FDTZX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class M (FDTZX) and Fidelity 500 Index Fund (FXAIX).
FDTZX is managed by Fidelity. It was launched on Jul 12, 2005. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FDTZX vs. FXAIX - Performance Comparison
Loading graphics...
FDTZX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | -2.10% | 26.82% | 26.26% | 23.23% | -8.72% | 24.45% | 8.28% | 30.31% | -9.87% | 16.34% |
FXAIX Fidelity 500 Index Fund | -4.34% | 17.84% | 25.01% | 26.29% | -18.14% | 28.71% | 18.42% | 31.48% | -4.43% | 21.82% |
Returns By Period
In the year-to-date period, FDTZX achieves a -2.10% return, which is significantly higher than FXAIX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with FDTZX having a 14.25% annualized return and FXAIX not far behind at 14.08%.
FDTZX
- 1D
- 3.24%
- 1M
- -5.29%
- YTD
- -2.10%
- 6M
- 2.74%
- 1Y
- 26.73%
- 3Y*
- 21.98%
- 5Y*
- 14.18%
- 10Y*
- 14.25%
FXAIX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.14%
- 1Y
- 17.32%
- 3Y*
- 18.30%
- 5Y*
- 11.79%
- 10Y*
- 14.08%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FDTZX vs. FXAIX - Expense Ratio Comparison
FDTZX has a 1.33% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
FDTZX vs. FXAIX — Risk / Return Rank
FDTZX
FXAIX
FDTZX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class M (FDTZX) and Fidelity 500 Index Fund (FXAIX). 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.
| FDTZX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.97 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.49 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.52 | +0.71 |
Martin ratioReturn relative to average drawdown | 10.07 | 7.30 | +2.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDTZX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.97 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.70 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.78 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.76 | -0.28 |
Correlation
The correlation between FDTZX and FXAIX is 0.93, 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
FDTZX vs. FXAIX - Dividend Comparison
FDTZX's dividend yield for the trailing twelve months is around 11.28%, more than FXAIX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTZX Fidelity Advisor Capital Development Fund Class M | 11.28% | 11.04% | 9.30% | 4.11% | 5.35% | 5.32% | 4.07% | 7.18% | 15.77% | 5.66% | 2.35% | 5.37% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
Drawdowns
FDTZX vs. FXAIX - Drawdown Comparison
The maximum FDTZX drawdown since its inception was -58.26%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDTZX and FXAIX.
Loading graphics...
Drawdown Indicators
| FDTZX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.26% | -33.79% | -24.47% |
Max Drawdown (1Y)Largest decline over 1 year | -12.42% | -12.13% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.13% | -24.50% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -33.79% | -2.87% |
Current DrawdownCurrent decline from peak | -6.78% | -6.23% | -0.55% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -3.83% | -4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.53% | +0.22% |
Volatility
FDTZX vs. FXAIX - Volatility Comparison
Fidelity Advisor Capital Development Fund Class M (FDTZX) has a higher volatility of 5.74% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. This indicates that FDTZX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDTZX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.74% | 5.34% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 9.53% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 18.32% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 16.92% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.88% | 18.05% | +0.83% |