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FALIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FALIX and ^GSPC is 0.95, 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.


-0.50.00.51.00.9

Performance

FALIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class I (FALIX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.16%
6.72%
FALIX
^GSPC

Key characteristics

Sharpe Ratio

FALIX:

1.40

^GSPC:

1.62

Sortino Ratio

FALIX:

1.85

^GSPC:

2.20

Omega Ratio

FALIX:

1.27

^GSPC:

1.30

Calmar Ratio

FALIX:

2.20

^GSPC:

2.46

Martin Ratio

FALIX:

6.87

^GSPC:

10.01

Ulcer Index

FALIX:

2.79%

^GSPC:

2.08%

Daily Std Dev

FALIX:

13.69%

^GSPC:

12.88%

Max Drawdown

FALIX:

-61.20%

^GSPC:

-56.78%

Current Drawdown

FALIX:

-5.79%

^GSPC:

-2.13%

Returns By Period

In the year-to-date period, FALIX achieves a 3.23% return, which is significantly higher than ^GSPC's 2.24% return. Over the past 10 years, FALIX has underperformed ^GSPC with an annualized return of 7.21%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.


FALIX

YTD

3.23%

1M

-2.03%

6M

3.16%

1Y

16.93%

5Y*

11.41%

10Y*

7.21%

^GSPC

YTD

2.24%

1M

-1.20%

6M

6.72%

1Y

18.21%

5Y*

12.53%

10Y*

11.04%

*Annualized

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Risk-Adjusted Performance

FALIX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FALIX
The Risk-Adjusted Performance Rank of FALIX is 7575
Overall Rank
The Sharpe Ratio Rank of FALIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of FALIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FALIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FALIX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of FALIX is 7575
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8383
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FALIX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class I (FALIX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for FALIX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.401.62
The chart of Sortino ratio for FALIX, currently valued at 1.85, compared to the broader market0.002.004.006.008.0010.0012.001.852.20
The chart of Omega ratio for FALIX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.30
The chart of Calmar ratio for FALIX, currently valued at 2.20, compared to the broader market0.005.0010.0015.0020.002.202.46
The chart of Martin ratio for FALIX, currently valued at 6.87, compared to the broader market0.0020.0040.0060.0080.006.8710.01
FALIX
^GSPC

The current FALIX Sharpe Ratio is 1.40, which is comparable to the ^GSPC Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FALIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.40
1.62
FALIX
^GSPC

Drawdowns

FALIX vs. ^GSPC - Drawdown Comparison

The maximum FALIX drawdown since its inception was -61.20%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FALIX and ^GSPC. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.79%
-2.13%
FALIX
^GSPC

Volatility

FALIX vs. ^GSPC - Volatility Comparison

Fidelity Advisor Large Cap Fund Class I (FALIX) has a higher volatility of 4.13% compared to S&P 500 (^GSPC) at 3.43%. This indicates that FALIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.13%
3.43%
FALIX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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