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FIDLX vs. SABTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FIDLX vs. SABTX

Last updated Jun 24, 2026

FIDLX (Fidelity Advisor Large Cap Fund Class Z) and SABTX (SA U.S. Value Fund) are both Large Cap Value Equities funds. Over the past 5 years, FIDLX returned 12.40%/yr vs 11.79%/yr for SABTX. Their correlation of 0.87 suggests significant overlap in exposure. FIDLX charges 0.42%/yr vs 0.73%/yr for SABTX.

Performance

FIDLX vs. SABTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class Z (FIDLX) and SA U.S. Value Fund (SABTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FIDLX achieves a 0.02% return, which is significantly lower than SABTX's 18.98% return.

FIDLX

1D
0.00%
1M
0.02%
YTD
0.02%
6M
0.02%
1Y
10.54%
3Y*
19.43%
5Y*
12.40%
10Y*
—

SABTX

1D
0.97%
1M
3.76%
YTD
18.98%
6M
18.21%
1Y
35.90%
3Y*
20.00%
5Y*
11.79%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FIDLX vs. SABTX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FIDLX
Fidelity Advisor Large Cap Fund Class Z		0.02%19.77%26.52%23.65%-7.81%25.99%8.97%31.90%-8.31%13.58%
SABTX
SA U.S. Value Fund		18.98%17.69%11.32%11.82%-6.35%27.06%-2.04%24.85%-12.14%16.52%

Correlation

The correlation between FIDLX and SABTX is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2017

0.87

Over the past year, the correlation between FIDLX and SABTX has dropped to 0.19 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Fidelity Advisor Large Cap Fund Class Z

SA U.S. Value Fund

Often compared with FIDLX:
FIDLX vs. VOOFIDLX vs. FGKFXFIDLX vs. VOOGFIDLX vs. JEPQFIDLX vs. VTIFIDLX vs. ^GSPCFIDLX vs. FXAIX
Often compared with SABTX:
SABTX vs. SAUFXSABTX vs. SAMKXSABTX vs. SAISXSABTX vs. SAWMXSABTX vs. SAUMXSABTX vs. SAREXSABTX vs. SAHMX

Return for Risk

FIDLX vs. SABTX — Risk / Return Rank

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

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

SABTX
SABTX Risk / Return Rank: 9595
Overall Rank
SABTX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SABTX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SABTX Omega Ratio Rank: 8989
Omega Ratio Rank
SABTX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SABTX Martin Ratio Rank: 9797
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.

FIDLX vs. SABTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class Z (FIDLX) and SA U.S. Value Fund (SABTX). 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.

FIDLXSABTXDifference
Sharpe ratioReturn per unit of total volatility
1.71
3.44

-1.73

Sortino ratioReturn per unit of downside risk
2.41
4.76

-2.35

Omega ratioGain probability vs. loss probability

1.46

1.60

-0.14

Calmar ratioReturn relative to maximum drawdown

2.73

6.46

-3.73

Martin ratioReturn relative to average drawdown

4.62

23.28

-18.67

FIDLX vs. SABTX - Sharpe Ratio Comparison

The current FIDLX Sharpe Ratio is 1.71, which is lower than the SABTX Sharpe Ratio of 3.44. The chart below compares the historical Sharpe Ratios of FIDLX and SABTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FIDLX vs. SABTX - Drawdown Comparison

The maximum FIDLX drawdown since its inception was -37.51%, smaller than the maximum SABTX drawdown of -66.96%. Use the drawdown chart below to compare losses from any high point for FIDLX and SABTX.

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Drawdown Indicators

FIDLXSABTXDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-66.96%

+29.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-6.36%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.86%

-16.63%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

-20.42%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.00%

—

Current Drawdown

Current decline from peak

-4.15%

-0.17%

-3.98%

Average Drawdown

Average peak-to-trough decline

-4.54%

-11.30%

+6.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

1.74%

+1.06%

Volatility

FIDLX vs. SABTX - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class Z (FIDLX) is 0.02%, while SA U.S. Value Fund (SABTX) has a volatility of 3.92%. This indicates that FIDLX experiences smaller price fluctuations and is considered to be less risky than SABTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FIDLXSABTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.02%

3.92%

-3.90%

Volatility (6M)

Calculated over the trailing 6-month period

4.11%

8.63%

-4.52%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

11.98%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.37%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

19.19%

-0.28%

FIDLX vs. SABTX - Expense Ratio Comparison

FIDLX has a 0.42% expense ratio, which is lower than SABTX's 0.73% expense ratio.

Dividends

FIDLX vs. SABTX - Dividend Comparison

FIDLX has not paid dividends to shareholders, while SABTX's dividend yield for the trailing twelve months is around 3.26%.

PositionTTM20252024202320222021202020192018201720162015
FIDLX
Fidelity Advisor Large Cap Fund Class Z		5.87%5.87%6.23%3.56%2.42%6.64%5.53%8.55%17.01%6.13%0.00%0.00%
SABTX
SA U.S. Value Fund		3.26%3.88%2.60%1.67%7.66%4.25%1.52%5.14%9.80%10.36%5.08%6.83%

Frequently Asked Questions

FIDLX and SABTX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SABTX has higher volatility (3.92%) compared to FIDLX (0.02%). In terms of maximum drawdown, FIDLX dropped -37.51% vs SABTX's -66.96%.

SABTX currently has the higher Sharpe Ratio (3.44 vs 1.71), 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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