FLUAX vs. TORYX
FLUAX (Fidelity Advisor Stock Selector Large Cap Value Fund Class A) and TORYX (Torray Fund) are both Large Cap Value Equities funds. Over the past 10 years, FLUAX returned 11.09%/yr vs 9.40%/yr for TORYX. Their correlation of 0.92 suggests significant overlap in exposure. FLUAX charges 1.06%/yr vs 1.07%/yr for TORYX.
Performance
FLUAX vs. TORYX - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with FLUAX having a 9.63% return and TORYX slightly lower at 9.62%. Over the past 10 years, FLUAX has outperformed TORYX with an annualized return of 11.09%, while TORYX has yielded a comparatively lower 9.40% annualized return.
FLUAX
- 1D
- 0.43%
- 1M
- 2.14%
- 6M
- 9.63%
- YTD
- 9.63%
- 1Y
- 19.34%
- 3Y*
- 17.08%
- 5Y*
- 10.88%
- 10Y*
- 11.09%
TORYX
- 1D
- 0.25%
- 1M
- -3.62%
- 6M
- 9.62%
- YTD
- 9.62%
- 1Y
- 15.28%
- 3Y*
- 15.83%
- 5Y*
- 10.52%
- 10Y*
- 9.40%
FLUAX vs. TORYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLUAX Fidelity Advisor Stock Selector Large Cap Value Fund Class A | 9.63% | 15.63% | 16.94% | 14.09% | -5.77% | 25.27% | 3.86% | 24.29% | -9.57% | 11.95% |
TORYX Torray Fund | 9.62% | 14.89% | 13.77% | 12.57% | -0.69% | 21.40% | -2.45% | 19.89% | -10.59% | 12.07% |
Correlation
The correlation between FLUAX and TORYX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2006 | 0.92 |
The correlation between FLUAX and TORYX shifts across timeframes, from 0.74 (1 year) to 0.93 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FLUAX vs. TORYX — Risk / Return Rank
FLUAX
TORYX
FLUAX vs. TORYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Large Cap Value Fund Class A (FLUAX) and Torray Fund (TORYX). 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.
| FLUAX | TORYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.56 | -0.77 |
| Martin ratioReturn relative to average drawdown | 11.19 | 9.60 | +1.59 |
Loading charts...
Drawdowns
FLUAX vs. TORYX - Drawdown Comparison
The maximum FLUAX drawdown since its inception was -59.15%, roughly equal to the maximum TORYX drawdown of -56.55%. Use the drawdown chart below to compare losses from any high point for FLUAX and TORYX.
Loading charts...
Drawdown Indicators
| FLUAX | TORYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.15% | -56.55% | -2.60% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -4.50% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -15.57% | -14.64% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.48% | -16.53% | -2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -39.72% | -38.31% | -1.41% |
Current DrawdownCurrent decline from peak | -0.46% | -3.62% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -9.69% | -7.33% | -2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.66% | +0.09% |
Volatility
FLUAX vs. TORYX - Volatility Comparison
Fidelity Advisor Stock Selector Large Cap Value Fund Class A (FLUAX) and Torray Fund (TORYX) have volatilities of 3.33% and 3.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FLUAX | TORYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.33% | 3.41% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.16% | 7.79% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 10.98% | -0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.45% | 15.12% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 17.55% | +0.10% |
FLUAX vs. TORYX - Expense Ratio Comparison
FLUAX has a 1.06% expense ratio, which is lower than TORYX's 1.07% expense ratio.
Dividends
FLUAX vs. TORYX - Dividend Comparison
FLUAX's dividend yield for the trailing twelve months is around 9.00%, less than TORYX's 30.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLUAX Fidelity Advisor Stock Selector Large Cap Value Fund Class A | 9.00% | 7.97% | 10.24% | 2.27% | 8.11% | 4.19% | 1.94% | 1.45% | 7.28% | 0.79% | 1.06% | 0.98% |
TORYX Torray Fund | 30.44% | 32.38% | 7.32% | 6.47% | 10.55% | 10.80% | 3.22% | 2.66% | 2.21% | 7.34% | 8.93% | 4.30% |
Frequently Asked Questions
FLUAX and TORYX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TORYX has higher volatility (3.41%) compared to FLUAX (3.33%). In terms of maximum drawdown, FLUAX dropped -59.15% vs TORYX's -56.55%.
FLUAX currently has the higher Sharpe Ratio (1.84 vs 1.47), 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.
Find the right allocation for FLUAX and TORYX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer