FDTOX vs. FZACX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Advisor Diversified Stock Fund Class Z (FZACX).
FDTOX is managed by Fidelity. It was launched on Apr 30, 1999. FZACX is managed by Fidelity. It was launched on Aug 13, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTOX or FZACX.
Key characteristics
| FDTOX | FZACX | |
|---|---|---|
| YTD Return | 29.95% | 30.28% |
| 1Y Return | 41.66% | 42.14% |
| 3Y Return (Ann) | 9.66% | 9.97% |
| 5Y Return (Ann) | 17.89% | 18.22% |
| 10Y Return (Ann) | 12.49% | 12.89% |
| Sharpe Ratio | 2.77 | 2.80 |
| Sortino Ratio | 3.67 | 3.70 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 3.68 | 3.72 |
| Martin Ratio | 15.93 | 16.15 |
| Ulcer Index | 2.57% | 2.56% |
| Daily Std Dev | 14.75% | 14.77% |
| Max Drawdown | -71.18% | -30.35% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
FDTOX vs. FZACX - Performance Comparison
The year-to-date returns for both investments are quite close, with FDTOX having a 29.95% return and FZACX slightly higher at 30.28%. Both investments have delivered pretty close results over the past 10 years, with FDTOX having a 12.49% annualized return and FZACX not far ahead at 12.89%. 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. FZACX - Expense Ratio Comparison
FDTOX has a 0.80% expense ratio, which is higher than FZACX's 0.48% expense ratio.
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.
Dividends
FDTOX vs. FZACX - Dividend Comparison
FDTOX's dividend yield for the trailing twelve months is around 0.21%, less than FZACX's 0.40% 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% |
FZACX Fidelity Advisor Diversified Stock Fund Class Z | 0.40% | 0.52% | 0.80% | 0.54% | 0.47% | 0.77% | 0.77% | 1.33% | 1.56% | 1.72% | 11.11% | 2.45% |
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.
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 4.19% and 4.21%, 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.