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

Correlation

The correlation between FCDAX and FADTX is 0.78, 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.


-0.50.00.51.00.8

Performance

FCDAX vs. FADTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) and Fidelity Advisor Technology Fund Class A (FADTX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.65%
12.48%
FCDAX
FADTX

Key characteristics

Sharpe Ratio

FCDAX:

0.77

FADTX:

1.45

Sortino Ratio

FCDAX:

1.19

FADTX:

1.98

Omega Ratio

FCDAX:

1.14

FADTX:

1.26

Calmar Ratio

FCDAX:

0.72

FADTX:

1.64

Martin Ratio

FCDAX:

4.26

FADTX:

7.11

Ulcer Index

FCDAX:

3.45%

FADTX:

4.84%

Daily Std Dev

FCDAX:

19.04%

FADTX:

23.66%

Max Drawdown

FCDAX:

-65.00%

FADTX:

-82.49%

Current Drawdown

FCDAX:

-11.33%

FADTX:

-2.80%

Returns By Period

In the year-to-date period, FCDAX achieves a 11.67% return, which is significantly lower than FADTX's 37.31% return. Over the past 10 years, FCDAX has underperformed FADTX with an annualized return of 4.84%, while FADTX has yielded a comparatively higher 14.67% annualized return.


FCDAX

YTD

11.67%

1M

-6.93%

6M

5.17%

1Y

13.10%

5Y*

7.62%

10Y*

4.84%

FADTX

YTD

37.31%

1M

3.51%

6M

10.15%

1Y

37.61%

5Y*

17.49%

10Y*

14.67%

Compare stocks, funds, or ETFs

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


FCDAX vs. FADTX - Expense Ratio Comparison

FCDAX has a 1.19% expense ratio, which is higher than FADTX's 0.97% expense ratio.


FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
Expense ratio chart for FCDAX: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for FADTX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

FCDAX vs. FADTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) and Fidelity Advisor Technology Fund Class A (FADTX). 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 FCDAX, currently valued at 0.77, compared to the broader market-1.000.001.002.003.004.000.771.45
The chart of Sortino ratio for FCDAX, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.001.191.98
The chart of Omega ratio for FCDAX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.26
The chart of Calmar ratio for FCDAX, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.0014.000.721.64
The chart of Martin ratio for FCDAX, currently valued at 4.26, compared to the broader market0.0020.0040.0060.004.267.11
FCDAX
FADTX

The current FCDAX Sharpe Ratio is 0.77, which is lower than the FADTX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of FCDAX and FADTX, 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 Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.77
1.45
FCDAX
FADTX

Dividends

FCDAX vs. FADTX - Dividend Comparison

Neither FCDAX nor FADTX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
0.00%0.02%0.08%0.00%0.00%0.12%0.06%0.13%0.26%7.17%9.61%4.85%
FADTX
Fidelity Advisor Technology Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.55%8.64%1.22%

Drawdowns

FCDAX vs. FADTX - Drawdown Comparison

The maximum FCDAX drawdown since its inception was -65.00%, smaller than the maximum FADTX drawdown of -82.49%. Use the drawdown chart below to compare losses from any high point for FCDAX and FADTX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.33%
-2.80%
FCDAX
FADTX

Volatility

FCDAX vs. FADTX - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) has a higher volatility of 6.45% compared to Fidelity Advisor Technology Fund Class A (FADTX) at 5.82%. This indicates that FCDAX's price experiences larger fluctuations and is considered to be riskier than FADTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.45%
5.82%
FCDAX
FADTX
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 © 2024 PortfoliosLab