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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.


-0.50.00.51.0
Correlation: 1.0

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.

60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
79.16%
95.54%
FDTOX
FZACX

Key characteristics

Sharpe Ratio

FDTOX:

-0.50

FZACX:

-0.46

Sortino Ratio

FDTOX:

-0.53

FZACX:

-0.47

Omega Ratio

FDTOX:

0.92

FZACX:

0.93

Calmar Ratio

FDTOX:

-0.39

FZACX:

-0.36

Martin Ratio

FDTOX:

-1.16

FZACX:

-1.09

Ulcer Index

FDTOX:

10.37%

FZACX:

9.87%

Daily Std Dev

FDTOX:

23.84%

FZACX:

23.42%

Max Drawdown

FDTOX:

-71.18%

FZACX:

-37.65%

Current Drawdown

FDTOX:

-26.25%

FZACX:

-25.35%

Returns By Period

The year-to-date returns for both investments are quite close, with FDTOX having a -12.68% return and FZACX slightly higher at -12.59%. Over the past 10 years, FDTOX has underperformed FZACX with an annualized return of 3.06%, while FZACX has yielded a comparatively higher 3.87% annualized return.


FDTOX

YTD

-12.68%

1M

-7.43%

6M

-22.92%

1Y

-9.63%

5Y*

5.46%

10Y*

3.06%

FZACX

YTD

-12.59%

1M

-7.39%

6M

-21.95%

1Y

-8.35%

5Y*

6.49%

10Y*

3.87%

*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 is 0.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDTOX: 0.80%
Expense ratio chart for FZACX: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZACX: 0.48%

Risk-Adjusted Performance

FDTOX vs. FZACX — Risk-Adjusted Performance Rank

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

FDTOX
The Risk-Adjusted Performance Rank of FDTOX is 66
Overall Rank
The Sharpe Ratio Rank of FDTOX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of FDTOX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FDTOX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FDTOX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FDTOX is 77
Martin Ratio Rank

FZACX
The Risk-Adjusted Performance Rank of FZACX is 77
Overall Rank
The Sharpe Ratio Rank of FZACX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of FZACX is 88
Sortino Ratio Rank
The Omega Ratio Rank of FZACX is 88
Omega Ratio Rank
The Calmar Ratio Rank of FZACX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FZACX is 88
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.

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 -0.50, compared to the broader market-1.000.001.002.003.00
FDTOX: -0.50
FZACX: -0.46
The chart of Sortino ratio for FDTOX, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.00
FDTOX: -0.53
FZACX: -0.47
The chart of Omega ratio for FDTOX, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.00
FDTOX: 0.92
FZACX: 0.93
The chart of Calmar ratio for FDTOX, currently valued at -0.39, compared to the broader market0.002.004.006.008.0010.00
FDTOX: -0.39
FZACX: -0.36
The chart of Martin ratio for FDTOX, currently valued at -1.16, compared to the broader market0.0010.0020.0030.0040.0050.00
FDTOX: -1.16
FZACX: -1.09

The current FDTOX Sharpe Ratio is -0.50, which is comparable to the FZACX Sharpe Ratio of -0.46. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.50
-0.46
FDTOX
FZACX

Dividends

FDTOX vs. FZACX - Dividend Comparison

FDTOX's dividend yield for the trailing twelve months is around 0.31%, less than FZACX's 0.66% yield.


TTM20242023202220212020201920182017201620152014
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
0.31%0.27%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
0.66%0.57%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 -37.65%. Use the drawdown chart below to compare losses from any high point for FDTOX and FZACX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.25%
-25.35%
FDTOX
FZACX

Volatility

FDTOX vs. FZACX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Advisor Diversified Stock Fund Class Z (FZACX) have volatilities of 13.67% and 13.69%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.67%
13.69%
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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