FDETX vs. BMNR

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class O (FDETX) and Bitmine Immersion Technologies Inc (BMNR).

FDETX is managed by Fidelity. It was launched on Dec 30, 1985.

Performance

FDETX vs. BMNR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class O (FDETX) and Bitmine Immersion Technologies Inc (BMNR). The values are adjusted to include any dividend payments, if applicable.

FDETX vs. BMNR - Yearly Performance Comparison

	2026 (YTD)	2025
FDETX Fidelity Advisor Capital Development Fund Class O	-1.95%	19.56%
BMNR Bitmine Immersion Technologies Inc	-27.48%	250.43%

Returns By Period

In the year-to-date period, FDETX achieves a -1.95% return, which is significantly higher than BMNR's -27.48% return.

FDETX

• 1D: 3.24%
• 1M: -5.25%
• YTD: -1.95%
• 6M: 3.03%
• 1Y: 27.50%
• 3Y*: 22.78%
• 5Y*: 14.97%
• 10Y*: 15.03%

BMNR

• 1D: -0.46%
• 1M: -3.48%
• YTD: -27.48%
• 6M: -62.38%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FDETX vs. BMNR — Risk / Return Rank

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

FDETX

FDETX Risk / Return Rank: 84
FDETX Sharpe Ratio Rank: 80
FDETX Sortino Ratio Rank: 81
FDETX Omega Ratio Rank: 83
FDETX Calmar Ratio Rank: 86
FDETX Martin Ratio Rank: 90

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.

FDETX vs. BMNR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Bitmine Immersion Technologies Inc (BMNR). 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.

	FDETX	BMNR	Difference
Sharpe ratio Return per unit of total volatility	1.52	—	—
Sortino ratio Return per unit of downside risk	2.14	—	—
Omega ratio Gain probability vs. loss probability	1.34	—	—
Calmar ratio Return relative to maximum drawdown	2.29	—	—
Martin ratio Return relative to average drawdown	10.41	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FDETX	BMNR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.27	+0.36

Correlation

The correlation between FDETX and BMNR is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FDETX vs. BMNR - Dividend Comparison

FDETX's dividend yield for the trailing twelve months is around 10.55%, more than BMNR's 0.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FDETX Fidelity Advisor Capital Development Fund Class O	10.55%	10.34%	8.95%	4.39%	5.66%	5.63%	4.47%	7.46%	15.81%	5.34%	2.92%	5.97%
BMNR Bitmine Immersion Technologies Inc	0.05%	0.04%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FDETX vs. BMNR - Drawdown Comparison

The maximum FDETX drawdown since its inception was -66.86%, smaller than the maximum BMNR drawdown of -87.11%. Use the drawdown chart below to compare losses from any high point for FDETX and BMNR.

Drawdown Indicators

	FDETX	BMNR	Difference
Max Drawdown Largest peak-to-trough decline	-66.86%	-87.11%	+20.25%
Max Drawdown (1Y) Largest decline over 1 year	-12.42%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.72%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.61%	—	—
Current Drawdown Current decline from peak	-6.71%	-85.41%	+78.70%
Average Drawdown Average peak-to-trough decline	-11.26%	-67.75%	+56.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	—	—

Volatility

Volatility by Period

	FDETX	BMNR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.62%	793.13%	-774.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	793.13%	-775.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.85%	793.13%	-774.28%