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FMCDX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCDX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FMCDX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
0.99%10.17%8.89%16.86%-14.11%22.92%12.77%29.26%-7.82%19.57%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FMCDX achieves a 0.99% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FMCDX has underperformed FXAIX with an annualized return of 10.22%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


FMCDX

1D
-0.85%
1M
-7.86%
YTD
0.99%
6M
4.19%
1Y
16.54%
3Y*
10.44%
5Y*
5.81%
10Y*
10.22%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMCDX vs. FXAIX - Expense Ratio Comparison

FMCDX has a 1.05% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FMCDX vs. FXAIX — Risk / Return Rank

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

FMCDX
FMCDX Risk / Return Rank: 4040
Overall Rank
FMCDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FMCDX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FMCDX Omega Ratio Rank: 3838
Omega Ratio Rank
FMCDX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FMCDX Martin Ratio Rank: 4545
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FMCDX vs. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) and Fidelity 500 Index Fund (FXAIX). 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.


FMCDXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.84

-0.04

Sortino ratio

Return per unit of downside risk

1.25

1.30

-0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.02

1.05

-0.03

Martin ratio

Return relative to average drawdown

4.54

5.13

-0.59

FMCDX vs. FXAIX - Sharpe Ratio Comparison

The current FMCDX Sharpe Ratio is 0.80, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FMCDX and FXAIX, 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


FMCDXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.84

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.68

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.77

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.75

-0.27

Correlation

The correlation between FMCDX and FXAIX is 0.87, 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

FMCDX vs. FXAIX - Dividend Comparison

FMCDX's dividend yield for the trailing twelve months is around 8.50%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
8.50%8.58%0.00%0.61%10.14%13.43%2.25%4.16%21.85%4.30%1.03%9.17%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FMCDX vs. FXAIX - Drawdown Comparison

The maximum FMCDX drawdown since its inception was -65.00%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FMCDX and FXAIX.


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Drawdown Indicators


FMCDXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.00%

-33.79%

-31.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-12.13%

-2.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-24.50%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-33.79%

-9.61%

Current Drawdown

Current decline from peak

-8.70%

-8.89%

+0.19%

Average Drawdown

Average peak-to-trough decline

-10.69%

-3.83%

-6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.50%

+0.73%

Volatility

FMCDX vs. FXAIX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) has a higher volatility of 6.40% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FMCDX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMCDXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.24%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

9.08%

+2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

18.13%

+3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

16.88%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

18.03%

+2.90%