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FACVX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACVX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Convertible Securities Fund Class A (FACVX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FACVX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACVX
Fidelity Advisor Convertible Securities Fund Class A
1.33%17.95%7.92%11.06%-15.59%9.63%42.09%28.21%-1.59%8.77%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FACVX achieves a 1.33% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FACVX has underperformed FXAIX with an annualized return of 10.83%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


FACVX

1D
-1.69%
1M
-5.61%
YTD
1.33%
6M
2.42%
1Y
24.20%
3Y*
11.28%
5Y*
5.01%
10Y*
10.83%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACVX vs. FXAIX - Expense Ratio Comparison

FACVX has a 0.97% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FACVX vs. FXAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FACVX
FACVX Risk / Return Rank: 8484
Overall Rank
FACVX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FACVX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FACVX Omega Ratio Rank: 7575
Omega Ratio Rank
FACVX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FACVX Martin Ratio Rank: 9191
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FACVX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Convertible Securities Fund Class A (FACVX) and Fidelity 500 Index Fund (FXAIX). 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.


FACVXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.84

+0.69

Sortino ratio

Return per unit of downside risk

2.09

1.30

+0.80

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

2.83

1.05

+1.78

Martin ratio

Return relative to average drawdown

10.69

5.13

+5.56

FACVX vs. FXAIX - Sharpe Ratio Comparison

The current FACVX Sharpe Ratio is 1.53, which is higher than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FACVX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FACVXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.84

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.68

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.77

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.75

+0.17

Correlation

The correlation between FACVX and FXAIX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FACVX vs. FXAIX - Dividend Comparison

FACVX's dividend yield for the trailing twelve months is around 11.04%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FACVX
Fidelity Advisor Convertible Securities Fund Class A
11.04%11.18%1.85%1.86%3.48%20.42%10.56%3.04%9.55%3.89%4.62%10.02%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FACVX vs. FXAIX - Drawdown Comparison

The maximum FACVX drawdown since its inception was -25.09%, smaller than the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FACVX and FXAIX.


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Drawdown Indicators


FACVXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.09%

-33.79%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.75%

-12.13%

+4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-24.50%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.09%

-33.79%

+8.70%

Current Drawdown

Current decline from peak

-6.79%

-8.89%

+2.10%

Average Drawdown

Average peak-to-trough decline

-5.81%

-3.83%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.50%

-0.45%

Volatility

FACVX vs. FXAIX - Volatility Comparison

Fidelity Advisor Convertible Securities Fund Class A (FACVX) has a higher volatility of 6.32% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FACVX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACVXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

4.24%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

9.08%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

18.13%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.36%

16.88%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.51%

18.03%

-4.52%