FBLEX vs. META

In the year-to-date period, FBLEX achieves a 3.10% return, which is significantly lower than META's 10.68% return. Over the past 10 years, FBLEX has underperformed META with an annualized return of 9.27%, while META has yielded a comparatively higher 23.25% annualized return.

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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.

The current FBLEX Sharpe Ratio is 0.89, which is comparable to the META Sharpe Ratio of 1.07. 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.

FBLEX's dividend yield for the trailing twelve months is around 12.83%, more than META's 0.31% yield.

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.

The current volatility for Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) is 4.10%, while Meta Platforms, Inc. (META) has a volatility of 10.72%. 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.