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

Correlation

The correlation between FCDAX and FCAGX 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. FCAGX - 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 Small Cap Growth Fund Class A (FCAGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCDAX:

-0.02

FCAGX:

0.12

Sortino Ratio

FCDAX:

0.10

FCAGX:

0.28

Omega Ratio

FCDAX:

1.01

FCAGX:

1.04

Calmar Ratio

FCDAX:

-0.04

FCAGX:

0.05

Martin Ratio

FCDAX:

-0.11

FCAGX:

0.19

Ulcer Index

FCDAX:

10.39%

FCAGX:

9.69%

Daily Std Dev

FCDAX:

23.80%

FCAGX:

25.53%

Max Drawdown

FCDAX:

-64.98%

FCAGX:

-59.24%

Current Drawdown

FCDAX:

-14.42%

FCAGX:

-22.07%

Returns By Period

In the year-to-date period, FCDAX achieves a -3.79% return, which is significantly higher than FCAGX's -5.67% return. Over the past 10 years, FCDAX has underperformed FCAGX with an annualized return of 3.79%, while FCAGX has yielded a comparatively higher 4.56% annualized return.


FCDAX

YTD

-3.79%

1M

12.98%

6M

-12.92%

1Y

-0.38%

5Y*

12.17%

10Y*

3.79%

FCAGX

YTD

-5.67%

1M

12.71%

6M

-12.32%

1Y

2.93%

5Y*

5.23%

10Y*

4.56%

*Annualized

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FCDAX vs. FCAGX - Expense Ratio Comparison

FCDAX has a 1.19% expense ratio, which is lower than FCAGX's 1.29% expense ratio.


Risk-Adjusted Performance

FCDAX vs. FCAGX — 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 1616
Overall Rank
The Sharpe Ratio Rank of FCDAX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FCDAX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FCDAX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FCDAX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FCDAX is 1515
Martin Ratio Rank

FCAGX
The Risk-Adjusted Performance Rank of FCAGX is 2323
Overall Rank
The Sharpe Ratio Rank of FCAGX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FCAGX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FCAGX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of FCAGX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of FCAGX is 2222
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. FCAGX - 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 Small Cap Growth Fund Class A (FCAGX). 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 -0.02, which is lower than the FCAGX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of FCDAX and FCAGX, 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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Dividends

FCDAX vs. FCAGX - Dividend Comparison

FCDAX's dividend yield for the trailing twelve months is around 0.61%, less than FCAGX's 0.80% yield.


TTM20242023202220212020201920182017201620152014
FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
0.61%0.59%0.02%0.08%0.00%0.00%0.12%0.06%0.13%0.26%7.17%9.61%
FCAGX
Fidelity Advisor Small Cap Growth Fund Class A
0.80%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.61%

Drawdowns

FCDAX vs. FCAGX - Drawdown Comparison

The maximum FCDAX drawdown since its inception was -64.98%, which is greater than FCAGX's maximum drawdown of -59.24%. Use the drawdown chart below to compare losses from any high point for FCDAX and FCAGX. For additional features, visit the drawdowns tool.


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Volatility

FCDAX vs. FCAGX - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) and Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) have volatilities of 6.52% and 6.54%, 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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