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FBRNX vs. FFLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBRNX and FFLC is 0.87, 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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.50%
5.50%
FBRNX
FFLC

Key characteristics

Sharpe Ratio

FBRNX:

0.91

FFLC:

1.61

Sortino Ratio

FBRNX:

1.24

FFLC:

2.20

Omega Ratio

FBRNX:

1.18

FFLC:

1.29

Calmar Ratio

FBRNX:

1.41

FFLC:

2.48

Martin Ratio

FBRNX:

3.93

FFLC:

10.32

Ulcer Index

FBRNX:

3.25%

FFLC:

2.14%

Daily Std Dev

FBRNX:

14.02%

FFLC:

13.78%

Max Drawdown

FBRNX:

-34.37%

FFLC:

-15.86%

Current Drawdown

FBRNX:

-7.13%

FFLC:

-3.29%

Returns By Period

In the year-to-date period, FBRNX achieves a 1.42% return, which is significantly lower than FFLC's 1.94% return.


FBRNX

YTD

1.42%

1M

-2.31%

6M

2.50%

1Y

10.89%

5Y*

10.77%

10Y*

8.89%

FFLC

YTD

1.94%

1M

-2.58%

6M

5.49%

1Y

19.12%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FBRNX vs. FFLC - Expense Ratio Comparison

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


FBRNX
Fidelity Advisor Stock Selector All Cap Fund Class I
Expense ratio chart for FBRNX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for FFLC: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

FBRNX vs. FFLC — Risk-Adjusted Performance Rank

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

FBRNX
The Risk-Adjusted Performance Rank of FBRNX is 5353
Overall Rank
The Sharpe Ratio Rank of FBRNX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FBRNX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FBRNX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FBRNX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FBRNX is 5656
Martin Ratio Rank

FFLC
The Risk-Adjusted Performance Rank of FFLC is 7171
Overall Rank
The Sharpe Ratio Rank of FFLC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FFLC is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FFLC is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FFLC is 7777
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.

FBRNX vs. FFLC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FBRNX, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.000.911.61
The chart of Sortino ratio for FBRNX, currently valued at 1.24, compared to the broader market0.002.004.006.008.0010.0012.001.242.20
The chart of Omega ratio for FBRNX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.29
The chart of Calmar ratio for FBRNX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.001.412.48
The chart of Martin ratio for FBRNX, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.003.9310.32
FBRNX
FFLC

The current FBRNX Sharpe Ratio is 0.91, which is lower than the FFLC Sharpe Ratio of 1.61. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
0.91
1.61
FBRNX
FFLC

Dividends

FBRNX vs. FFLC - Dividend Comparison

FBRNX's dividend yield for the trailing twelve months is around 0.75%, less than FFLC's 0.81% yield.


TTM20242023202220212020201920182017201620152014
FBRNX
Fidelity Advisor Stock Selector All Cap Fund Class I
0.75%0.76%0.64%0.35%0.00%0.78%0.15%0.76%0.62%0.75%0.59%12.17%
FFLC
Fidelity Fundamental Large Cap Core ETF
0.81%0.82%0.57%1.67%1.68%0.89%0.00%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 -15.86%. Use the drawdown chart below to compare losses from any high point for FBRNX and FFLC. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.13%
-3.29%
FBRNX
FFLC

Volatility

FBRNX vs. FFLC - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class I (FBRNX) is 4.18%, while Fidelity Fundamental Large Cap Core ETF (FFLC) has a volatility of 4.51%. This indicates that FBRNX experiences smaller price fluctuations and is considered to be less risky than FFLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.18%
4.51%
FBRNX
FFLC
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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.

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