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FCDTX vs. HASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCDTX vs. HASCX - Performance Comparison

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

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FCDTX vs. HASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCDTX
Fidelity Advisor Stock Selector Small Cap Fund Class M
0.26%13.73%13.89%18.79%-18.70%24.02%21.08%29.68%-9.50%10.97%
HASCX
Harbor Small Cap Value Fund
8.12%3.78%10.93%15.18%-9.59%14.55%13.15%28.97%-16.16%21.63%

Returns By Period

In the year-to-date period, FCDTX achieves a 0.26% return, which is significantly lower than HASCX's 8.12% return. Over the past 10 years, FCDTX has outperformed HASCX with an annualized return of 11.00%, while HASCX has yielded a comparatively lower 10.24% annualized return.


FCDTX

1D
-1.77%
1M
-8.46%
YTD
0.26%
6M
5.45%
1Y
25.68%
3Y*
13.87%
5Y*
6.72%
10Y*
11.00%

HASCX

1D
-1.56%
1M
-8.37%
YTD
8.12%
6M
10.62%
1Y
24.67%
3Y*
10.76%
5Y*
5.48%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCDTX vs. HASCX - Expense Ratio Comparison

FCDTX has a 1.46% expense ratio, which is higher than HASCX's 0.87% expense ratio.


Return for Risk

FCDTX vs. HASCX — Risk / Return Rank

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

FCDTX
FCDTX Risk / Return Rank: 6868
Overall Rank
FCDTX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FCDTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FCDTX Omega Ratio Rank: 5959
Omega Ratio Rank
FCDTX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FCDTX Martin Ratio Rank: 7474
Martin Ratio Rank

HASCX
HASCX Risk / Return Rank: 6363
Overall Rank
HASCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HASCX Sortino Ratio Rank: 6666
Sortino Ratio Rank
HASCX Omega Ratio Rank: 5757
Omega Ratio Rank
HASCX Calmar Ratio Rank: 6565
Calmar Ratio Rank
HASCX Martin Ratio Rank: 6060
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.

FCDTX vs. HASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Small Cap Fund Class M (FCDTX) and Harbor Small Cap Value Fund (HASCX). 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.


FCDTXHASCXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.16

-0.01

Sortino ratio

Return per unit of downside risk

1.71

1.64

+0.07

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.67

1.48

+0.18

Martin ratio

Return relative to average drawdown

7.08

5.74

+1.34

FCDTX vs. HASCX - Sharpe Ratio Comparison

The current FCDTX Sharpe Ratio is 1.15, which is comparable to the HASCX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FCDTX and HASCX, 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


FCDTXHASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.16

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.27

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.45

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.43

-0.14

Correlation

The correlation between FCDTX and HASCX is 0.94, 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

FCDTX vs. HASCX - Dividend Comparison

FCDTX's dividend yield for the trailing twelve months is around 0.41%, less than HASCX's 3.16% yield.


TTM20252024202320222021202020192018201720162015
FCDTX
Fidelity Advisor Stock Selector Small Cap Fund Class M
0.41%0.42%2.47%0.00%0.04%11.15%1.50%1.91%23.15%10.48%1.20%6.83%
HASCX
Harbor Small Cap Value Fund
3.16%3.41%0.62%6.99%7.25%5.64%0.43%1.41%11.18%1.98%0.36%3.98%

Drawdowns

FCDTX vs. HASCX - Drawdown Comparison

The maximum FCDTX drawdown since its inception was -65.78%, which is greater than HASCX's maximum drawdown of -58.90%. Use the drawdown chart below to compare losses from any high point for FCDTX and HASCX.


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Drawdown Indicators


FCDTXHASCXDifference

Max Drawdown

Largest peak-to-trough decline

-65.78%

-58.90%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.84%

-14.64%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-30.78%

-28.34%

-2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-38.48%

-42.15%

+3.67%

Current Drawdown

Current decline from peak

-9.87%

-9.89%

+0.02%

Average Drawdown

Average peak-to-trough decline

-12.49%

-8.18%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

3.78%

-0.52%

Volatility

FCDTX vs. HASCX - Volatility Comparison

Fidelity Advisor Stock Selector Small Cap Fund Class M (FCDTX) and Harbor Small Cap Value Fund (HASCX) have volatilities of 6.91% and 7.21%, 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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Volatility by Period


FCDTXHASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

7.21%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

14.09%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

21.45%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

20.63%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

22.80%

-1.01%