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FDTOX vs. FZACX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDTOX and FZACX is 1.00, 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.


-0.50.00.51.01.0

Performance

FDTOX vs. FZACX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Advisor Diversified Stock Fund Class Z (FZACX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-7.79%
-6.89%
FDTOX
FZACX

Key characteristics

Sharpe Ratio

FDTOX:

0.61

FZACX:

0.69

Sortino Ratio

FDTOX:

0.83

FZACX:

0.93

Omega Ratio

FDTOX:

1.14

FZACX:

1.16

Calmar Ratio

FDTOX:

0.73

FZACX:

0.85

Martin Ratio

FDTOX:

3.26

FZACX:

3.71

Ulcer Index

FDTOX:

3.54%

FZACX:

3.46%

Daily Std Dev

FDTOX:

18.96%

FZACX:

18.54%

Max Drawdown

FDTOX:

-71.18%

FZACX:

-30.35%

Current Drawdown

FDTOX:

-15.75%

FZACX:

-15.04%

Returns By Period

Both investments have delivered pretty close results over the past 10 years, with FDTOX having a 10.58% annualized return and FZACX not far ahead at 11.04%.


FDTOX

YTD

0.00%

1M

-14.52%

6M

-7.19%

1Y

11.55%

5Y*

12.90%

10Y*

10.58%

FZACX

YTD

0.00%

1M

-13.80%

6M

-6.29%

1Y

12.82%

5Y*

13.43%

10Y*

11.04%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDTOX vs. FZACX - Expense Ratio Comparison

FDTOX has a 0.80% expense ratio, which is higher than FZACX's 0.48% expense ratio.


FDTOX
Fidelity Advisor Diversified Stock Fund Class A
Expense ratio chart for FDTOX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FZACX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

FDTOX vs. FZACX - 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 Advisor Diversified Stock Fund Class Z (FZACX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDTOX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.000.610.69
The chart of Sortino ratio for FDTOX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.000.830.93
The chart of Omega ratio for FDTOX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.16
The chart of Calmar ratio for FDTOX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.000.730.85
The chart of Martin ratio for FDTOX, currently valued at 3.26, compared to the broader market0.0010.0020.0030.0040.0050.003.263.71
FDTOX
FZACX

The current FDTOX Sharpe Ratio is 0.61, which is comparable to the FZACX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FDTOX and FZACX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.61
0.69
FDTOX
FZACX

Dividends

FDTOX vs. FZACX - Dividend Comparison

Neither FDTOX nor FZACX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
0.00%0.28%0.49%0.25%0.22%0.50%0.40%1.05%1.34%1.45%10.99%
FZACX
Fidelity Advisor Diversified Stock Fund Class Z
0.00%0.52%0.80%0.54%0.47%0.77%0.77%1.33%1.56%1.72%11.11%

Drawdowns

FDTOX vs. FZACX - Drawdown Comparison

The maximum FDTOX drawdown since its inception was -71.18%, which is greater than FZACX's maximum drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for FDTOX and FZACX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-15.75%
-15.04%
FDTOX
FZACX

Volatility

FDTOX vs. FZACX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class A (FDTOX) has a higher volatility of 12.69% compared to Fidelity Advisor Diversified Stock Fund Class Z (FZACX) at 11.93%. This indicates that FDTOX's price experiences larger fluctuations and is considered to be riskier than FZACX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember
12.69%
11.93%
FDTOX
FZACX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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