FLCCX vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Advisor Large Cap Fund Class C (FLCCX) and iShares Edge MSCI USA Value Factor ETF (VLUE).

FLCCX is managed by Fidelity. It was launched on Nov 3, 1997. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.

Performance

FLCCX vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class C (FLCCX) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

FLCCX vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLCCX Fidelity Advisor Large Cap Fund Class C	0.00%	18.58%	25.08%	22.21%	-8.85%	24.54%	7.70%	30.36%	-9.25%	16.67%
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.23%	27.20%	-11.13%	21.95%

Returns By Period

Over the past 10 years, FLCCX has outperformed VLUE with an annualized return of 13.59%, while VLUE has yielded a comparatively lower 11.61% annualized return.

FLCCX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -1.26%
• 1Y: 21.76%
• 3Y*: 19.51%
• 5Y*: 12.95%
• 10Y*: 13.59%

VLUE

• 1D: 2.68%
• 1M: -5.29%
• YTD: 4.44%
• 6M: 14.88%
• 1Y: 36.35%
• 3Y*: 18.33%
• 5Y*: 9.45%
• 10Y*: 11.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCCX vs. VLUE - Expense Ratio Comparison

FLCCX has a 1.57% expense ratio, which is higher than VLUE's 0.15% expense ratio.

FLCCX

Fidelity Advisor Large Cap Fund Class C

VLUE

iShares Edge MSCI USA Value Factor ETF

Return for Risk

FLCCX vs. VLUE — Risk / Return Rank

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

FLCCX

FLCCX Risk / Return Rank: 68
FLCCX Sharpe Ratio Rank: 79
FLCCX Sortino Ratio Rank: 80
FLCCX Omega Ratio Rank: 92
FLCCX Calmar Ratio Rank: 43
FLCCX Martin Ratio Rank: 44

VLUE

VLUE Risk / Return Rank: 90
VLUE Sharpe Ratio Rank: 89
VLUE Sortino Ratio Rank: 90
VLUE Omega Ratio Rank: 89
VLUE Calmar Ratio Rank: 90
VLUE Martin Ratio Rank: 92

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.

FLCCX vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class C (FLCCX) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

	FLCCX	VLUE	Difference
Sharpe ratio Return per unit of total volatility	1.42	1.87	-0.45
Sortino ratio Return per unit of downside risk	2.03	2.52	-0.49
Omega ratio Gain probability vs. loss probability	1.44	1.36	+0.08
Calmar ratio Return relative to maximum drawdown	1.09	2.92	-1.83
Martin ratio Return relative to average drawdown	4.42	12.74	-8.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLCCX vs. VLUE - Sharpe Ratio Comparison

The current FLCCX Sharpe Ratio is 1.42, which is comparable to the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FLCCX and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLCCX	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	1.87	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.55	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.74	0.59	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.61	-0.18

Correlation

The correlation between FLCCX and VLUE is 0.86, 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

FLCCX vs. VLUE - Dividend Comparison

FLCCX's dividend yield for the trailing twelve months is around 6.79%, more than VLUE's 2.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLCCX Fidelity Advisor Large Cap Fund Class C	6.79%	6.79%	6.81%	3.27%	1.77%	6.87%	5.44%	8.90%	18.35%	7.06%	1.65%	2.52%
VLUE iShares Edge MSCI USA Value Factor ETF	2.00%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Drawdowns

FLCCX vs. VLUE - Drawdown Comparison

The maximum FLCCX drawdown since its inception was -65.81%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FLCCX and VLUE.

Drawdown Indicators

	FLCCX	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-65.81%	-39.47%	-26.34%
Max Drawdown (1Y) Largest decline over 1 year	-12.29%	-12.81%	+0.52%
Max Drawdown (5Y) Largest decline over 5 years	-22.04%	-27.12%	+5.08%
Max Drawdown (10Y) Largest decline over 10 years	-37.63%	-39.47%	+1.84%
Current Drawdown Current decline from peak	-4.23%	-6.60%	+2.37%
Average Drawdown Average peak-to-trough decline	-15.53%	-6.08%	-9.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.95%	2.94%	+1.01%

Volatility

FLCCX vs. VLUE - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class C (FLCCX) is 0.00%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that FLCCX experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FLCCX	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	6.26%	-6.26%
Volatility (6M) Calculated over the trailing 6-month period	5.85%	12.28%	-6.43%
Volatility (1Y) Calculated over the trailing 1-year period	17.18%	19.55%	-2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.55%	17.35%	-0.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.63%	19.61%	-0.98%