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FBLEX vs. FALAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBLEX vs. FALAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Fidelity Advisor Large Cap Fund Class A (FALAX). The values are adjusted to include any dividend payments, if applicable.

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FBLEX vs. FALAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
-2.01%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%
FALAX
Fidelity Advisor Large Cap Fund Class A
0.00%19.36%26.05%23.16%-8.16%25.49%8.56%31.37%-8.64%16.87%

Returns By Period

Over the past 10 years, FBLEX has underperformed FALAX with an annualized return of 11.11%, while FALAX has yielded a comparatively higher 14.35% annualized return.


FBLEX

1D
0.00%
1M
-6.70%
YTD
-2.01%
6M
2.97%
1Y
12.73%
3Y*
15.51%
5Y*
11.00%
10Y*
11.11%

FALAX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.16%
1Y
22.36%
3Y*
20.31%
5Y*
13.75%
10Y*
14.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBLEX vs. FALAX - Expense Ratio Comparison

FBLEX has a 0.01% expense ratio, which is lower than FALAX's 0.80% expense ratio.


Return for Risk

FBLEX vs. FALAX — Risk / Return Rank

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

FBLEX
FBLEX Risk / Return Rank: 4646
Overall Rank
FBLEX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 4848
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 5050
Martin Ratio Rank

FALAX
FALAX Risk / Return Rank: 6969
Overall Rank
FALAX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FALAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FALAX Omega Ratio Rank: 9393
Omega Ratio Rank
FALAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
FALAX Martin Ratio Rank: 4646
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.

FBLEX vs. FALAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Fidelity Advisor Large Cap Fund Class A (FALAX). 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.


FBLEXFALAXDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.46

-0.55

Sortino ratio

Return per unit of downside risk

1.32

2.08

-0.76

Omega ratio

Gain probability vs. loss probability

1.20

1.45

-0.25

Calmar ratio

Return relative to maximum drawdown

1.06

1.14

-0.08

Martin ratio

Return relative to average drawdown

4.92

4.62

+0.30

FBLEX vs. FALAX - Sharpe Ratio Comparison

The current FBLEX Sharpe Ratio is 0.91, which is lower than the FALAX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of FBLEX and FALAX, 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


FBLEXFALAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.46

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.85

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.78

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.46

+0.22

Correlation

The correlation between FBLEX and FALAX is 0.92, 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

FBLEX vs. FALAX - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 11.33%, more than FALAX's 6.03% yield.


TTM20252024202320222021202020192018201720162015
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
11.33%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%
FALAX
Fidelity Advisor Large Cap Fund Class A
6.03%6.03%6.33%3.46%2.21%6.69%5.50%8.65%17.32%6.41%2.11%3.02%

Drawdowns

FBLEX vs. FALAX - Drawdown Comparison

The maximum FBLEX drawdown since its inception was -39.73%, smaller than the maximum FALAX drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for FBLEX and FALAX.


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Drawdown Indicators


FBLEXFALAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.73%

-63.41%

+23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-12.28%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.00%

-21.62%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

-37.55%

-2.18%

Current Drawdown

Current decline from peak

-6.89%

-4.19%

-2.70%

Average Drawdown

Average peak-to-trough decline

-3.86%

-14.00%

+10.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.92%

-1.43%

Volatility

FBLEX vs. FALAX - Volatility Comparison

Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) has a higher volatility of 3.48% compared to Fidelity Advisor Large Cap Fund Class A (FALAX) at 0.00%. This indicates that FBLEX's price experiences larger fluctuations and is considered to be riskier than FALAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBLEXFALAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

0.00%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.78%

5.85%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.13%

17.18%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.78%

16.55%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.39%

18.63%

-1.24%