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FCDAX vs. VIOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCDAX vs. VIOO - 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 S&P Small-Cap 600 ETF (VIOO). The values are adjusted to include any dividend payments, if applicable.

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FCDAX vs. VIOO - 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%
VIOO
Vanguard S&P Small-Cap 600 ETF
3.49%6.04%8.48%16.16%-16.26%26.79%11.47%22.68%-8.65%13.16%

Returns By Period

In the year-to-date period, FCDAX achieves a 0.32% return, which is significantly lower than VIOO's 3.49% return. Over the past 10 years, FCDAX has outperformed VIOO with an annualized return of 11.32%, while VIOO has yielded a comparatively lower 9.84% 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%

VIOO

1D
2.80%
1M
-4.04%
YTD
3.49%
6M
5.34%
1Y
20.57%
3Y*
10.51%
5Y*
4.09%
10Y*
9.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCDAX vs. VIOO - Expense Ratio Comparison

FCDAX has a 1.19% expense ratio, which is higher than VIOO's 0.10% expense ratio.


Return for Risk

FCDAX vs. VIOO — 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

VIOO
VIOO Risk / Return Rank: 5858
Overall Rank
VIOO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VIOO Sortino Ratio Rank: 5858
Sortino Ratio Rank
VIOO Omega Ratio Rank: 5252
Omega Ratio Rank
VIOO Calmar Ratio Rank: 6262
Calmar Ratio Rank
VIOO Martin Ratio Rank: 6363
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. VIOO - 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 S&P Small-Cap 600 ETF (VIOO). 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.


FCDAXVIOODifference

Sharpe ratio

Return per unit of total volatility

1.16

0.91

+0.25

Sortino ratio

Return per unit of downside risk

1.73

1.41

+0.31

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.04

Calmar ratio

Return relative to maximum drawdown

1.69

1.45

+0.24

Martin ratio

Return relative to average drawdown

7.20

5.78

+1.42

FCDAX vs. VIOO - Sharpe Ratio Comparison

The current FCDAX Sharpe Ratio is 1.16, which is comparable to the VIOO Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FCDAX and VIOO, 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


FCDAXVIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

0.91

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.19

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.43

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.54

-0.23

Correlation

The correlation between FCDAX and VIOO is 0.93, 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. VIOO - Dividend Comparison

FCDAX's dividend yield for the trailing twelve months is around 0.44%, less than VIOO's 1.31% 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%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.31%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%

Drawdowns

FCDAX vs. VIOO - Drawdown Comparison

The maximum FCDAX drawdown since its inception was -65.62%, which is greater than VIOO's maximum drawdown of -44.15%. Use the drawdown chart below to compare losses from any high point for FCDAX and VIOO.


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Drawdown Indicators


FCDAXVIOODifference

Max Drawdown

Largest peak-to-trough decline

-65.62%

-44.15%

-21.47%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-14.66%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.67%

-27.93%

-2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-38.46%

-44.15%

+5.69%

Current Drawdown

Current decline from peak

-9.85%

-5.80%

-4.05%

Average Drawdown

Average peak-to-trough decline

-12.23%

-7.40%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.67%

-0.42%

Volatility

FCDAX vs. VIOO - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class A (FCDAX) has a higher volatility of 6.87% compared to Vanguard S&P Small-Cap 600 ETF (VIOO) at 6.34%. This indicates that FCDAX's price experiences larger fluctuations and is considered to be riskier than VIOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCDAXVIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

6.34%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

13.10%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

22.67%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

21.51%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

22.98%

-1.20%