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FMCDX vs. VLCAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMCDX vs. VLCAX - 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 Vanguard Large-Cap Index Fund Admiral Shares (VLCAX). The values are adjusted to include any dividend payments, if applicable.

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FMCDX vs. VLCAX - 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%
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
-7.50%18.09%25.10%27.26%-19.69%27.02%21.03%31.39%-4.49%22.02%

Returns By Period

In the year-to-date period, FMCDX achieves a 0.99% return, which is significantly higher than VLCAX's -7.50% return. Over the past 10 years, FMCDX has underperformed VLCAX with an annualized return of 10.22%, while VLCAX has yielded a comparatively higher 13.70% 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%

VLCAX

1D
-0.38%
1M
-7.67%
YTD
-7.50%
6M
-5.21%
1Y
14.27%
3Y*
17.31%
5Y*
10.92%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMCDX vs. VLCAX - Expense Ratio Comparison

FMCDX has a 1.05% expense ratio, which is higher than VLCAX's 0.05% expense ratio.


Return for Risk

FMCDX vs. VLCAX — 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

VLCAX
VLCAX Risk / Return Rank: 4545
Overall Rank
VLCAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VLCAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VLCAX Omega Ratio Rank: 4848
Omega Ratio Rank
VLCAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VLCAX Martin Ratio Rank: 5151
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. VLCAX - 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 Vanguard Large-Cap Index Fund Admiral Shares (VLCAX). 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.


FMCDXVLCAXDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.82

-0.02

Sortino ratio

Return per unit of downside risk

1.25

1.28

-0.03

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

1.02

1.04

-0.01

Martin ratio

Return relative to average drawdown

4.54

4.94

-0.41

FMCDX vs. VLCAX - Sharpe Ratio Comparison

The current FMCDX Sharpe Ratio is 0.80, which is comparable to the VLCAX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FMCDX and VLCAX, 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


FMCDXVLCAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

0.82

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.64

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.76

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Correlation

The correlation between FMCDX and VLCAX 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.


Dividends

FMCDX vs. VLCAX - Dividend Comparison

FMCDX's dividend yield for the trailing twelve months is around 8.50%, more than VLCAX's 1.16% 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%
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
1.16%1.08%1.23%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%

Drawdowns

FMCDX vs. VLCAX - Drawdown Comparison

The maximum FMCDX drawdown since its inception was -65.00%, which is greater than VLCAX's maximum drawdown of -54.76%. Use the drawdown chart below to compare losses from any high point for FMCDX and VLCAX.


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Drawdown Indicators


FMCDXVLCAXDifference

Max Drawdown

Largest peak-to-trough decline

-65.00%

-54.76%

-10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-12.17%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.19%

-25.65%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-33.97%

-9.43%

Current Drawdown

Current decline from peak

-8.70%

-9.19%

+0.49%

Average Drawdown

Average peak-to-trough decline

-10.69%

-6.90%

-3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.55%

+0.68%

Volatility

FMCDX vs. VLCAX - Volatility Comparison

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


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Volatility by Period


FMCDXVLCAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

4.23%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

9.13%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

18.23%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.92%

17.12%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

18.16%

+2.77%