FBLEX vs. META

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) and Meta Platforms, Inc. (META).

FBLEX is managed by Fidelity. It was launched on Dec 6, 2012.

Performance

FBLEX vs. META - 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 Meta Platforms, Inc. (META). The values are adjusted to include any dividend payments, if applicable.

FBLEX vs. META - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
META Meta Platforms, Inc.	-13.25%	13.09%	66.05%	194.13%	-64.22%	23.13%	33.09%	56.57%	-25.71%	53.38%

Returns By Period

In the year-to-date period, FBLEX achieves a -2.01% return, which is significantly higher than META's -13.25% return. Over the past 10 years, FBLEX has underperformed META with an annualized return of 11.11%, while META has yielded a comparatively higher 17.39% 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%

META

• 1D: 6.67%
• 1M: -11.66%
• YTD: -13.25%
• 6M: -21.96%
• 1Y: -0.42%
• 3Y*: 39.60%
• 5Y*: 14.06%
• 10Y*: 17.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FBLEX vs. META — Risk / Return Rank

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

FBLEX

FBLEX Risk / Return Rank: 46
FBLEX Sharpe Ratio Rank: 46
FBLEX Sortino Ratio Rank: 44
FBLEX Omega Ratio Rank: 48
FBLEX Calmar Ratio Rank: 41
FBLEX Martin Ratio Rank: 50

META

META Risk / Return Rank: 40
META Sharpe Ratio Rank: 41
META Sortino Ratio Rank: 38
META Omega Ratio Rank: 37
META Calmar Ratio Rank: 42
META Martin Ratio Rank: 41

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. META - 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 Meta Platforms, Inc. (META). 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.

	FBLEX	META	Difference
Sharpe ratio Return per unit of total volatility	0.91	-0.01	+0.92
Sortino ratio Return per unit of downside risk	1.32	0.29	+1.03
Omega ratio Gain probability vs. loss probability	1.20	1.04	+0.16
Calmar ratio Return relative to maximum drawdown	1.06	-0.01	+1.07
Martin ratio Return relative to average drawdown	4.92	-0.04	+4.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FBLEX vs. META - Sharpe Ratio Comparison

The current FBLEX Sharpe Ratio is 0.91, which is higher than the META Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of FBLEX and META, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FBLEX	META	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.91	-0.01	+0.92
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.32	+0.43
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.45	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.55	+0.14

Correlation

The correlation between FBLEX and META is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FBLEX vs. META - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 11.33%, more than META's 0.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FBLEX vs. META - Drawdown Comparison

The maximum FBLEX drawdown since its inception was -39.73%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for FBLEX and META.

Drawdown Indicators

	FBLEX	META	Difference
Max Drawdown Largest peak-to-trough decline	-39.73%	-76.74%	+37.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.55%	-33.30%	+21.75%
Max Drawdown (5Y) Largest decline over 5 years	-19.00%	-76.74%	+57.74%
Max Drawdown (10Y) Largest decline over 10 years	-39.73%	-76.74%	+37.01%
Current Drawdown Current decline from peak	-6.89%	-27.41%	+20.52%
Average Drawdown Average peak-to-trough decline	-3.86%	-15.19%	+11.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	13.13%	-10.64%

Volatility

FBLEX vs. META - Volatility Comparison

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 3.48%, while Meta Platforms, Inc. (META) has a volatility of 13.64%. This indicates that FBLEX experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBLEX	META	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.48%	13.64%	-10.16%
Volatility (6M) Calculated over the trailing 6-month period	7.78%	26.73%	-18.95%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	39.91%	-24.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.78%	43.77%	-28.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.39%	38.46%	-21.07%