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FMCDX vs. FMPAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMCDX and FMPAX is 0.88, 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.


Performance

FMCDX vs. FMPAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FMCDX:

0.13

FMPAX:

-0.36

Sortino Ratio

FMCDX:

0.40

FMPAX:

-0.30

Omega Ratio

FMCDX:

1.05

FMPAX:

0.96

Calmar Ratio

FMCDX:

0.14

FMPAX:

-0.22

Martin Ratio

FMCDX:

0.45

FMPAX:

-0.58

Ulcer Index

FMCDX:

8.27%

FMPAX:

12.83%

Daily Std Dev

FMCDX:

22.48%

FMPAX:

23.06%

Max Drawdown

FMCDX:

-64.21%

FMPAX:

-63.00%

Current Drawdown

FMCDX:

-12.68%

FMPAX:

-19.99%

Returns By Period

In the year-to-date period, FMCDX achieves a 0.38% return, which is significantly higher than FMPAX's -4.99% return. Over the past 10 years, FMCDX has outperformed FMPAX with an annualized return of 3.54%, while FMPAX has yielded a comparatively lower 2.27% annualized return.


FMCDX

YTD

0.38%

1M

12.58%

6M

-8.48%

1Y

2.81%

5Y*

10.71%

10Y*

3.54%

FMPAX

YTD

-4.99%

1M

12.72%

6M

-18.51%

1Y

-8.34%

5Y*

13.03%

10Y*

2.27%

*Annualized

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FMCDX vs. FMPAX - Expense Ratio Comparison

FMCDX has a 1.05% expense ratio, which is higher than FMPAX's 0.86% expense ratio.


Risk-Adjusted Performance

FMCDX vs. FMPAX — Risk-Adjusted Performance Rank

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

FMCDX
The Risk-Adjusted Performance Rank of FMCDX is 2828
Overall Rank
The Sharpe Ratio Rank of FMCDX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of FMCDX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FMCDX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FMCDX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FMCDX is 2727
Martin Ratio Rank

FMPAX
The Risk-Adjusted Performance Rank of FMPAX is 55
Overall Rank
The Sharpe Ratio Rank of FMPAX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FMPAX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FMPAX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FMPAX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FMPAX is 66
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.

FMCDX vs. FMPAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) and Fidelity Advisor Mid Cap Value Fund Class A (FMPAX). 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.


The current FMCDX Sharpe Ratio is 0.13, which is higher than the FMPAX Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of FMCDX and FMPAX, 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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Dividends

FMCDX vs. FMPAX - Dividend Comparison

FMCDX's dividend yield for the trailing twelve months is around 0.35%, less than FMPAX's 0.75% yield.


TTM20242023202220212020201920182017201620152014
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
0.35%0.35%0.61%0.53%0.50%0.88%0.59%0.88%0.28%0.84%7.63%0.00%
FMPAX
Fidelity Advisor Mid Cap Value Fund Class A
0.75%0.71%0.57%1.20%1.08%1.78%1.61%2.10%1.63%1.11%2.08%7.13%

Drawdowns

FMCDX vs. FMPAX - Drawdown Comparison

The maximum FMCDX drawdown since its inception was -64.21%, roughly equal to the maximum FMPAX drawdown of -63.00%. Use the drawdown chart below to compare losses from any high point for FMCDX and FMPAX. For additional features, visit the drawdowns tool.


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Volatility

FMCDX vs. FMPAX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) and Fidelity Advisor Mid Cap Value Fund Class A (FMPAX) have volatilities of 6.21% and 6.40%, 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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