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FCDAX vs. FADTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCDAX and FADTX is 0.85, 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.


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.

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Key characteristics

Sharpe Ratio

FCDAX:

-0.05

FADTX:

0.35

Sortino Ratio

FCDAX:

0.07

FADTX:

0.58

Omega Ratio

FCDAX:

1.01

FADTX:

1.08

Calmar Ratio

FCDAX:

-0.06

FADTX:

0.28

Martin Ratio

FCDAX:

-0.17

FADTX:

0.86

Ulcer Index

FCDAX:

9.95%

FADTX:

9.47%

Daily Std Dev

FCDAX:

23.80%

FADTX:

32.90%

Max Drawdown

FCDAX:

-64.98%

FADTX:

-82.50%

Current Drawdown

FCDAX:

-15.13%

FADTX:

-7.95%

Returns By Period

In the year-to-date period, FCDAX achieves a -6.38% return, which is significantly lower than FADTX's -3.69% return. Over the past 10 years, FCDAX has underperformed FADTX with an annualized return of 8.31%, while FADTX has yielded a comparatively higher 19.96% annualized return.


FCDAX

YTD

-6.38%

1M

4.31%

6M

-14.65%

1Y

-1.24%

3Y*

7.73%

5Y*

12.19%

10Y*

8.31%

FADTX

YTD

-3.69%

1M

11.30%

6M

-3.80%

1Y

11.40%

3Y*

21.56%

5Y*

20.03%

10Y*

19.96%

*Annualized

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FCDAX vs. FADTX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FCDAX vs. FADTX — Risk-Adjusted Performance Rank

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

FCDAX
The Risk-Adjusted Performance Rank of FCDAX is 99
Overall Rank
The Sharpe Ratio Rank of FCDAX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of FCDAX is 99
Sortino Ratio Rank
The Omega Ratio Rank of FCDAX is 99
Omega Ratio Rank
The Calmar Ratio Rank of FCDAX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FCDAX is 99
Martin Ratio Rank

FADTX
The Risk-Adjusted Performance Rank of FADTX is 2727
Overall Rank
The Sharpe Ratio Rank of FADTX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FADTX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FADTX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FADTX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FADTX is 2525
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.

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.


The current FCDAX Sharpe Ratio is -0.05, which is lower than the FADTX Sharpe Ratio of 0.35. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FCDAX vs. FADTX - Dividend Comparison

FCDAX's dividend yield for the trailing twelve months is around 2.79%, less than FADTX's 8.32% yield.


TTM20242023202220212020201920182017201620152014
FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
2.79%2.61%0.02%0.08%10.93%1.44%1.96%22.71%10.34%1.43%6.93%9.47%
FADTX
Fidelity Advisor Technology Fund Class A
8.32%8.01%3.94%3.72%12.63%7.85%2.52%23.98%8.23%1.63%4.55%8.57%

Drawdowns

FCDAX vs. FADTX - Drawdown Comparison

The maximum FCDAX drawdown since its inception was -64.98%, smaller than the maximum FADTX drawdown of -82.50%. Use the drawdown chart below to compare losses from any high point for FCDAX and FADTX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FCDAX vs. FADTX - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) is 6.26%, while Fidelity Advisor Technology Fund Class A (FADTX) has a volatility of 7.40%. This indicates that FCDAX experiences smaller price fluctuations and is considered to be less risky than FADTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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