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FDSSX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDSSX and FZROX is 0.98, 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.


Performance

FDSSX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector All Cap Fund (FDSSX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDSSX:

0.24

FZROX:

0.64

Sortino Ratio

FDSSX:

0.49

FZROX:

1.04

Omega Ratio

FDSSX:

1.07

FZROX:

1.15

Calmar Ratio

FDSSX:

0.22

FZROX:

0.67

Martin Ratio

FDSSX:

0.68

FZROX:

2.55

Ulcer Index

FDSSX:

7.73%

FZROX:

5.12%

Daily Std Dev

FDSSX:

20.70%

FZROX:

19.99%

Max Drawdown

FDSSX:

-56.46%

FZROX:

-34.96%

Current Drawdown

FDSSX:

-8.76%

FZROX:

-3.33%

Returns By Period

In the year-to-date period, FDSSX achieves a -0.32% return, which is significantly lower than FZROX's 1.13% return.


FDSSX

YTD

-0.32%

1M

13.07%

6M

-5.30%

1Y

5.04%

3Y*

12.86%

5Y*

12.51%

10Y*

8.38%

FZROX

YTD

1.13%

1M

12.81%

6M

0.39%

1Y

12.72%

3Y*

16.22%

5Y*

16.29%

10Y*

N/A

*Annualized

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FDSSX vs. FZROX - Expense Ratio Comparison

FDSSX has a 0.68% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Risk-Adjusted Performance

FDSSX vs. FZROX — Risk-Adjusted Performance Rank

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

FDSSX
The Risk-Adjusted Performance Rank of FDSSX is 3535
Overall Rank
The Sharpe Ratio Rank of FDSSX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSSX is 3535
Sortino Ratio Rank
The Omega Ratio Rank of FDSSX is 3636
Omega Ratio Rank
The Calmar Ratio Rank of FDSSX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FDSSX is 3232
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6666
Overall Rank
The Sharpe Ratio Rank of FZROX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDSSX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector All Cap Fund (FDSSX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


The current FDSSX Sharpe Ratio is 0.24, which is lower than the FZROX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FDSSX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDSSX vs. FZROX - Dividend Comparison

FDSSX's dividend yield for the trailing twelve months is around 0.86%, less than FZROX's 1.15% yield.


TTM20242023202220212020201920182017201620152014
FDSSX
Fidelity Stock Selector All Cap Fund
0.86%0.86%0.71%0.36%0.06%0.81%0.92%0.83%0.68%0.80%0.68%12.41%
FZROX
Fidelity ZERO Total Market Index Fund
1.15%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%

Drawdowns

FDSSX vs. FZROX - Drawdown Comparison

The maximum FDSSX drawdown since its inception was -56.46%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FDSSX and FZROX. For additional features, visit the drawdowns tool.


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Volatility

FDSSX vs. FZROX - Volatility Comparison

Fidelity Stock Selector All Cap Fund (FDSSX) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 4.57% and 4.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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