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FIDLX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDLX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class Z (FIDLX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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FIDLX vs. VTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDLX
Fidelity Advisor Large Cap Fund Class Z
0.00%19.77%26.52%23.65%-7.81%25.99%8.97%31.90%-8.31%13.58%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%17.43%

Returns By Period


FIDLX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-1.11%
1Y
22.64%
3Y*
20.71%
5Y*
14.15%
10Y*

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDLX vs. VTI - Expense Ratio Comparison

FIDLX has a 0.42% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

FIDLX vs. VTI — Risk / Return Rank

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

FIDLX
FIDLX Risk / Return Rank: 7070
Overall Rank
FIDLX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FIDLX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FIDLX Omega Ratio Rank: 9393
Omega Ratio Rank
FIDLX Calmar Ratio Rank: 4747
Calmar Ratio Rank
FIDLX Martin Ratio Rank: 4848
Martin Ratio Rank

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class Z (FIDLX) and Vanguard Total Stock Market ETF (VTI). 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.


FIDLXVTIDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.96

+0.52

Sortino ratio

Return per unit of downside risk

2.10

1.48

+0.62

Omega ratio

Gain probability vs. loss probability

1.46

1.23

+0.23

Calmar ratio

Return relative to maximum drawdown

1.16

1.52

-0.36

Martin ratio

Return relative to average drawdown

4.73

7.26

-2.53

FIDLX vs. VTI - Sharpe Ratio Comparison

The current FIDLX Sharpe Ratio is 1.48, which is higher than the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FIDLX and VTI, 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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Sharpe Ratios by Period


FIDLXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.96

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.60

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.48

+0.26

Correlation

The correlation between FIDLX and VTI is 0.90, 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

FIDLX vs. VTI - Dividend Comparison

FIDLX's dividend yield for the trailing twelve months is around 5.87%, more than VTI's 1.17% yield.


TTM20252024202320222021202020192018201720162015
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%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

FIDLX vs. VTI - Drawdown Comparison

The maximum FIDLX drawdown since its inception was -37.51%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FIDLX and VTI.


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Drawdown Indicators


FIDLXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-55.45%

+17.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-12.30%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.42%

-25.36%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

Current Drawdown

Current decline from peak

-4.17%

-6.25%

+2.08%

Average Drawdown

Average peak-to-trough decline

-4.55%

-8.08%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

2.58%

+1.32%

Volatility

FIDLX vs. VTI - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class Z (FIDLX) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that FIDLX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDLXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

5.45%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

5.87%

9.73%

-3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

19.01%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

17.42%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.07%

18.29%

+0.78%