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FDETX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FDETX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class O (FDETX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.71%
14.96%
FDETX
VTI

Returns By Period

In the year-to-date period, FDETX achieves a 31.26% return, which is significantly higher than VTI's 27.35% return. Both investments have delivered pretty close results over the past 10 years, with FDETX having a 12.58% annualized return and VTI not far ahead at 12.84%.


FDETX

YTD

31.26%

1M

4.17%

6M

13.71%

1Y

38.55%

5Y (annualized)

15.99%

10Y (annualized)

12.58%

VTI

YTD

27.35%

1M

4.73%

6M

14.96%

1Y

34.79%

5Y (annualized)

15.04%

10Y (annualized)

12.84%

Key characteristics


FDETXVTI
Sharpe Ratio3.202.78
Sortino Ratio4.283.68
Omega Ratio1.601.51
Calmar Ratio4.704.06
Martin Ratio23.5617.77
Ulcer Index1.64%1.96%
Daily Std Dev12.03%12.49%
Max Drawdown-78.92%-55.45%
Current Drawdown0.00%0.00%

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FDETX vs. VTI - Expense Ratio Comparison

FDETX has a 0.56% expense ratio, which is higher than VTI's 0.03% expense ratio.


FDETX
Fidelity Advisor Capital Development Fund Class O
Expense ratio chart for FDETX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

The correlation between FDETX and VTI is 0.93, 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

Risk-Adjusted Performance

FDETX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Vanguard Total Stock Market ETF (VTI). 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 FDETX, currently valued at 3.20, compared to the broader market-1.000.001.002.003.004.005.003.202.78
The chart of Sortino ratio for FDETX, currently valued at 4.28, compared to the broader market0.005.0010.004.283.68
The chart of Omega ratio for FDETX, currently valued at 1.60, compared to the broader market1.002.003.004.001.601.51
The chart of Calmar ratio for FDETX, currently valued at 4.70, compared to the broader market0.005.0010.0015.0020.004.704.06
The chart of Martin ratio for FDETX, currently valued at 23.56, compared to the broader market0.0020.0040.0060.0080.0023.5617.77
FDETX
VTI

The current FDETX Sharpe Ratio is 3.20, which is comparable to the VTI Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of FDETX and VTI, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.20
2.78
FDETX
VTI

Dividends

FDETX vs. VTI - Dividend Comparison

FDETX's dividend yield for the trailing twelve months is around 0.96%, less than VTI's 1.25% yield.


TTM20232022202120202019201820172016201520142013
FDETX
Fidelity Advisor Capital Development Fund Class O
0.96%1.27%1.53%1.93%1.69%1.96%2.12%1.45%1.42%1.62%18.79%0.62%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FDETX vs. VTI - Drawdown Comparison

The maximum FDETX drawdown since its inception was -78.92%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDETX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FDETX
VTI

Volatility

FDETX vs. VTI - Volatility Comparison

The current volatility for Fidelity Advisor Capital Development Fund Class O (FDETX) is 3.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.20%. This indicates that FDETX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
4.20%
FDETX
VTI
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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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