DDDIX vs. FIIMX
DDDIX (13D Activist Fund) and FIIMX (Fidelity Advisor Mid Cap II Fund Class I) are both Mid Cap Blend Equities funds. Over the past 10 years, DDDIX returned 11.02%/yr vs 12.75%/yr for FIIMX. Their correlation of 0.88 suggests significant overlap in exposure. DDDIX charges 1.51%/yr vs 0.73%/yr for FIIMX.
Performance
DDDIX vs. FIIMX - Performance Comparison
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Returns By Period
In the year-to-date period, DDDIX achieves a 27.51% return, which is significantly higher than FIIMX's 25.98% return. Over the past 10 years, DDDIX has underperformed FIIMX with an annualized return of 11.02%, while FIIMX has yielded a comparatively higher 12.75% annualized return.
DDDIX
- 1D
- 0.00%
- 1M
- 5.06%
- YTD
- 27.51%
- 6M
- 26.60%
- 1Y
- 42.59%
- 3Y*
- 13.09%
- 5Y*
- 4.18%
- 10Y*
- 11.02%
FIIMX
- 1D
- 0.68%
- 1M
- 6.77%
- YTD
- 25.98%
- 6M
- 23.38%
- 1Y
- 42.17%
- 3Y*
- 20.71%
- 5Y*
- 11.26%
- 10Y*
- 12.75%
DDDIX vs. FIIMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 27.51% | 3.05% | 1.67% | 10.86% | -17.53% | 19.62% | 18.92% | 31.79% | -13.43% | 23.76% |
FIIMX Fidelity Advisor Mid Cap II Fund Class I | 25.98% | 7.71% | 17.21% | 15.01% | -14.80% | 25.26% | 18.68% | 23.72% | -14.97% | 20.62% |
Correlation
The correlation between DDDIX and FIIMX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012 | 0.88 |
The correlation between DDDIX and FIIMX shifts across timeframes, from 0.69 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DDDIX vs. FIIMX — Risk / Return Rank
DDDIX
FIIMX
DDDIX vs. FIIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 13D Activist Fund (DDDIX) and Fidelity Advisor Mid Cap II Fund Class I (FIIMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DDDIX | FIIMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.43 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 4.47 | -0.38 |
| Martin ratioReturn relative to average drawdown | 13.22 | 17.89 | -4.67 |
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Drawdowns
DDDIX vs. FIIMX - Drawdown Comparison
The maximum DDDIX drawdown since its inception was -43.82%, smaller than the maximum FIIMX drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for DDDIX and FIIMX.
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Drawdown Indicators
| DDDIX | FIIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.82% | -53.22% | +9.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -9.83% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -28.76% | -28.06% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -28.06% | -0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -43.82% | -42.29% | -1.53% |
Current DrawdownCurrent decline from peak | -1.34% | 0.00% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -8.05% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.45% | +0.89% |
Volatility
DDDIX vs. FIIMX - Volatility Comparison
13D Activist Fund (DDDIX) and Fidelity Advisor Mid Cap II Fund Class I (FIIMX) have volatilities of 5.52% and 5.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDDIX | FIIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.58% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 14.19% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.13% | 17.71% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 20.40% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 21.04% | -0.03% |
DDDIX vs. FIIMX - Expense Ratio Comparison
DDDIX has a 1.51% expense ratio, which is higher than FIIMX's 0.73% expense ratio.
Dividends
DDDIX vs. FIIMX - Dividend Comparison
DDDIX's dividend yield for the trailing twelve months is around 3.62%, less than FIIMX's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DDDIX 13D Activist Fund | 3.62% | 4.62% | 5.16% | 3.89% | 9.39% | 9.30% | 6.98% | 6.88% | 5.33% | 1.69% | 0.00% | 0.00% |
FIIMX Fidelity Advisor Mid Cap II Fund Class I | 5.45% | 6.06% | 6.79% | 2.71% | 5.70% | 18.41% | 1.29% | 3.30% | 10.56% | 7.67% | 4.84% | 4.76% |
Frequently Asked Questions
DDDIX and FIIMX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIIMX has higher volatility (5.58%) compared to DDDIX (5.52%). In terms of maximum drawdown, DDDIX dropped -43.82% vs FIIMX's -53.22%.
FIIMX currently has the higher Sharpe Ratio (2.48 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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