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FMCCX vs. BIGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCCX vs. BIGTX - Performance Comparison

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

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FMCCX vs. BIGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCCX
Fidelity Advisor Stock Selector Mid Cap Fund Class I
4.19%10.42%9.18%17.17%-13.93%23.21%13.04%29.58%-7.63%19.57%
BIGTX
The Texas Fund
9.34%5.98%15.76%11.32%-6.93%23.90%13.11%9.61%-11.44%11.58%

Returns By Period

In the year-to-date period, FMCCX achieves a 4.19% return, which is significantly lower than BIGTX's 9.34% return. Over the past 10 years, FMCCX has outperformed BIGTX with an annualized return of 10.80%, while BIGTX has yielded a comparatively lower 9.58% annualized return.


FMCCX

1D
3.10%
1M
-5.86%
YTD
4.19%
6M
7.32%
1Y
19.61%
3Y*
11.85%
5Y*
6.44%
10Y*
10.80%

BIGTX

1D
2.09%
1M
-3.58%
YTD
9.34%
6M
4.74%
1Y
22.70%
3Y*
14.81%
5Y*
7.05%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMCCX vs. BIGTX - Expense Ratio Comparison

FMCCX has a 0.82% expense ratio, which is lower than BIGTX's 1.67% expense ratio.


Return for Risk

FMCCX vs. BIGTX — Risk / Return Rank

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

FMCCX
FMCCX Risk / Return Rank: 4646
Overall Rank
FMCCX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FMCCX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FMCCX Omega Ratio Rank: 4040
Omega Ratio Rank
FMCCX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FMCCX Martin Ratio Rank: 5656
Martin Ratio Rank

BIGTX
BIGTX Risk / Return Rank: 7474
Overall Rank
BIGTX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BIGTX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIGTX Omega Ratio Rank: 6363
Omega Ratio Rank
BIGTX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BIGTX Martin Ratio Rank: 8282
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.

FMCCX vs. BIGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Mid Cap Fund Class I (FMCCX) and The Texas Fund (BIGTX). 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.


FMCCXBIGTXDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.33

-0.36

Sortino ratio

Return per unit of downside risk

1.47

1.91

-0.45

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.45

2.06

-0.61

Martin ratio

Return relative to average drawdown

6.39

8.80

-2.40

FMCCX vs. BIGTX - Sharpe Ratio Comparison

The current FMCCX Sharpe Ratio is 0.96, which is comparable to the BIGTX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of FMCCX and BIGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FMCCXBIGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.33

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.01

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.01

+0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.01

+0.48

Correlation

The correlation between FMCCX and BIGTX is 0.89, 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

FMCCX vs. BIGTX - Dividend Comparison

FMCCX's dividend yield for the trailing twelve months is around 7.76%, more than BIGTX's 6.75% yield.


TTM20252024202320222021202020192018201720162015
FMCCX
Fidelity Advisor Stock Selector Mid Cap Fund Class I
7.76%8.08%0.00%0.76%9.69%12.82%2.30%4.14%20.89%4.12%0.97%1.81%
BIGTX
The Texas Fund
6.75%7.38%3.52%2.51%3.06%5.27%0.07%0.08%2.27%0.00%0.00%0.00%

Drawdowns

FMCCX vs. BIGTX - Drawdown Comparison

The maximum FMCCX drawdown since its inception was -64.90%, smaller than the maximum BIGTX drawdown of -97.22%. Use the drawdown chart below to compare losses from any high point for FMCCX and BIGTX.


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Drawdown Indicators


FMCCXBIGTXDifference

Max Drawdown

Largest peak-to-trough decline

-64.90%

-97.22%

+32.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-11.70%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-97.22%

+72.12%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-97.22%

+53.84%

Current Drawdown

Current decline from peak

-5.86%

-96.18%

+90.32%

Average Drawdown

Average peak-to-trough decline

-10.64%

-18.89%

+8.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.74%

+0.50%

Volatility

FMCCX vs. BIGTX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class I (FMCCX) has a higher volatility of 7.17% compared to The Texas Fund (BIGTX) at 5.26%. This indicates that FMCCX's price experiences larger fluctuations and is considered to be riskier than BIGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMCCXBIGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

5.26%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

10.77%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

17.93%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.97%

1,245.70%

-1,225.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

880.79%

-859.84%