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FDTTX vs. FLCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTTX vs. FLCOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Capital Development Fund Class A (FDTTX) and Fidelity Large Cap Value Index Fund (FLCOX). The values are adjusted to include any dividend payments, if applicable.

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FDTTX vs. FLCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDTTX
Fidelity Advisor Capital Development Fund Class A
-2.04%27.28%26.68%23.86%-8.28%24.97%8.84%30.98%-9.36%15.17%
FLCOX
Fidelity Large Cap Value Index Fund
2.08%15.90%14.38%11.48%-7.57%25.09%2.87%26.54%-8.38%10.90%

Returns By Period

In the year-to-date period, FDTTX achieves a -2.04% return, which is significantly lower than FLCOX's 2.08% return.


FDTTX

1D
3.25%
1M
-5.26%
YTD
-2.04%
6M
2.90%
1Y
27.15%
3Y*
22.45%
5Y*
14.64%
10Y*
14.73%

FLCOX

1D
2.13%
1M
-4.69%
YTD
2.08%
6M
5.86%
1Y
15.94%
3Y*
14.30%
5Y*
9.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTTX vs. FLCOX - Expense Ratio Comparison

FDTTX has a 0.85% expense ratio, which is higher than FLCOX's 0.04% expense ratio.


Return for Risk

FDTTX vs. FLCOX — Risk / Return Rank

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

FDTTX
FDTTX Risk / Return Rank: 8282
Overall Rank
FDTTX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FDTTX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FDTTX Omega Ratio Rank: 8282
Omega Ratio Rank
FDTTX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FDTTX Martin Ratio Rank: 8989
Martin Ratio Rank

FLCOX
FLCOX Risk / Return Rank: 5757
Overall Rank
FLCOX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FLCOX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FLCOX Omega Ratio Rank: 5454
Omega Ratio Rank
FLCOX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FLCOX Martin Ratio Rank: 7070
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. FLCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class A (FDTTX) and Fidelity Large Cap Value Index Fund (FLCOX). 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.


FDTTXFLCOXDifference

Sharpe ratio

Return per unit of total volatility

1.49

1.02

+0.48

Sortino ratio

Return per unit of downside risk

2.11

1.48

+0.64

Omega ratio

Gain probability vs. loss probability

1.34

1.22

+0.12

Calmar ratio

Return relative to maximum drawdown

2.26

1.44

+0.82

Martin ratio

Return relative to average drawdown

10.27

6.76

+3.51

FDTTX vs. FLCOX - Sharpe Ratio Comparison

The current FDTTX Sharpe Ratio is 1.49, which is higher than the FLCOX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FDTTX and FLCOX, 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


FDTTXFLCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

1.02

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.62

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.54

-0.03

Correlation

The correlation between FDTTX and FLCOX is 0.91, 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.


Dividends

FDTTX vs. FLCOX - Dividend Comparison

FDTTX's dividend yield for the trailing twelve months is around 10.99%, more than FLCOX's 1.48% yield.


TTM20252024202320222021202020192018201720162015
FDTTX
Fidelity Advisor Capital Development Fund Class A
10.99%10.77%9.20%4.34%5.64%5.60%4.40%7.49%16.04%5.52%2.74%5.82%
FLCOX
Fidelity Large Cap Value Index Fund
1.48%1.51%1.92%1.99%2.01%1.55%2.28%3.82%2.79%0.60%0.00%0.00%

Drawdowns

FDTTX vs. FLCOX - Drawdown Comparison

The maximum FDTTX drawdown since its inception was -58.00%, which is greater than FLCOX's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for FDTTX and FLCOX.


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Drawdown Indicators


FDTTXFLCOXDifference

Max Drawdown

Largest peak-to-trough decline

-58.00%

-38.28%

-19.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-11.81%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-19.00%

-2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

Current Drawdown

Current decline from peak

-6.72%

-4.82%

-1.90%

Average Drawdown

Average peak-to-trough decline

-11.20%

-4.52%

-6.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.51%

+0.22%

Volatility

FDTTX vs. FLCOX - Volatility Comparison

Fidelity Advisor Capital Development Fund Class A (FDTTX) has a higher volatility of 5.74% compared to Fidelity Large Cap Value Index Fund (FLCOX) at 4.38%. This indicates that FDTTX's price experiences larger fluctuations and is considered to be riskier than FLCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDTTXFLCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

4.38%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

8.29%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

15.73%

+2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

14.83%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

17.73%

+1.12%