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FMCCX vs. VMCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCCX vs. VMCPX - 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 Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). The values are adjusted to include any dividend payments, if applicable.

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FMCCX vs. VMCPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCCX
Fidelity Advisor Stock Selector Mid Cap Fund Class I
1.06%10.42%9.18%17.17%-13.93%23.21%13.04%29.58%-7.63%19.57%
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
-2.79%11.70%14.68%16.55%-18.68%24.54%18.20%31.06%-9.23%19.28%

Returns By Period

In the year-to-date period, FMCCX achieves a 1.06% return, which is significantly higher than VMCPX's -2.79% return. Both investments have delivered pretty close results over the past 10 years, with FMCCX having a 10.46% annualized return and VMCPX not far behind at 10.44%.


FMCCX

1D
-0.85%
1M
-7.86%
YTD
1.06%
6M
4.32%
1Y
16.84%
3Y*
10.71%
5Y*
6.07%
10Y*
10.46%

VMCPX

1D
-0.66%
1M
-7.87%
YTD
-2.79%
6M
-3.58%
1Y
10.32%
3Y*
11.80%
5Y*
6.52%
10Y*
10.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMCCX vs. VMCPX - Expense Ratio Comparison

FMCCX has a 0.82% expense ratio, which is higher than VMCPX's 0.03% expense ratio.


Return for Risk

FMCCX vs. VMCPX — Risk / Return Rank

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

FMCCX
FMCCX Risk / Return Rank: 3939
Overall Rank
FMCCX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FMCCX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FMCCX Omega Ratio Rank: 3737
Omega Ratio Rank
FMCCX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FMCCX Martin Ratio Rank: 4545
Martin Ratio Rank

VMCPX
VMCPX Risk / Return Rank: 2828
Overall Rank
VMCPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VMCPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VMCPX Omega Ratio Rank: 2727
Omega Ratio Rank
VMCPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMCPX Martin Ratio Rank: 3232
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. VMCPX - 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 Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX). 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.


FMCCXVMCPXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.63

+0.18

Sortino ratio

Return per unit of downside risk

1.27

0.99

+0.28

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.04

0.73

+0.31

Martin ratio

Return relative to average drawdown

4.63

3.40

+1.23

FMCCX vs. VMCPX - Sharpe Ratio Comparison

The current FMCCX Sharpe Ratio is 0.81, which is comparable to the VMCPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FMCCX and VMCPX, 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


FMCCXVMCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.63

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.37

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.59

-0.10

Correlation

The correlation between FMCCX and VMCPX is 0.95, 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. VMCPX - Dividend Comparison

FMCCX's dividend yield for the trailing twelve months is around 8.00%, more than VMCPX's 1.55% yield.


TTM20252024202320222021202020192018201720162015
FMCCX
Fidelity Advisor Stock Selector Mid Cap Fund Class I
8.00%8.08%0.00%0.76%9.69%12.82%2.30%4.14%20.89%4.12%0.97%1.81%
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
1.55%1.53%1.50%1.52%1.61%1.13%1.45%1.49%1.84%1.37%1.47%1.50%

Drawdowns

FMCCX vs. VMCPX - Drawdown Comparison

The maximum FMCCX drawdown since its inception was -64.90%, which is greater than VMCPX's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for FMCCX and VMCPX.


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Drawdown Indicators


FMCCXVMCPXDifference

Max Drawdown

Largest peak-to-trough decline

-64.90%

-39.30%

-25.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.29%

-12.77%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.10%

-27.54%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.38%

-39.30%

-4.08%

Current Drawdown

Current decline from peak

-8.69%

-8.13%

-0.56%

Average Drawdown

Average peak-to-trough decline

-10.64%

-5.26%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.74%

+0.48%

Volatility

FMCCX vs. VMCPX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class I (FMCCX) has a higher volatility of 6.40% compared to Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) at 4.23%. This indicates that FMCCX's price experiences larger fluctuations and is considered to be riskier than VMCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMCCXVMCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.23%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

9.43%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.21%

17.58%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.63%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

18.90%

+2.03%