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

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.


-0.50.00.51.00.9

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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.65%
8.37%
FMCDX
VLCAX

Key characteristics

Sharpe Ratio

FMCDX:

0.84

VLCAX:

2.03

Sortino Ratio

FMCDX:

1.25

VLCAX:

2.70

Omega Ratio

FMCDX:

1.15

VLCAX:

1.38

Calmar Ratio

FMCDX:

0.58

VLCAX:

3.01

Martin Ratio

FMCDX:

4.39

VLCAX:

13.47

Ulcer Index

FMCDX:

3.09%

VLCAX:

1.91%

Daily Std Dev

FMCDX:

16.18%

VLCAX:

12.70%

Max Drawdown

FMCDX:

-64.22%

VLCAX:

-54.76%

Current Drawdown

FMCDX:

-10.91%

VLCAX:

-3.66%

Returns By Period

In the year-to-date period, FMCDX achieves a 11.90% return, which is significantly lower than VLCAX's 24.95% return. Over the past 10 years, FMCDX has underperformed VLCAX with an annualized return of 4.29%, while VLCAX has yielded a comparatively higher 12.96% annualized return.


FMCDX

YTD

11.90%

1M

-3.06%

6M

7.44%

1Y

11.95%

5Y*

3.65%

10Y*

4.29%

VLCAX

YTD

24.95%

1M

-0.13%

6M

8.09%

1Y

25.02%

5Y*

14.56%

10Y*

12.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FMCDX vs. VLCAX - Expense Ratio Comparison

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


FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
Expense ratio chart for FMCDX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FMCDX vs. VLCAX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for FMCDX, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.000.842.03
The chart of Sortino ratio for FMCDX, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.252.70
The chart of Omega ratio for FMCDX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.003.501.151.38
The chart of Calmar ratio for FMCDX, currently valued at 0.58, compared to the broader market0.005.0010.0015.000.583.01
The chart of Martin ratio for FMCDX, currently valued at 4.39, compared to the broader market0.0020.0040.0060.004.3913.47
FMCDX
VLCAX

The current FMCDX Sharpe Ratio is 0.84, which is lower than the VLCAX Sharpe Ratio of 2.03. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.84
2.03
FMCDX
VLCAX

Dividends

FMCDX vs. VLCAX - Dividend Comparison

FMCDX's dividend yield for the trailing twelve months is around 0.55%, less than VLCAX's 1.25% yield.


TTM20232022202120202019201820172016201520142013
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
0.55%0.61%0.53%0.50%0.88%0.59%0.88%0.28%0.84%7.63%0.00%0.02%
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
0.91%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%

Drawdowns

FMCDX vs. VLCAX - Drawdown Comparison

The maximum FMCDX drawdown since its inception was -64.22%, 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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.91%
-3.66%
FMCDX
VLCAX

Volatility

FMCDX vs. VLCAX - Volatility Comparison

Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) has a higher volatility of 5.44% compared to Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) at 3.77%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
3.77%
FMCDX
VLCAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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