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FDESX vs. FLCSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDESX and FLCSX 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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-7.32%
4.87%
FDESX
FLCSX

Key characteristics

Sharpe Ratio

FDESX:

0.65

FLCSX:

1.74

Sortino Ratio

FDESX:

0.89

FLCSX:

2.36

Omega Ratio

FDESX:

1.15

FLCSX:

1.32

Calmar Ratio

FDESX:

0.80

FLCSX:

2.66

Martin Ratio

FDESX:

3.52

FLCSX:

11.43

Ulcer Index

FDESX:

3.50%

FLCSX:

1.85%

Daily Std Dev

FDESX:

18.81%

FLCSX:

12.18%

Max Drawdown

FDESX:

-62.74%

FLCSX:

-65.69%

Current Drawdown

FDESX:

-15.45%

FLCSX:

-5.51%

Returns By Period

Over the past 10 years, FDESX has outperformed FLCSX with an annualized return of 11.00%, while FLCSX has yielded a comparatively lower 8.83% annualized return.


FDESX

YTD

0.00%

1M

-14.22%

6M

-6.72%

1Y

12.32%

5Y*

13.35%

10Y*

11.00%

FLCSX

YTD

0.00%

1M

-4.92%

6M

5.48%

1Y

21.18%

5Y*

11.41%

10Y*

8.83%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDESX vs. FLCSX - Expense Ratio Comparison

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


FLCSX
Fidelity Large Cap Stock Fund
Expense ratio chart for FLCSX: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
Expense ratio chart for FDESX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FDESX vs. FLCSX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for FDESX, currently valued at 0.65, compared to the broader market-1.000.001.002.003.000.651.74
The chart of Sortino ratio for FDESX, currently valued at 0.89, compared to the broader market-2.000.002.004.006.008.000.892.36
The chart of Omega ratio for FDESX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.32
The chart of Calmar ratio for FDESX, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.000.802.66
The chart of Martin ratio for FDESX, currently valued at 3.52, compared to the broader market0.0010.0020.0030.0040.0050.003.5211.43
FDESX
FLCSX

The current FDESX Sharpe Ratio is 0.65, which is lower than the FLCSX Sharpe Ratio of 1.74. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.65
1.74
FDESX
FLCSX

Dividends

FDESX vs. FLCSX - Dividend Comparison

FDESX has not paid dividends to shareholders, while FLCSX's dividend yield for the trailing twelve months is around 0.24%.


TTM2023202220212020201920182017201620152014
FDESX
Fidelity Advisor Diversified Stock Fund Class O
0.00%0.57%0.87%0.59%0.52%0.82%0.82%1.36%1.63%1.78%11.34%
FLCSX
Fidelity Large Cap Stock Fund
0.24%1.07%1.28%1.83%1.84%1.85%2.07%1.14%1.40%6.15%0.94%

Drawdowns

FDESX vs. FLCSX - Drawdown Comparison

The maximum FDESX drawdown since its inception was -62.74%, roughly equal to the maximum FLCSX drawdown of -65.69%. Use the drawdown chart below to compare losses from any high point for FDESX and FLCSX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-15.45%
-5.51%
FDESX
FLCSX

Volatility

FDESX vs. FLCSX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class O (FDESX) has a higher volatility of 12.38% compared to Fidelity Large Cap Stock Fund (FLCSX) at 3.41%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember
12.38%
3.41%
FDESX
FLCSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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