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FDTEX vs. QILGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDTEX and QILGX is 0.92, 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

FDTEX vs. QILGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDTEX:

-0.25

QILGX:

0.56

Sortino Ratio

FDTEX:

-0.14

QILGX:

0.98

Omega Ratio

FDTEX:

0.98

QILGX:

1.14

Calmar Ratio

FDTEX:

-0.18

QILGX:

0.59

Martin Ratio

FDTEX:

-0.46

QILGX:

1.93

Ulcer Index

FDTEX:

11.97%

QILGX:

7.65%

Daily Std Dev

FDTEX:

24.34%

QILGX:

24.94%

Max Drawdown

FDTEX:

-63.20%

QILGX:

-53.48%

Current Drawdown

FDTEX:

-18.80%

QILGX:

-8.03%

Returns By Period

In the year-to-date period, FDTEX achieves a -3.64% return, which is significantly lower than QILGX's -0.33% return. Over the past 10 years, FDTEX has underperformed QILGX with an annualized return of 3.62%, while QILGX has yielded a comparatively higher 7.74% annualized return.


FDTEX

YTD

-3.64%

1M

8.75%

6M

-17.33%

1Y

-6.10%

5Y*

6.15%

10Y*

3.62%

QILGX

YTD

-0.33%

1M

12.87%

6M

-4.54%

1Y

13.79%

5Y*

11.25%

10Y*

7.74%

*Annualized

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FDTEX vs. QILGX - Expense Ratio Comparison

FDTEX has a 1.13% expense ratio, which is higher than QILGX's 0.75% expense ratio.


Risk-Adjusted Performance

FDTEX vs. QILGX — Risk-Adjusted Performance Rank

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

FDTEX
The Risk-Adjusted Performance Rank of FDTEX is 88
Overall Rank
The Sharpe Ratio Rank of FDTEX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTEX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FDTEX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FDTEX is 66
Calmar Ratio Rank
The Martin Ratio Rank of FDTEX is 88
Martin Ratio Rank

QILGX
The Risk-Adjusted Performance Rank of QILGX is 5959
Overall Rank
The Sharpe Ratio Rank of QILGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of QILGX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of QILGX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of QILGX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QILGX is 5555
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.

FDTEX vs. QILGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) and Federated Hermes MDT Large Cap Growth Fund (QILGX). 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 FDTEX Sharpe Ratio is -0.25, which is lower than the QILGX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FDTEX and QILGX, 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

FDTEX vs. QILGX - Dividend Comparison

FDTEX has not paid dividends to shareholders, while QILGX's dividend yield for the trailing twelve months is around 0.01%.


TTM20242023202220212020201920182017201620152014
FDTEX
Fidelity Advisor Diversified Stock Fund Class M
0.00%0.00%0.00%0.10%0.00%0.00%0.11%0.00%0.69%1.00%0.99%10.36%
QILGX
Federated Hermes MDT Large Cap Growth Fund
0.01%0.01%0.01%0.00%0.00%0.00%0.00%5.91%0.00%0.00%0.00%0.00%

Drawdowns

FDTEX vs. QILGX - Drawdown Comparison

The maximum FDTEX drawdown since its inception was -63.20%, which is greater than QILGX's maximum drawdown of -53.48%. Use the drawdown chart below to compare losses from any high point for FDTEX and QILGX. For additional features, visit the drawdowns tool.


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Volatility

FDTEX vs. QILGX - Volatility Comparison

The current volatility for Fidelity Advisor Diversified Stock Fund Class M (FDTEX) is 5.95%, while Federated Hermes MDT Large Cap Growth Fund (QILGX) has a volatility of 7.49%. This indicates that FDTEX experiences smaller price fluctuations and is considered to be less risky than QILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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