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FCDAX vs. VBK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCDAX vs. VBK - 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 Vanguard Small-Cap Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

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FCDAX vs. VBK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
0.32%14.04%14.16%19.09%-18.47%24.38%21.39%30.05%-9.16%11.34%
VBK
Vanguard Small-Cap Growth ETF
0.16%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%

Returns By Period

In the year-to-date period, FCDAX achieves a 0.32% return, which is significantly higher than VBK's 0.16% return. Over the past 10 years, FCDAX has outperformed VBK with an annualized return of 11.32%, while VBK has yielded a comparatively lower 10.46% annualized return.


FCDAX

1D
-1.78%
1M
-8.46%
YTD
0.32%
6M
5.56%
1Y
25.99%
3Y*
14.16%
5Y*
7.00%
10Y*
11.32%

VBK

1D
4.37%
1M
-5.52%
YTD
0.16%
6M
1.80%
1Y
20.70%
3Y*
12.47%
5Y*
2.16%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCDAX vs. VBK - Expense Ratio Comparison

FCDAX has a 1.19% expense ratio, which is higher than VBK's 0.07% expense ratio.


Return for Risk

FCDAX vs. VBK — Risk / Return Rank

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

FCDAX
FCDAX Risk / Return Rank: 6969
Overall Rank
FCDAX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FCDAX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FCDAX Omega Ratio Rank: 6060
Omega Ratio Rank
FCDAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FCDAX Martin Ratio Rank: 7575
Martin Ratio Rank

VBK
VBK Risk / Return Rank: 5555
Overall Rank
VBK Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 5454
Sortino Ratio Rank
VBK Omega Ratio Rank: 4949
Omega Ratio Rank
VBK Calmar Ratio Rank: 6060
Calmar Ratio Rank
VBK Martin Ratio Rank: 6161
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.

FCDAX vs. VBK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) and Vanguard Small-Cap Growth ETF (VBK). 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.


FCDAXVBKDifference

Sharpe ratio

Return per unit of total volatility

1.16

0.85

+0.31

Sortino ratio

Return per unit of downside risk

1.73

1.34

+0.39

Omega ratio

Gain probability vs. loss probability

1.23

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.69

1.38

+0.31

Martin ratio

Return relative to average drawdown

7.20

5.52

+1.68

FCDAX vs. VBK - Sharpe Ratio Comparison

The current FCDAX Sharpe Ratio is 1.16, which is higher than the VBK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FCDAX and VBK, 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


FCDAXVBKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.85

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.09

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.46

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.40

-0.09

Correlation

The correlation between FCDAX and VBK is 0.95, 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

FCDAX vs. VBK - Dividend Comparison

FCDAX's dividend yield for the trailing twelve months is around 0.44%, less than VBK's 0.52% yield.


TTM20252024202320222021202020192018201720162015
FCDAX
Fidelity Advisor Stock Selector Small Cap Fund Class A
0.44%0.44%2.61%0.02%0.08%10.93%1.44%1.96%22.71%10.34%1.43%6.93%
VBK
Vanguard Small-Cap Growth ETF
0.52%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Drawdowns

FCDAX vs. VBK - Drawdown Comparison

The maximum FCDAX drawdown since its inception was -65.62%, which is greater than VBK's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for FCDAX and VBK.


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Drawdown Indicators


FCDAXVBKDifference

Max Drawdown

Largest peak-to-trough decline

-65.62%

-58.68%

-6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-14.56%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.67%

-38.39%

+7.72%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

-38.70%

+0.24%

Current Drawdown

Current decline from peak

-9.85%

-7.57%

-2.28%

Average Drawdown

Average peak-to-trough decline

-12.23%

-10.22%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.65%

-0.40%

Volatility

FCDAX vs. VBK - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) is 6.87%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that FCDAX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCDAXVBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

8.73%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

15.41%

-2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

24.44%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

23.49%

-1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

22.80%

-1.02%