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FGDMX vs. FSSMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGDMX and FSSMX is 0.84, 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.


Performance

FGDMX vs. FSSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class A (FGDMX) and Fidelity Stock Selector Mid Cap Fund (FSSMX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FGDMX:

0.92

FSSMX:

0.11

Sortino Ratio

FGDMX:

1.29

FSSMX:

0.30

Omega Ratio

FGDMX:

1.18

FSSMX:

1.04

Calmar Ratio

FGDMX:

0.85

FSSMX:

0.08

Martin Ratio

FGDMX:

2.62

FSSMX:

0.26

Ulcer Index

FGDMX:

7.53%

FSSMX:

8.42%

Daily Std Dev

FGDMX:

23.27%

FSSMX:

22.55%

Max Drawdown

FGDMX:

-47.60%

FSSMX:

-50.54%

Current Drawdown

FGDMX:

-5.68%

FSSMX:

-11.91%

Returns By Period

In the year-to-date period, FGDMX achieves a 4.53% return, which is significantly higher than FSSMX's -1.02% return.


FGDMX

YTD

4.53%

1M

8.71%

6M

6.03%

1Y

20.54%

3Y*

21.44%

5Y*

14.89%

10Y*

N/A

FSSMX

YTD

-1.02%

1M

5.31%

6M

-10.38%

1Y

1.57%

3Y*

3.23%

5Y*

8.15%

10Y*

3.13%

*Annualized

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FGDMX vs. FSSMX - Expense Ratio Comparison

FGDMX has a 1.03% expense ratio, which is higher than FSSMX's 0.79% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FGDMX vs. FSSMX — Risk-Adjusted Performance Rank

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

FGDMX
The Risk-Adjusted Performance Rank of FGDMX is 6767
Overall Rank
The Sharpe Ratio Rank of FGDMX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDMX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FGDMX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FGDMX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FGDMX is 5757
Martin Ratio Rank

FSSMX
The Risk-Adjusted Performance Rank of FSSMX is 1616
Overall Rank
The Sharpe Ratio Rank of FSSMX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSMX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FSSMX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSSMX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of FSSMX is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGDMX vs. FSSMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class A (FGDMX) and Fidelity Stock Selector Mid Cap Fund (FSSMX). 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.


The current FGDMX Sharpe Ratio is 0.92, which is higher than the FSSMX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FGDMX and FSSMX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FGDMX vs. FSSMX - Dividend Comparison

FGDMX's dividend yield for the trailing twelve months is around 3.41%, more than FSSMX's 3.13% yield.


TTM20242023202220212020201920182017201620152014
FGDMX
Fidelity Advisor Communication Services Class A
3.41%4.63%0.00%0.00%5.73%3.76%35.47%8.84%0.00%0.00%0.00%0.00%
FSSMX
Fidelity Stock Selector Mid Cap Fund
3.13%3.10%0.78%9.73%12.87%2.31%4.03%21.01%4.62%0.92%2.06%0.30%

Drawdowns

FGDMX vs. FSSMX - Drawdown Comparison

The maximum FGDMX drawdown since its inception was -47.60%, smaller than the maximum FSSMX drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for FGDMX and FSSMX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FGDMX vs. FSSMX - Volatility Comparison

The current volatility for Fidelity Advisor Communication Services Class A (FGDMX) is 5.41%, while Fidelity Stock Selector Mid Cap Fund (FSSMX) has a volatility of 5.72%. This indicates that FGDMX experiences smaller price fluctuations and is considered to be less risky than FSSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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