FDESX vs. IJR
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class O (FDESX) and iShares Core S&P Small-Cap ETF (IJR).
FDESX is managed by Fidelity. It was launched on Jul 10, 1970. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Performance
FDESX vs. IJR - Performance Comparison
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FDESX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IJR iShares Core S&P Small-Cap ETF | 3.60% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Returns By Period
In the year-to-date period, FDESX achieves a -5.66% return, which is significantly lower than IJR's 3.60% return. Over the past 10 years, FDESX has outperformed IJR with an annualized return of 14.44%, while IJR has yielded a comparatively lower 9.83% annualized return.
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%
IJR
- 1D
- 2.85%
- 1M
- -4.00%
- YTD
- 3.60%
- 6M
- 5.26%
- 1Y
- 20.51%
- 3Y*
- 10.49%
- 5Y*
- 4.08%
- 10Y*
- 9.83%
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FDESX vs. IJR - Expense Ratio Comparison
FDESX has a 0.45% expense ratio, which is higher than IJR's 0.06% expense ratio.
Return for Risk
FDESX vs. IJR — Risk / Return Rank
FDESX
IJR
FDESX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class O (FDESX) and iShares Core S&P Small-Cap ETF (IJR). 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.
| FDESX | IJR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.91 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.41 | -0.13 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.43 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.87 | 5.77 | -0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDESX | IJR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.91 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.19 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.43 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.42 | +0.05 |
Correlation
The correlation between FDESX and IJR is 0.84, 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. IJR - Dividend Comparison
FDESX's dividend yield for the trailing twelve months is around 6.98%, more than IJR's 1.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IJR iShares Core S&P Small-Cap ETF | 1.29% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Drawdowns
FDESX vs. IJR - Drawdown Comparison
The maximum FDESX drawdown since its inception was -65.36%, which is greater than IJR's maximum drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for FDESX and IJR.
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Drawdown Indicators
| FDESX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.36% | -58.15% | -7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -14.85% | +2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.06% | -28.02% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -30.39% | -44.36% | +13.97% |
Current DrawdownCurrent decline from peak | -9.99% | -5.73% | -4.26% |
Average DrawdownAverage peak-to-trough decline | -14.09% | -9.34% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.66% | -0.84% |
Volatility
FDESX vs. IJR - Volatility Comparison
The current volatility for Fidelity Advisor Diversified Stock Fund Class O (FDESX) is 5.40%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.27%. This indicates that FDESX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDESX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 6.27% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 12.98% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.16% | 22.66% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 21.52% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.50% | 22.91% | -3.41% |