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FGDDX vs. FDTOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGDDX vs. FDTOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Dividend Growth Fund Class A (FGDDX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FGDDX

1D
-0.48%
1M
2.75%
YTD
6M
1Y
3Y*
5Y*
10Y*

FDTOX

1D
-0.22%
1M
2.32%
YTD
14.19%
6M
12.85%
1Y
29.69%
3Y*
22.51%
5Y*
13.32%
10Y*
16.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGDDX vs. FDTOX - Yearly Performance Comparison


Correlation

The correlation between FGDDX and FDTOX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.94

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Return for Risk

FGDDX vs. FDTOX — Risk / Return Rank

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

FGDDX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FDTOX
FDTOX Risk / Return Rank: 6060
Overall Rank
FDTOX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FDTOX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FDTOX Omega Ratio Rank: 5151
Omega Ratio Rank
FDTOX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FDTOX Martin Ratio Rank: 7474
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.

FGDDX vs. FDTOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FGDDX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FGDDXFDTOXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.07

Martin ratioReturn relative to average drawdown

13.18

FGDDX vs. FDTOX - Sharpe Ratio Comparison


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Drawdowns

FGDDX vs. FDTOX - Drawdown Comparison

The maximum FGDDX drawdown since its inception was -5.73%, smaller than the maximum FDTOX drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for FGDDX and FDTOX.


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Drawdown Indicators


FGDDXFDTOXDifference

Max Drawdown

Largest peak-to-trough decline

-5.73%

-72.07%

+66.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.04%

Max Drawdown (3Y)

Largest decline over 3 years

-27.38%

Max Drawdown (5Y)

Largest decline over 5 years

-27.38%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

Current Drawdown

Current decline from peak

-0.48%

-0.58%

+0.10%

Average Drawdown

Average peak-to-trough decline

-1.14%

-19.49%

+18.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.33%

Volatility

FGDDX vs. FDTOX - Volatility Comparison


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Volatility by Period


FGDDXFDTOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

15.31%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.41%

19.91%

-1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

19.66%

-1.25%

FGDDX vs. FDTOX - Expense Ratio Comparison

FGDDX has a 1.16% expense ratio, which is higher than FDTOX's 0.80% expense ratio.


Dividends

FGDDX vs. FDTOX - Dividend Comparison

FGDDX's dividend yield for the trailing twelve months is around 0.15%, less than FDTOX's 5.80% yield.


PositionTTM20252024202320222021202020192018201720162015
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
5.80%6.62%14.36%3.39%9.03%17.16%5.14%2.99%13.50%7.81%1.38%8.36%
FGDDX
Fidelity Advisor Dividend Growth Fund Class A
0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, FGDDX and FDTOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Portfolio Optimizer

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