PortfoliosLab logoPortfoliosLab logo
FMCAX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCAX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector Mid Cap Fund Class M (FMCAX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FMCAX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCAX
Fidelity Advisor Stock Selector Mid Cap Fund Class M
4.08%9.87%8.94%16.59%-14.31%22.62%12.48%28.98%-8.06%19.55%
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FMCAX achieves a 4.08% return, which is significantly higher than FSKAX's -3.98% return. Over the past 10 years, FMCAX has underperformed FSKAX with an annualized return of 10.35%, while FSKAX has yielded a comparatively higher 13.56% annualized return.


FMCAX

1D
3.10%
1M
-5.89%
YTD
4.08%
6M
7.05%
1Y
19.03%
3Y*
11.40%
5Y*
5.98%
10Y*
10.35%

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FMCAX vs. FSKAX - Expense Ratio Comparison

FMCAX has a 1.29% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FMCAX vs. FSKAX — Risk / Return Rank

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

FMCAX
FMCAX Risk / Return Rank: 4646
Overall Rank
FMCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FMCAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FMCAX Omega Ratio Rank: 4040
Omega Ratio Rank
FMCAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
FMCAX Martin Ratio Rank: 5757
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
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.

FMCAX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Mid Cap Fund Class M (FMCAX) and Fidelity Total Market Index Fund (FSKAX). 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.


FMCAXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.98

-0.04

Sortino ratio

Return per unit of downside risk

1.43

1.49

-0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.41

1.50

-0.10

Martin ratio

Return relative to average drawdown

6.19

7.20

-1.01

FMCAX vs. FSKAX - Sharpe Ratio Comparison

The current FMCAX Sharpe Ratio is 0.93, which is comparable to the FSKAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FMCAX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FMCAXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.98

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.61

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.74

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.79

-0.32

Correlation

The correlation between FMCAX and FSKAX is 0.90, 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

FMCAX vs. FSKAX - Dividend Comparison

FMCAX's dividend yield for the trailing twelve months is around 7.85%, more than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FMCAX
Fidelity Advisor Stock Selector Mid Cap Fund Class M
7.85%8.17%0.00%0.36%9.72%13.00%2.00%3.87%21.28%4.27%0.51%1.53%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FMCAX vs. FSKAX - Drawdown Comparison

The maximum FMCAX drawdown since its inception was -65.06%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FMCAX and FSKAX.


Loading graphics...

Drawdown Indicators


FMCAXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.06%

-35.01%

-30.05%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-12.42%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-25.39%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.42%

-35.01%

-8.41%

Current Drawdown

Current decline from peak

-5.89%

-6.20%

+0.31%

Average Drawdown

Average peak-to-trough decline

-11.02%

-4.05%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.60%

+0.66%

Volatility

FMCAX vs. FSKAX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class M (FMCAX) has a higher volatility of 7.18% compared to Fidelity Total Market Index Fund (FSKAX) at 5.52%. This indicates that FMCAX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FMCAXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.18%

5.52%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

9.85%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.40%

18.69%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

17.42%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.96%

18.44%

+2.52%