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FLUIX vs. FBLEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLUIX vs. FBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Large Cap Value Fund Class I (FLUIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FLUIX achieves a 7.47% return, which is significantly lower than FBLEX's 8.36% return. Over the past 10 years, FLUIX has underperformed FBLEX with an annualized return of 11.12%, while FBLEX has yielded a comparatively higher 11.89% annualized return.


FLUIX

1D
0.30%
1M
1.60%
YTD
7.47%
6M
8.70%
1Y
20.77%
3Y*
17.99%
5Y*
10.53%
10Y*
11.12%

FBLEX

1D
0.33%
1M
2.07%
YTD
8.36%
6M
9.82%
1Y
22.33%
3Y*
19.15%
5Y*
11.55%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLUIX vs. FBLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLUIX
Fidelity Advisor Stock Selector Large Cap Value Fund Class I
7.47%15.98%17.27%14.45%-5.51%25.71%4.10%24.61%-9.31%12.26%
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
8.36%17.06%18.04%15.60%-4.82%26.83%4.34%25.57%-9.04%12.38%

Correlation

The correlation between FLUIX and FBLEX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2012

0.99

The correlation between FLUIX and FBLEX has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

FLUIX vs. FBLEX — Risk / Return Rank

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

FLUIX
FLUIX Risk / Return Rank: 5454
Overall Rank
FLUIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FLUIX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FLUIX Omega Ratio Rank: 4646
Omega Ratio Rank
FLUIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FLUIX Martin Ratio Rank: 6363
Martin Ratio Rank

FBLEX
FBLEX Risk / Return Rank: 6262
Overall Rank
FBLEX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FBLEX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FBLEX Omega Ratio Rank: 5252
Omega Ratio Rank
FBLEX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FBLEX Martin Ratio Rank: 7171
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.

FLUIX vs. FBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Large Cap Value Fund Class I (FLUIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX). 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.


FLUIXFBLEXDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratioReturn relative to maximum drawdown

3.05

3.35

-0.30

Martin ratioReturn relative to average drawdown

12.36

13.56

-1.20

FLUIX vs. FBLEX - Sharpe Ratio Comparison

The current FLUIX Sharpe Ratio is 2.05, which is comparable to the FBLEX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of FLUIX and FBLEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FLUIXFBLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

2.20

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.78

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.69

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.73

-0.34

Drawdowns

FLUIX vs. FBLEX - Drawdown Comparison

The maximum FLUIX drawdown since its inception was -58.86%, which is greater than FBLEX's maximum drawdown of -39.73%. Use the drawdown chart below to compare losses from any high point for FLUIX and FBLEX.


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Drawdown Indicators


FLUIXFBLEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.86%

-39.73%

-19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-7.04%

-6.89%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-14.71%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-19.00%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-39.73%

-39.73%

0.00%

Current Drawdown

Current decline from peak

-0.33%

-0.20%

-0.13%

Average Drawdown

Average peak-to-trough decline

-9.46%

-3.83%

-5.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

1.70%

+0.03%

Volatility

FLUIX vs. FBLEX - Volatility Comparison

Fidelity Advisor Stock Selector Large Cap Value Fund Class I (FLUIX) and Fidelity Series Stock Selector Large Cap Value Fund (FBLEX) have volatilities of 2.62% and 2.69%, 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.


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Volatility by Period


FLUIXFBLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.69%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

7.86%

7.89%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

10.47%

10.50%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.46%

14.79%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

17.40%

+0.31%

FLUIX vs. FBLEX - Expense Ratio Comparison

FLUIX has a 0.75% expense ratio, which is higher than FBLEX's 0.01% expense ratio.


Dividends

FLUIX vs. FBLEX - Dividend Comparison

FLUIX's dividend yield for the trailing twelve months is around 9.18%, less than FBLEX's 10.25% yield.


PositionTTM20252024202320222021202020192018201720162015
FBLEX
Fidelity Series Stock Selector Large Cap Value Fund
10.25%9.95%12.63%5.05%12.66%14.51%3.85%5.65%10.97%7.09%2.47%13.81%
FLUIX
Fidelity Advisor Stock Selector Large Cap Value Fund Class I
9.18%8.02%10.37%2.48%8.26%4.34%2.28%0.39%7.58%1.12%1.29%1.24%

Frequently Asked Questions


With a correlation of 1.00, FLUIX and FBLEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FBLEX has higher volatility (2.69%) compared to FLUIX (2.62%). In terms of maximum drawdown, FLUIX dropped -58.86% vs FBLEX's -39.73%.

FBLEX currently has the higher Sharpe Ratio (2.20 vs 2.05), 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.

Portfolio Optimizer

Find the right allocation for FLUIX and FBLEX

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