FGTAX vs. BKTSX
FGTAX (Fidelity Advisor Mega Cap Stock Fund Class A) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds. Over the past 10 years, FGTAX returned 16.25%/yr vs 15.13%/yr for BKTSX. Their correlation of 0.93 suggests significant overlap in exposure. FGTAX charges 0.90%/yr vs 0.02%/yr for BKTSX.
Performance
FGTAX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, FGTAX achieves a 10.34% return, which is significantly lower than BKTSX's 11.73% return. Over the past 10 years, FGTAX has outperformed BKTSX with an annualized return of 16.25%, while BKTSX has yielded a comparatively lower 15.13% annualized return.
FGTAX
- 1D
- -0.32%
- 1M
- 3.36%
- YTD
- 10.34%
- 6M
- 12.25%
- 1Y
- 30.98%
- 3Y*
- 25.22%
- 5Y*
- 15.99%
- 10Y*
- 16.25%
BKTSX
- 1D
- 0.23%
- 1M
- 5.68%
- YTD
- 11.73%
- 6M
- 11.61%
- 1Y
- 28.67%
- 3Y*
- 22.30%
- 5Y*
- 13.12%
- 10Y*
- 15.13%
FGTAX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | 10.34% | 26.58% | 25.62% | 26.18% | -9.26% | 25.98% | 12.59% | 30.74% | -7.68% | 17.54% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 11.73% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 21.02% |
Correlation
The correlation between FGTAX and BKTSX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.93 |
The correlation between FGTAX and BKTSX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
FGTAX vs. BKTSX — Risk / Return Rank
FGTAX
BKTSX
FGTAX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). 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.
| FGTAX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.44 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 3.34 | +0.19 |
| Martin ratioReturn relative to average drawdown | 15.97 | 15.37 | +0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FGTAX | BKTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 2.44 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.76 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.82 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.83 | -0.24 |
Drawdowns
FGTAX vs. BKTSX - Drawdown Comparison
The maximum FGTAX drawdown since its inception was -53.07%, which is greater than BKTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for FGTAX and BKTSX.
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Drawdown Indicators
| FGTAX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.07% | -34.97% | -18.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -8.87% | -0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -19.29% | +0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -24.98% | +1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -34.97% | -0.24% |
Current DrawdownCurrent decline from peak | -0.32% | 0.00% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -4.53% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 1.93% | +0.06% |
Volatility
FGTAX vs. BKTSX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) is 2.71%, while iShares Total U.S. Stock Market Index Fund Class K (BKTSX) has a volatility of 2.94%. This indicates that FGTAX experiences smaller price fluctuations and is considered to be less risky than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGTAX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.94% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 9.13% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.97% | 12.15% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 17.36% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 18.41% | -0.30% |
FGTAX vs. BKTSX - Expense Ratio Comparison
FGTAX has a 0.90% expense ratio, which is higher than BKTSX's 0.02% expense ratio.
Dividends
FGTAX vs. BKTSX - Dividend Comparison
FGTAX's dividend yield for the trailing twelve months is around 3.37%, more than BKTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.04% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% | 0.00% |
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | 3.37% | 3.72% | 2.48% | 1.86% | 4.17% | 4.61% | 7.84% | 12.91% | 21.65% | 16.21% | 1.75% | 3.75% |
Frequently Asked Questions
With a correlation of 0.93, FGTAX and BKTSX 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.
BKTSX has higher volatility (2.94%) compared to FGTAX (2.71%). In terms of maximum drawdown, FGTAX dropped -53.07% vs BKTSX's -34.97%.
FGTAX currently has the higher Sharpe Ratio (2.67 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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