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FDSSX vs. CTCAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDSSX vs. CTCAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector All Cap Fund (FDSSX) and Columbia Global Technology Growth Fund Class A (CTCAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDSSX achieves a 15.83% return, which is significantly lower than CTCAX's 32.06% return. Over the past 10 years, FDSSX has underperformed CTCAX with an annualized return of 15.36%, while CTCAX has yielded a comparatively higher 24.75% annualized return.


FDSSX

1D
0.34%
1M
5.88%
YTD
15.83%
6M
16.38%
1Y
37.40%
3Y*
22.85%
5Y*
13.15%
10Y*
15.36%

CTCAX

1D
1.47%
1M
17.00%
YTD
32.06%
6M
31.15%
1Y
61.81%
3Y*
36.07%
5Y*
20.96%
10Y*
24.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDSSX vs. CTCAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDSSX
Fidelity Stock Selector All Cap Fund
15.83%18.89%19.79%26.94%-19.55%23.14%24.90%32.21%-8.61%24.42%
CTCAX
Columbia Global Technology Growth Fund Class A
32.06%24.78%31.39%56.46%-34.81%22.73%49.46%43.91%-1.48%42.99%

Correlation

The correlation between FDSSX and CTCAX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2002

0.88

The correlation between FDSSX and CTCAX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

FDSSX vs. CTCAX — Risk / Return Rank

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

FDSSX
FDSSX Risk / Return Rank: 8787
Overall Rank
FDSSX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FDSSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDSSX Omega Ratio Rank: 8181
Omega Ratio Rank
FDSSX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FDSSX Martin Ratio Rank: 9393
Martin Ratio Rank

CTCAX
CTCAX Risk / Return Rank: 8383
Overall Rank
CTCAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CTCAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
CTCAX Omega Ratio Rank: 7474
Omega Ratio Rank
CTCAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
CTCAX Martin Ratio Rank: 8686
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.

FDSSX vs. CTCAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector All Cap Fund (FDSSX) and Columbia Global Technology Growth Fund Class A (CTCAX). 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.


FDSSXCTCAXDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.53

1.49

+0.05

Calmar ratioReturn relative to maximum drawdown

4.17

4.43

-0.27

Martin ratioReturn relative to average drawdown

20.16

16.56

+3.60

FDSSX vs. CTCAX - Sharpe Ratio Comparison

The current FDSSX Sharpe Ratio is 2.95, which is comparable to the CTCAX Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of FDSSX and CTCAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FDSSXCTCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

3.04

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.81

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

1.00

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.78

-0.15

Drawdowns

FDSSX vs. CTCAX - Drawdown Comparison

The maximum FDSSX drawdown since its inception was -56.77%, smaller than the maximum CTCAX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for FDSSX and CTCAX.


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Drawdown Indicators


FDSSXCTCAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.77%

-61.04%

+4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-14.43%

+5.24%

Max Drawdown (3Y)

Largest decline over 3 years

-20.86%

-26.67%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.22%

-39.55%

+14.33%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-39.55%

+5.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.88%

-10.68%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

3.86%

-1.96%

Volatility

FDSSX vs. CTCAX - Volatility Comparison

The current volatility for Fidelity Stock Selector All Cap Fund (FDSSX) is 3.37%, while Columbia Global Technology Growth Fund Class A (CTCAX) has a volatility of 6.37%. This indicates that FDSSX experiences smaller price fluctuations and is considered to be less risky than CTCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDSSXCTCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

6.37%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

16.72%

-6.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

21.06%

-8.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

25.98%

-8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

24.84%

-6.27%

FDSSX vs. CTCAX - Expense Ratio Comparison

FDSSX has a 0.68% expense ratio, which is lower than CTCAX's 1.18% expense ratio.


Dividends

FDSSX vs. CTCAX - Dividend Comparison

FDSSX's dividend yield for the trailing twelve months is around 4.13%, more than CTCAX's 2.49% yield.


PositionTTM20252024202320222021202020192018201720162015
CTCAX
Columbia Global Technology Growth Fund Class A
2.49%3.29%1.08%2.36%3.53%4.15%0.91%2.55%5.82%3.52%0.36%1.80%
FDSSX
Fidelity Stock Selector All Cap Fund
4.13%4.79%4.83%2.03%0.36%0.84%5.22%6.09%4.46%3.07%1.04%5.16%

Frequently Asked Questions


FDSSX and CTCAX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTCAX has higher volatility (6.37%) compared to FDSSX (3.37%). In terms of maximum drawdown, FDSSX dropped -56.77% vs CTCAX's -61.04%.

CTCAX currently has the higher Sharpe Ratio (3.04 vs 2.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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