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FDTTX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTTX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class A (FDTTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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FDTTX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FDTTX
Fidelity Advisor Capital Development Fund Class A
-5.13%27.28%26.68%23.86%-8.28%13.18%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-1.36%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, FDTTX achieves a -5.13% return, which is significantly lower than ACTIX's -1.36% return.


FDTTX

1D
-0.61%
1M
-8.10%
YTD
-5.13%
6M
-0.30%
1Y
23.71%
3Y*
21.15%
5Y*
14.22%
10Y*
14.37%

ACTIX

1D
0.43%
1M
-2.39%
YTD
-1.36%
6M
-0.92%
1Y
3.08%
3Y*
3.94%
5Y*
0.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTTX vs. ACTIX - Expense Ratio Comparison

FDTTX has a 0.85% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

FDTTX vs. ACTIX — Risk / Return Rank

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

FDTTX
FDTTX Risk / Return Rank: 7777
Overall Rank
FDTTX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FDTTX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDTTX Omega Ratio Rank: 7878
Omega Ratio Rank
FDTTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FDTTX Martin Ratio Rank: 8181
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3232
Overall Rank
ACTIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2525
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDTTX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class A (FDTTX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


FDTTXACTIXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.69

+0.63

Sortino ratio

Return per unit of downside risk

1.87

0.97

+0.90

Omega ratio

Gain probability vs. loss probability

1.30

1.14

+0.16

Calmar ratio

Return relative to maximum drawdown

1.75

1.11

+0.64

Martin ratio

Return relative to average drawdown

8.04

4.03

+4.02

FDTTX vs. ACTIX - Sharpe Ratio Comparison

The current FDTTX Sharpe Ratio is 1.31, which is higher than the ACTIX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FDTTX and ACTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDTTXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.69

+0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.00

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.00

+0.50

Correlation

The correlation between FDTTX and ACTIX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FDTTX vs. ACTIX - Dividend Comparison

FDTTX's dividend yield for the trailing twelve months is around 11.35%, more than ACTIX's 3.13% yield.


TTM20252024202320222021202020192018201720162015
FDTTX
Fidelity Advisor Capital Development Fund Class A
11.35%10.77%9.20%4.34%5.64%5.60%4.40%7.49%16.04%5.52%2.74%5.82%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.13%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDTTX vs. ACTIX - Drawdown Comparison

The maximum FDTTX drawdown since its inception was -58.00%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for FDTTX and ACTIX.


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Drawdown Indicators


FDTTXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.00%

-96.41%

+38.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-3.07%

-9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-96.41%

+74.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-9.65%

-96.20%

+86.55%

Average Drawdown

Average peak-to-trough decline

-11.20%

-27.55%

+16.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

0.85%

+1.85%

Volatility

FDTTX vs. ACTIX - Volatility Comparison

Fidelity Advisor Capital Development Fund Class A (FDTTX) has a higher volatility of 4.49% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.82%. This indicates that FDTTX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTTXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

1.82%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.55%

2.51%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

4.68%

+13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

1,202.55%

-1,184.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

1,201.12%

-1,182.29%