FDTOX vs. FBCG
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Blue Chip Growth ETF (FBCG).
FDTOX is managed by Fidelity. It was launched on Apr 30, 1999. FBCG is an actively managed fund by Fidelity. It was launched on Jun 3, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTOX or FBCG.
Key characteristics
| FDTOX | FBCG | |
|---|---|---|
| YTD Return | 29.95% | 38.77% |
| 1Y Return | 41.66% | 53.91% |
| 3Y Return (Ann) | 9.66% | 8.52% |
| Sharpe Ratio | 2.77 | 2.67 |
| Sortino Ratio | 3.67 | 3.40 |
| Omega Ratio | 1.51 | 1.47 |
| Calmar Ratio | 3.68 | 3.01 |
| Martin Ratio | 15.93 | 12.98 |
| Ulcer Index | 2.57% | 4.05% |
| Daily Std Dev | 14.75% | 19.70% |
| Max Drawdown | -71.18% | -43.56% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FDTOX and FBCG 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
FDTOX vs. FBCG - Performance Comparison
In the year-to-date period, FDTOX achieves a 29.95% return, which is significantly lower than FBCG's 38.77% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDTOX vs. FBCG - Expense Ratio Comparison
FDTOX has a 0.80% expense ratio, which is higher than FBCG's 0.59% expense ratio.
Risk-Adjusted Performance
FDTOX vs. FBCG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Blue Chip Growth ETF (FBCG). 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.
Dividends
FDTOX vs. FBCG - Dividend Comparison
FDTOX's dividend yield for the trailing twelve months is around 0.21%, more than FBCG's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTOX Fidelity Advisor Diversified Stock Fund Class A | 0.21% | 0.28% | 0.49% | 0.25% | 0.22% | 0.50% | 0.40% | 1.05% | 1.34% | 1.45% | 10.99% | 2.01% |
FBCG Fidelity Blue Chip Growth ETF | 0.02% | 0.02% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDTOX vs. FBCG - Drawdown Comparison
The maximum FDTOX drawdown since its inception was -71.18%, which is greater than FBCG's maximum drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for FDTOX and FBCG. For additional features, visit the drawdowns tool.
Volatility
FDTOX vs. FBCG - Volatility Comparison
The current volatility for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) is 4.19%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 5.53%. This indicates that FDTOX experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.