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ISIN
US31641Q6237
Issuer
Fidelity
Inception Date
May 1, 2019
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

FWMNX Performance Chart

Fidelity Advisor Women's Leadership Fund Class I (FWMNX) is up 15.2% since the beginning of the year. FWMNX is currently trading at $22 per share. Investors who bought $1,000 worth of FWMNX shares 5 years ago would now be looking at an investment worth $1,592.


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S&P 500 Index

Returns By Period

Fidelity Advisor Women's Leadership Fund Class I (FWMNX) has returned 15.19% so far this year and 37.63% over the past 12 months.


Fidelity Advisor Women's Leadership Fund Class I

1D
0.78%
1M
6.51%
YTD
15.19%
6M
15.83%
1Y
37.63%
3Y*
19.36%
5Y*
9.75%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FWMNX Monthly Returns History

Based on dividend-adjusted daily data since May 21, 2019, FWMNX's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FWMNX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -13.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.68%-0.00%-5.89%12.63%6.05%0.78%15.19%
20253.77%-3.63%-6.60%-0.69%7.24%5.17%2.80%1.82%3.23%3.30%1.36%0.66%19.13%
2024-0.13%5.40%4.38%-4.97%3.72%0.75%1.69%1.42%2.22%-2.80%5.59%-5.35%11.74%
20238.23%-1.90%0.89%-0.67%-0.52%6.58%2.95%-2.12%-6.28%-2.98%9.97%6.58%21.18%
2022-8.64%-2.21%1.91%-8.45%-0.38%-7.98%9.50%-4.30%-9.38%9.91%6.65%-5.65%-19.76%
2021-0.51%3.83%3.76%4.72%-0.33%2.98%0.97%2.61%-5.28%6.89%-3.25%2.28%19.59%

Benchmark Metrics

Fidelity Advisor Women's Leadership Fund Class I has an annualized alpha of -0.77%, beta of 1.00, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 22, 2019.

  • This fund participated in 108.33% of S&P 500 Index downside but only 103.94% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.00 and R2 of 0.94, 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
-0.77%
Beta
1.00
0.94
Upside Capture
103.94%
Downside Capture
108.33%

Expense Ratio

FWMNX has an expense ratio of 0.81%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FWMNX ranks 84 for risk / return — in the top 84% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


FWMNX Risk / Return Rank: 8484
Overall Rank
FWMNX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FWMNX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FWMNX Omega Ratio Rank: 7878
Omega Ratio Rank
FWMNX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FWMNX Martin Ratio Rank: 9090
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 Women's Leadership Fund Class I (FWMNX) and compare them to S&P 500 Index.


FWMNXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.88

2.39

+0.50

Sortino ratio

Return per unit of downside risk

3.93

3.25

+0.67

Omega ratio

Gain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratio

Return relative to maximum drawdown

3.70

3.11

+0.59

Martin ratio

Return relative to average drawdown

18.17

14.38

+3.79

Dividends

Dividend History

Fidelity Advisor Women's Leadership Fund Class I provided a 4.97% dividend yield over the last twelve months, with an annual payout of $1.09 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$1.09$1.09$0.01$0.10$0.09$0.44$0.04$0.03

Dividend yield

4.97%5.73%0.08%0.66%0.70%2.78%0.26%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Women's Leadership Fund Class I. 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$0.61$0.00$0.00$0.00$0.00$0.00$0.48$1.09
2024$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.08$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.26$0.44

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 Women's Leadership Fund Class I. 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 Women's Leadership Fund Class I was 36.47%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.47%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-29.96%Sep 2022
10mo 25d1y 5mo
2y 3moNov 2021 - Mar 2024
2025 selloff2025
-22.88%Apr 2025
4mo 4d3mo 16d
7mo 20dDec 2024 - Jul 2025
2026 correction2026
-10.30%Mar 2026
1mo 18d15d
2mo 3dFeb 2026 - Apr 2026
2024 pullback2024
-9.22%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024

Drawdown Indicators


FWMNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.47%

-56.78%

+20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-9.10%

-1.20%

Max Drawdown (3Y)

Largest decline over 3 years

-22.88%

-18.90%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-29.96%

-25.43%

-4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.45%

-10.72%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

1.97%

+0.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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