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

Correlation

The correlation between FDTOX and VOO is 0.96, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-7.79%
7.42%
FDTOX
VOO

Key characteristics

Sharpe Ratio

FDTOX:

0.61

VOO:

2.00

Sortino Ratio

FDTOX:

0.83

VOO:

2.68

Omega Ratio

FDTOX:

1.14

VOO:

1.37

Calmar Ratio

FDTOX:

0.73

VOO:

2.98

Martin Ratio

FDTOX:

3.26

VOO:

13.18

Ulcer Index

FDTOX:

3.54%

VOO:

1.91%

Daily Std Dev

FDTOX:

18.96%

VOO:

12.60%

Max Drawdown

FDTOX:

-71.18%

VOO:

-33.99%

Current Drawdown

FDTOX:

-15.75%

VOO:

-2.88%

Returns By Period

Over the past 10 years, FDTOX has underperformed VOO with an annualized return of 10.58%, while VOO has yielded a comparatively higher 13.16% annualized return.


FDTOX

YTD

0.00%

1M

-14.52%

6M

-7.19%

1Y

11.55%

5Y*

12.90%

10Y*

10.58%

VOO

YTD

25.48%

1M

-1.94%

6M

8.60%

1Y

25.48%

5Y*

14.64%

10Y*

13.16%

*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. VOO - Expense Ratio Comparison

FDTOX has a 0.80% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

FDTOX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Vanguard S&P 500 ETF (VOO). 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-1.000.001.002.003.000.612.03
The chart of Sortino ratio for FDTOX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.000.832.71
The chart of Omega ratio for FDTOX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.38
The chart of Calmar ratio for FDTOX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.000.733.02
The chart of Martin ratio for FDTOX, currently valued at 3.26, compared to the broader market0.0010.0020.0030.0040.0050.003.2613.33
FDTOX
VOO

The current FDTOX Sharpe Ratio is 0.61, which is lower than the VOO Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of FDTOX and VOO, 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 Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
0.61
2.03
FDTOX
VOO

Dividends

FDTOX vs. VOO - Dividend Comparison

FDTOX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


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%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FDTOX vs. VOO - Drawdown Comparison

The maximum FDTOX drawdown since its inception was -71.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FDTOX and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-15.75%
-2.88%
FDTOX
VOO

Volatility

FDTOX vs. VOO - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class A (FDTOX) has a higher volatility of 12.69% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that FDTOX's price experiences larger fluctuations and is considered to be riskier than VOO 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%
4.09%
FDTOX
VOO
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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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