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FLUEX vs. FFOLX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLUEX and FFOLX is 0.87, 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.


-0.50.00.51.00.9

Performance

FLUEX vs. FFOLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Large Cap Value Fund Class C (FLUEX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-2.16%
4.20%
FLUEX
FFOLX

Key characteristics

Sharpe Ratio

FLUEX:

0.58

FFOLX:

1.49

Sortino Ratio

FLUEX:

0.81

FFOLX:

2.06

Omega Ratio

FLUEX:

1.12

FFOLX:

1.27

Calmar Ratio

FLUEX:

0.53

FFOLX:

2.33

Martin Ratio

FLUEX:

1.57

FFOLX:

8.34

Ulcer Index

FLUEX:

4.62%

FFOLX:

1.94%

Daily Std Dev

FLUEX:

12.56%

FFOLX:

10.90%

Max Drawdown

FLUEX:

-61.24%

FFOLX:

-37.04%

Current Drawdown

FLUEX:

-9.79%

FFOLX:

-1.39%

Returns By Period

In the year-to-date period, FLUEX achieves a 3.35% return, which is significantly lower than FFOLX's 3.94% return.


FLUEX

YTD

3.35%

1M

-0.48%

6M

-2.16%

1Y

5.96%

5Y*

5.54%

10Y*

5.03%

FFOLX

YTD

3.94%

1M

0.86%

6M

4.20%

1Y

14.55%

5Y*

8.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLUEX vs. FFOLX - Expense Ratio Comparison

FLUEX has a 1.88% expense ratio, which is higher than FFOLX's 0.08% expense ratio.


FLUEX
Fidelity Advisor Stock Selector Large Cap Value Fund Class C
Expense ratio chart for FLUEX: current value at 1.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.88%
Expense ratio chart for FFOLX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

FLUEX vs. FFOLX — Risk-Adjusted Performance Rank

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

FLUEX
The Risk-Adjusted Performance Rank of FLUEX is 2929
Overall Rank
The Sharpe Ratio Rank of FLUEX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FLUEX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FLUEX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FLUEX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FLUEX is 2424
Martin Ratio Rank

FFOLX
The Risk-Adjusted Performance Rank of FFOLX is 7878
Overall Rank
The Sharpe Ratio Rank of FFOLX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOLX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FFOLX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FFOLX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of FFOLX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLUEX vs. FFOLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Large Cap Value Fund Class C (FLUEX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX). 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.


Sharpe ratio
The chart of Sharpe ratio for FLUEX, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.000.581.49
The chart of Sortino ratio for FLUEX, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.000.812.06
The chart of Omega ratio for FLUEX, currently valued at 1.12, compared to the broader market1.002.003.004.001.121.27
The chart of Calmar ratio for FLUEX, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.532.33
The chart of Martin ratio for FLUEX, currently valued at 1.57, compared to the broader market0.0020.0040.0060.0080.001.578.34
FLUEX
FFOLX

The current FLUEX Sharpe Ratio is 0.58, which is lower than the FFOLX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FLUEX and FFOLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.58
1.49
FLUEX
FFOLX

Dividends

FLUEX vs. FFOLX - Dividend Comparison

FLUEX's dividend yield for the trailing twelve months is around 0.25%, less than FFOLX's 1.95% yield.


TTM2024202320222021202020192018201720162015
FLUEX
Fidelity Advisor Stock Selector Large Cap Value Fund Class C
0.25%0.26%0.18%0.31%0.00%1.17%0.81%0.48%0.03%0.41%0.64%
FFOLX
Fidelity Freedom Index 2045 Fund Institutional Premium Class
1.95%2.02%1.98%2.02%1.62%1.41%1.80%2.24%1.78%2.00%2.02%

Drawdowns

FLUEX vs. FFOLX - Drawdown Comparison

The maximum FLUEX drawdown since its inception was -61.24%, which is greater than FFOLX's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for FLUEX and FFOLX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.79%
-1.39%
FLUEX
FFOLX

Volatility

FLUEX vs. FFOLX - Volatility Comparison

Fidelity Advisor Stock Selector Large Cap Value Fund Class C (FLUEX) and Fidelity Freedom Index 2045 Fund Institutional Premium Class (FFOLX) have volatilities of 2.78% and 2.88%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
2.78%
2.88%
FLUEX
FFOLX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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