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FDESX vs. FLCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDESX vs. FLCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class O (FDESX) and Fidelity Large Cap Stock Fund (FLCSX). The values are adjusted to include any dividend payments, if applicable.

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FDESX vs. FLCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDESX
Fidelity Advisor Diversified Stock Fund Class O
-5.66%14.07%28.08%28.34%-19.86%28.26%27.46%28.23%-5.62%17.76%
FLCSX
Fidelity Large Cap Stock Fund
-4.93%27.49%26.31%23.51%-8.02%25.80%9.05%31.59%-13.62%17.86%

Returns By Period

In the year-to-date period, FDESX achieves a -5.66% return, which is significantly lower than FLCSX's -4.93% return. Both investments have delivered pretty close results over the past 10 years, with FDESX having a 14.44% annualized return and FLCSX not far behind at 14.16%.


FDESX

1D
-0.71%
1M
-8.67%
YTD
-5.66%
6M
-3.22%
1Y
15.78%
3Y*
18.32%
5Y*
11.12%
10Y*
14.44%

FLCSX

1D
-0.61%
1M
-8.08%
YTD
-4.93%
6M
-0.24%
1Y
24.05%
3Y*
21.07%
5Y*
14.30%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDESX vs. FLCSX - Expense Ratio Comparison

FDESX has a 0.45% expense ratio, which is lower than FLCSX's 0.54% expense ratio.


Return for Risk

FDESX vs. FLCSX — Risk / Return Rank

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

FDESX
FDESX Risk / Return Rank: 4444
Overall Rank
FDESX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FDESX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDESX Omega Ratio Rank: 4545
Omega Ratio Rank
FDESX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FDESX Martin Ratio Rank: 5050
Martin Ratio Rank

FLCSX
FLCSX Risk / Return Rank: 7979
Overall Rank
FLCSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FLCSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FLCSX Omega Ratio Rank: 8080
Omega Ratio Rank
FLCSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FLCSX Martin Ratio Rank: 8383
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.

FDESX vs. FLCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class O (FDESX) and Fidelity Large Cap Stock Fund (FLCSX). 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.


FDESXFLCSXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.34

-0.49

Sortino ratio

Return per unit of downside risk

1.29

1.91

-0.62

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.09

1.79

-0.70

Martin ratio

Return relative to average drawdown

4.87

8.29

-3.42

FDESX vs. FLCSX - Sharpe Ratio Comparison

The current FDESX Sharpe Ratio is 0.85, which is lower than the FLCSX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of FDESX and FLCSX, 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


FDESXFLCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.34

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.85

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.76

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.48

-0.02

Correlation

The correlation between FDESX and FLCSX 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

FDESX vs. FLCSX - Dividend Comparison

FDESX's dividend yield for the trailing twelve months is around 6.98%, more than FLCSX's 6.83% yield.


TTM20252024202320222021202020192018201720162015
FDESX
Fidelity Advisor Diversified Stock Fund Class O
6.98%6.58%13.97%3.55%9.06%16.87%5.28%3.23%13.54%7.61%1.67%8.53%
FLCSX
Fidelity Large Cap Stock Fund
6.83%6.50%4.26%2.83%3.07%4.71%3.93%5.43%7.63%3.25%3.61%4.55%

Drawdowns

FDESX vs. FLCSX - Drawdown Comparison

The maximum FDESX drawdown since its inception was -65.36%, roughly equal to the maximum FLCSX drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for FDESX and FLCSX.


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Drawdown Indicators


FDESXFLCSXDifference

Max Drawdown

Largest peak-to-trough decline

-65.36%

-63.67%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.56%

-12.34%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-21.69%

-5.37%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-37.11%

+6.72%

Current Drawdown

Current decline from peak

-9.99%

-9.55%

-0.44%

Average Drawdown

Average peak-to-trough decline

-14.09%

-13.89%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.66%

+0.16%

Volatility

FDESX vs. FLCSX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class O (FDESX) has a higher volatility of 5.40% compared to Fidelity Large Cap Stock Fund (FLCSX) at 4.46%. This indicates that FDESX's price experiences larger fluctuations and is considered to be riskier than FLCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDESXFLCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

4.46%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

9.41%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

18.31%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

16.82%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.50%

18.65%

+0.85%