD
0.42%
6M
5.76%
1Y
26.47%
3Y*
14.62%
5Y*
7.43%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 9, 2017, FSSZX's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +15.9%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FSSZX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.67%3.79%-8.43%0.42%
20253.07%-5.86%-6.31%-1.15%4.37%5.90%1.88%5.07%2.24%1.20%4.96%-0.86%14.49%
2024-0.78%6.04%4.28%-5.98%5.75%-1.59%8.64%-0.10%1.07%-2.05%8.97%-8.81%14.62%
20239.24%-0.52%-3.69%-1.05%-2.33%8.64%4.46%-2.35%-5.74%-6.19%7.60%12.15%19.60%
2022-9.20%-0.13%0.54%-8.76%-0.10%-8.91%11.27%-1.76%-9.15%10.46%3.95%-5.21%-18.17%
20211.82%9.28%1.17%3.91%-0.95%0.28%-0.87%4.24%-1.85%5.81%-3.68%4.00%24.90%

Benchmark Metrics

Fidelity Advisor Stock Selector Small Cap Fund Class Z has an annualized alpha of -0.75%, beta of 1.06, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since February 10, 2017.

  • This fund participated in 108.26% of S&P 500 Index downside but only 104.89% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 1.06 and R² of 0.78, 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
-0.75%
Beta
1.06
0.78
Upside Capture
104.89%
Downside Capture
108.26%

Expense Ratio

FSSZX has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FSSZX ranks 68 for risk / return — better than 68% 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.


FSSZX Risk / Return Rank: 6868
Overall Rank
FSSZX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FSSZX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FSSZX Omega Ratio Rank: 5959
Omega Ratio Rank
FSSZX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FSSZX Martin Ratio Rank: 7777
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 Stock Selector Small Cap Fund Class Z (FSSZX) and compare them to a chosen benchmark (S&P 500 Index).


FSSZXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.90

+0.29

Sortino ratio

Return per unit of downside risk

1.75

1.39

+0.37

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.72

1.40

+0.32

Martin ratio

Return relative to average drawdown

7.36

6.61

+0.76

Explore FSSZX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Fidelity Advisor Stock Selector Small Cap Fund Class Z provided a 0.83% dividend yield over the last twelve months, with an annual payout of $0.36 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.00$5.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.36$0.36$1.10$0.12$0.04$3.77$0.43$0.59$4.52$2.81

Dividend yield

0.83%0.84%2.93%0.35%0.15%10.95%1.40%2.29%22.58%10.60%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Stock Selector Small Cap Fund Class Z. 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.10$1.10
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.77$3.77

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 Stock Selector Small Cap Fund Class Z. 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 Stock Selector Small Cap Fund Class Z was 38.43%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.

The current Fidelity Advisor Stock Selector Small Cap Fund Class Z drawdown is 9.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.43%Feb 14, 202026Mar 23, 2020139Oct 8, 2020165
-30.51%Nov 8, 2021153Jun 16, 2022442Mar 21, 2024595
-27.39%Nov 26, 202490Apr 8, 2025138Oct 24, 2025228
-26.15%Sep 4, 201878Dec 24, 2018228Nov 19, 2019306
-10.04%Feb 27, 202616Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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