PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FBLEX vs. META
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBLEX and META is 0.40, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
1.18%
30.86%
FBLEX
META

Key characteristics

Sharpe Ratio

FBLEX:

0.74

META:

1.56

Sortino Ratio

FBLEX:

0.98

META:

2.06

Omega Ratio

FBLEX:

1.16

META:

1.28

Calmar Ratio

FBLEX:

0.71

META:

2.57

Martin Ratio

FBLEX:

2.02

META:

7.78

Ulcer Index

FBLEX:

4.89%

META:

6.09%

Daily Std Dev

FBLEX:

13.41%

META:

30.33%

Max Drawdown

FBLEX:

-41.62%

META:

-76.74%

Current Drawdown

FBLEX:

-8.30%

META:

-5.68%

Returns By Period

In the year-to-date period, FBLEX achieves a 5.18% return, which is significantly lower than META's 18.67% return. Over the past 10 years, FBLEX has underperformed META with an annualized return of 3.01%, while META has yielded a comparatively higher 24.42% annualized return.


FBLEX

YTD

5.18%

1M

0.70%

6M

1.18%

1Y

9.55%

5Y*

4.54%

10Y*

3.01%

META

YTD

18.67%

1M

12.71%

6M

30.86%

1Y

48.87%

5Y*

27.21%

10Y*

24.42%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

FBLEX vs. META — Risk-Adjusted Performance Rank

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

FBLEX
The Risk-Adjusted Performance Rank of FBLEX is 3838
Overall Rank
The Sharpe Ratio Rank of FBLEX is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of FBLEX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FBLEX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FBLEX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of FBLEX is 3131
Martin Ratio Rank

META
The Risk-Adjusted Performance Rank of META is 8686
Overall Rank
The Sharpe Ratio Rank of META is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of META is 8181
Sortino Ratio Rank
The Omega Ratio Rank of META is 8181
Omega Ratio Rank
The Calmar Ratio Rank of META is 9393
Calmar Ratio Rank
The Martin Ratio Rank of META 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.

FBLEX vs. META - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FBLEX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.000.741.56
The chart of Sortino ratio for FBLEX, currently valued at 0.98, compared to the broader market0.002.004.006.008.0010.0012.000.982.06
The chart of Omega ratio for FBLEX, currently valued at 1.16, compared to the broader market1.002.003.004.001.161.28
The chart of Calmar ratio for FBLEX, currently valued at 0.71, compared to the broader market0.005.0010.0015.0020.000.712.57
The chart of Martin ratio for FBLEX, currently valued at 2.02, compared to the broader market0.0020.0040.0060.0080.002.027.78
FBLEX
META

The current FBLEX Sharpe Ratio is 0.74, which is lower than the META Sharpe Ratio of 1.56. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.74
1.56
FBLEX
META

Dividends

FBLEX vs. META - Dividend Comparison

FBLEX's dividend yield for the trailing twelve months is around 2.13%, more than META's 0.22% yield.


TTM20242023202220212020201920182017201620152014
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
2.13%2.24%2.12%2.29%1.92%2.22%2.45%2.56%2.11%1.31%5.88%8.41%
META
Meta Platforms, Inc.
0.22%0.34%0.00%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 -41.62%, 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. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.30%
-5.68%
FBLEX
META

Volatility

FBLEX vs. META - Volatility Comparison

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 2.36%, while Meta Platforms, Inc. (META) has a volatility of 5.69%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.36%
5.69%
FBLEX
META
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab