FDTEX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Fidelity 500 Index Fund (FXAIX).
FDTEX is managed by Fidelity. It was launched on Jul 12, 2005. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FDTEX vs. FXAIX - Performance Comparison
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FDTEX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | -5.84% | 13.31% | 48.66% | 27.49% | -20.43% | 27.39% | 26.58% | 27.30% | -6.27% | 17.69% |
FXAIX Fidelity 500 Index Fund | -7.05% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, FDTEX achieves a -5.84% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FDTEX has outperformed FXAIX with an annualized return of 15.50%, while FXAIX has yielded a comparatively lower 13.75% annualized return.
FDTEX
- 1D
- -0.71%
- 1M
- -8.71%
- YTD
- -5.84%
- 6M
- -3.55%
- 1Y
- 15.04%
- 3Y*
- 23.77%
- 5Y*
- 13.86%
- 10Y*
- 15.50%
FXAIX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.05%
- 6M
- -4.59%
- 1Y
- 14.42%
- 3Y*
- 17.17%
- 5Y*
- 11.40%
- 10Y*
- 13.75%
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FDTEX vs. FXAIX - Expense Ratio Comparison
FDTEX has a 1.13% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
FDTEX vs. FXAIX — Risk / Return Rank
FDTEX
FXAIX
FDTEX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Fidelity 500 Index Fund (FXAIX). 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.
| FDTEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.84 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.30 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.05 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.56 | 5.13 | -0.57 |
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
| FDTEX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.84 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 0.68 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.77 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.75 | -0.28 |
Correlation
The correlation between FDTEX and FXAIX is 0.96, 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
FDTEX vs. FXAIX - Dividend Comparison
FDTEX's dividend yield for the trailing twelve months is around 6.87%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTEX Fidelity Advisor Diversified Stock Fund Class M | 6.87% | 6.47% | 28.65% | 3.15% | 8.76% | 17.04% | 4.97% | 2.62% | 13.14% | 7.87% | 1.03% | 7.93% |
FXAIX Fidelity 500 Index Fund | 1.20% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FDTEX vs. FXAIX - Drawdown Comparison
The maximum FDTEX drawdown since its inception was -63.20%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDTEX and FXAIX.
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Drawdown Indicators
| FDTEX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.20% | -33.79% | -29.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.60% | -12.13% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -24.50% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -30.43% | -33.79% | +3.36% |
Current DrawdownCurrent decline from peak | -10.05% | -8.89% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -3.83% | -4.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.50% | +0.34% |
Volatility
FDTEX vs. FXAIX - Volatility Comparison
Fidelity Advisor Diversified Stock Fund Class M (FDTEX) has a higher volatility of 5.38% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FDTEX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDTEX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.24% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 9.08% | +2.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 18.13% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.83% | 16.88% | +6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 18.03% | +3.68% |