FITIX vs. SVOL
Compare and contrast key facts about Fidelity Advisor Mid Cap II Fund Class M (FITIX) and Simplify Volatility Premium ETF (SVOL).
FITIX is managed by Fidelity. It was launched on Aug 12, 2004. SVOL is an actively managed fund by Simplify. It was launched on May 12, 2021.
Performance
FITIX vs. SVOL - Performance Comparison
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FITIX vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FITIX Fidelity Advisor Mid Cap II Fund Class M | 1.16% | 11.29% | 22.41% | 14.40% | -15.22% | 10.52% |
SVOL Simplify Volatility Premium ETF | -7.92% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
Returns By Period
In the year-to-date period, FITIX achieves a 1.16% return, which is significantly higher than SVOL's -7.92% return.
FITIX
- 1D
- -1.46%
- 1M
- -8.88%
- YTD
- 1.16%
- 6M
- 5.29%
- 1Y
- 21.13%
- 3Y*
- 15.20%
- 5Y*
- 8.50%
- 10Y*
- 11.01%
SVOL
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
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FITIX vs. SVOL - Expense Ratio Comparison
FITIX has a 1.25% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Return for Risk
FITIX vs. SVOL — Risk / Return Rank
FITIX
SVOL
FITIX vs. SVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mid Cap II Fund Class M (FITIX) and Simplify Volatility Premium ETF (SVOL). 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.
| FITIX | SVOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.09 | +0.87 |
Sortino ratioReturn per unit of downside risk | 1.42 | 0.45 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.06 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 0.17 | +1.09 |
Martin ratioReturn relative to average drawdown | 5.59 | 0.57 | +5.02 |
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
| FITIX | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.09 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.28 | +0.22 |
Correlation
The correlation between FITIX and SVOL is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
FITIX vs. SVOL - Dividend Comparison
FITIX's dividend yield for the trailing twelve months is around 7.35%, less than SVOL's 23.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FITIX Fidelity Advisor Mid Cap II Fund Class M | 7.35% | 10.82% | 11.68% | 2.52% | 5.82% | 19.35% | 1.01% | 3.07% | 10.58% | 7.57% | 9.20% | 4.84% |
SVOL Simplify Volatility Premium ETF | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FITIX vs. SVOL - Drawdown Comparison
The maximum FITIX drawdown since its inception was -53.22%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for FITIX and SVOL.
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Drawdown Indicators
| FITIX | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.22% | -33.50% | -19.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -24.73% | +9.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | — | — |
Current DrawdownCurrent decline from peak | -9.87% | -10.30% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -4.74% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.37% | 7.46% | -4.09% |
Volatility
FITIX vs. SVOL - Volatility Comparison
Fidelity Advisor Mid Cap II Fund Class M (FITIX) has a higher volatility of 7.69% compared to Simplify Volatility Premium ETF (SVOL) at 4.34%. This indicates that FITIX's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FITIX | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 4.34% | +3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 13.82% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.10% | 38.84% | -16.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.45% | 22.28% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.05% | 22.28% | -1.23% |