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FASOX vs. NAMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FASOX vs. NAMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Value Strategies Fund Class I (FASOX) and Columbia Select Mid Cap Value Fund (NAMAX). The values are adjusted to include any dividend payments, if applicable.

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FASOX vs. NAMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FASOX
Fidelity Advisor Value Strategies Fund Class I
3.45%8.28%-2.00%20.51%-7.38%33.31%8.21%34.49%-16.90%17.40%
NAMAX
Columbia Select Mid Cap Value Fund
4.45%13.77%13.14%9.65%-9.33%32.28%6.90%31.56%-18.46%13.71%

Returns By Period

In the year-to-date period, FASOX achieves a 3.45% return, which is significantly lower than NAMAX's 4.45% return. Both investments have delivered pretty close results over the past 10 years, with FASOX having a 9.77% annualized return and NAMAX not far ahead at 10.00%.


FASOX

1D
-0.87%
1M
-8.92%
YTD
3.45%
6M
8.18%
1Y
21.59%
3Y*
9.32%
5Y*
6.93%
10Y*
9.77%

NAMAX

1D
-1.17%
1M
-8.05%
YTD
4.45%
6M
7.01%
1Y
21.96%
3Y*
13.59%
5Y*
9.26%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FASOX vs. NAMAX - Expense Ratio Comparison

Both FASOX and NAMAX have an expense ratio of 0.88%.


Return for Risk

FASOX vs. NAMAX — Risk / Return Rank

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

FASOX
FASOX Risk / Return Rank: 5151
Overall Rank
FASOX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FASOX Sortino Ratio Rank: 5555
Sortino Ratio Rank
FASOX Omega Ratio Rank: 4545
Omega Ratio Rank
FASOX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FASOX Martin Ratio Rank: 5353
Martin Ratio Rank

NAMAX
NAMAX Risk / Return Rank: 6969
Overall Rank
NAMAX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NAMAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
NAMAX Omega Ratio Rank: 6767
Omega Ratio Rank
NAMAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
NAMAX Martin Ratio Rank: 7171
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.

FASOX vs. NAMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Value Strategies Fund Class I (FASOX) and Columbia Select Mid Cap Value Fund (NAMAX). 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.


FASOXNAMAXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.22

-0.25

Sortino ratio

Return per unit of downside risk

1.50

1.75

-0.25

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.05

Calmar ratio

Return relative to maximum drawdown

1.29

1.53

-0.24

Martin ratio

Return relative to average drawdown

5.24

6.72

-1.48

FASOX vs. NAMAX - Sharpe Ratio Comparison

The current FASOX Sharpe Ratio is 0.97, which is comparable to the NAMAX Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FASOX and NAMAX, 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


FASOXNAMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.22

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.51

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.50

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.06

Correlation

The correlation between FASOX and NAMAX is 0.94, 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

FASOX vs. NAMAX - Dividend Comparison

FASOX's dividend yield for the trailing twelve months is around 8.73%, more than NAMAX's 6.40% yield.


TTM20252024202320222021202020192018201720162015
FASOX
Fidelity Advisor Value Strategies Fund Class I
8.73%9.03%0.00%2.74%2.34%7.97%0.91%5.21%15.65%7.00%20.89%1.24%
NAMAX
Columbia Select Mid Cap Value Fund
6.40%6.71%7.07%0.74%6.39%8.99%3.22%3.38%27.38%21.08%8.07%17.05%

Drawdowns

FASOX vs. NAMAX - Drawdown Comparison

The maximum FASOX drawdown since its inception was -69.86%, which is greater than NAMAX's maximum drawdown of -60.44%. Use the drawdown chart below to compare losses from any high point for FASOX and NAMAX.


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Drawdown Indicators


FASOXNAMAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.86%

-60.44%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-15.25%

-13.67%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.34%

-20.90%

-13.44%

Max Drawdown (10Y)

Largest decline over 10 years

-47.97%

-43.24%

-4.73%

Current Drawdown

Current decline from peak

-9.79%

-8.49%

-1.30%

Average Drawdown

Average peak-to-trough decline

-9.75%

-8.56%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.12%

+0.63%

Volatility

FASOX vs. NAMAX - Volatility Comparison

Fidelity Advisor Value Strategies Fund Class I (FASOX) and Columbia Select Mid Cap Value Fund (NAMAX) have volatilities of 5.25% and 5.15%, 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


FASOXNAMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

5.15%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

10.28%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

18.87%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.60%

18.09%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

20.00%

+1.95%