FDEIX vs. VTV
FDEIX (Fidelity Advisor Capital Development Fund Class I) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, FDEIX returned 15.67%/yr vs 12.46%/yr for VTV. Their correlation of 0.90 means they have usually moved in the same direction. FDEIX charges 0.71%/yr vs 0.04%/yr for VTV.
Performance
FDEIX vs. VTV - Performance Comparison
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Returns By Period
In the year-to-date period, FDEIX achieves a 11.75% return, which is significantly lower than VTV's 16.93% return. Over the past 10 years, FDEIX has outperformed VTV with an annualized return of 15.67%, while VTV has yielded a comparatively lower 12.46% annualized return.
FDEIX
- 1D
- 0.94%
- 1M
- 0.91%
- 6M
- 7.90%
- YTD
- 11.75%
- 1Y
- 24.78%
- 3Y*
- 23.60%
- 5Y*
- 16.61%
- 10Y*
- 15.67%
- ALL TIME*
- 10.49%
VTV
- 1D
- 0.48%
- 1M
- 0.83%
- 6M
- 10.86%
- YTD
- 16.93%
- 1Y
- 28.55%
- 3Y*
- 17.83%
- 5Y*
- 12.43%
- 10Y*
- 12.46%
- ALL TIME*
- 9.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $655.54M | $670.79M | $624.45M |
FDEIX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDEIX Fidelity Advisor Capital Development Fund Class I | 11.75% | 27.44% | 26.86% | 24.00% | -8.17% | 25.18% | 8.93% | 31.14% | -9.21% | 16.45% |
VTV Vanguard Value ETF | 16.93% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between FDEIX and VTV is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2004 | 0.90 |
Over the past year, the correlation between FDEIX and VTV has dropped to 0.63 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
FDEIX vs. VTV — Risk / Return Rank
FDEIX
VTV
FDEIX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class I (FDEIX) and Vanguard Value ETF (VTV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FDEIX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.51 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 4.52 | -2.12 |
| Martin ratioReturn relative to average drawdown | 10.64 | 17.46 | -6.83 |
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Drawdowns
FDEIX vs. VTV - Drawdown Comparison
The maximum FDEIX drawdown since its inception was -57.82%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for FDEIX and VTV.
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Drawdown Indicators
| FDEIX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -59.27% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.35% | -3.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.72% | -14.52% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -17.04% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -36.61% | -36.78% | +0.17% |
Current DrawdownCurrent decline from peak | -0.16% | -0.89% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -7.82% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 1.64% | +0.53% |
Volatility
FDEIX vs. VTV - Volatility Comparison
Fidelity Advisor Capital Development Fund Class I (FDEIX) has a higher volatility of 3.55% compared to Vanguard Value ETF (VTV) at 2.54%. This indicates that FDEIX's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDEIX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.55% | 2.54% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 7.73% | +2.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 10.29% | +2.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 13.82% | +3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.75% | 16.62% | +2.13% |
FDEIX vs. VTV - Expense Ratio Comparison
FDEIX has a 0.71% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
FDEIX vs. VTV - Dividend Comparison
FDEIX's dividend yield for the trailing twelve months is around 9.20%, more than VTV's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDEIX Fidelity Advisor Capital Development Fund Class I | 9.20% | 10.28% | 8.81% | 4.21% | 5.46% | 5.49% | 4.32% | 7.30% | 15.57% | 5.32% | 2.82% | 5.75% |
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
FDEIX and VTV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDEIX has higher volatility (3.55%) compared to VTV (2.54%). In terms of maximum drawdown, FDEIX dropped -57.82% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.79 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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