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FBRNX vs. FFLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBRNX vs. FFLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity Fundamental Large Cap Core ETF (FFLC). The values are adjusted to include any dividend payments, if applicable.

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FBRNX vs. FFLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FBRNX
Fidelity Advisor Stock Selector All Cap Fund Class I
-2.81%18.84%19.74%26.90%-19.59%22.96%25.54%
FFLC
Fidelity Fundamental Large Cap Core ETF
-2.68%17.67%27.89%25.07%-0.04%24.53%18.76%

Returns By Period

The year-to-date returns for both investments are quite close, with FBRNX having a -2.81% return and FFLC slightly higher at -2.68%.


FBRNX

1D
3.26%
1M
-5.27%
YTD
-2.81%
6M
0.86%
1Y
22.60%
3Y*
17.49%
5Y*
10.02%
10Y*
13.63%

FFLC

1D
1.02%
1M
-4.35%
YTD
-2.68%
6M
0.18%
1Y
19.98%
3Y*
19.96%
5Y*
14.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBRNX vs. FFLC - Expense Ratio Comparison

FBRNX has a 0.62% expense ratio, which is higher than FFLC's 0.38% expense ratio.


Return for Risk

FBRNX vs. FFLC — Risk / Return Rank

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

FBRNX
FBRNX Risk / Return Rank: 7272
Overall Rank
FBRNX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FBRNX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBRNX Omega Ratio Rank: 6969
Omega Ratio Rank
FBRNX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FBRNX Martin Ratio Rank: 8484
Martin Ratio Rank

FFLC
FFLC Risk / Return Rank: 6363
Overall Rank
FFLC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FFLC Sortino Ratio Rank: 6161
Sortino Ratio Rank
FFLC Omega Ratio Rank: 6464
Omega Ratio Rank
FFLC Calmar Ratio Rank: 6565
Calmar Ratio Rank
FFLC Martin Ratio Rank: 6969
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.

FBRNX vs. FFLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity Fundamental Large Cap Core ETF (FFLC). 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.


FBRNXFFLCDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.07

+0.16

Sortino ratio

Return per unit of downside risk

1.82

1.60

+0.23

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

1.92

1.72

+0.20

Martin ratio

Return relative to average drawdown

9.22

7.35

+1.87

FBRNX vs. FFLC - Sharpe Ratio Comparison

The current FBRNX Sharpe Ratio is 1.23, which is comparable to the FFLC Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of FBRNX and FFLC, 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


FBRNXFFLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.07

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.87

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

1.05

-0.30

Correlation

The correlation between FBRNX and FFLC is 0.89, 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

FBRNX vs. FFLC - Dividend Comparison

FBRNX's dividend yield for the trailing twelve months is around 4.73%, more than FFLC's 1.13% yield.


TTM20252024202320222021202020192018201720162015
FBRNX
Fidelity Advisor Stock Selector All Cap Fund Class I
4.73%4.60%4.66%1.94%0.35%0.00%5.15%5.28%4.39%3.07%0.99%5.06%
FFLC
Fidelity Fundamental Large Cap Core ETF
1.13%1.10%0.82%0.57%1.67%1.68%0.89%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FBRNX vs. FFLC - Drawdown Comparison

The maximum FBRNX drawdown since its inception was -34.37%, which is greater than FFLC's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for FBRNX and FFLC.


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Drawdown Indicators


FBRNXFFLCDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-19.72%

-14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.92%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

-19.72%

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

Current Drawdown

Current decline from peak

-6.25%

-5.89%

-0.36%

Average Drawdown

Average peak-to-trough decline

-4.48%

-3.05%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.79%

-0.22%

Volatility

FBRNX vs. FFLC - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) and Fidelity Fundamental Large Cap Core ETF (FFLC) have volatilities of 6.13% and 6.15%, 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


FBRNXFFLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

6.15%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

10.28%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

18.69%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.73%

16.94%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

17.78%

+0.75%