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FMCSX vs. FZAMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMCSX vs. FZAMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Advisor Mid Cap II Fund Class Z (FZAMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FMCSX achieves a 19.85% return, which is significantly lower than FZAMX's 25.16% return. Both investments have delivered pretty close results over the past 10 years, with FMCSX having a 13.10% annualized return and FZAMX not far behind at 12.86%.


FMCSX

1D
0.72%
1M
4.53%
YTD
19.85%
6M
17.25%
1Y
34.40%
3Y*
18.42%
5Y*
11.91%
10Y*
13.10%

FZAMX

1D
1.39%
1M
6.05%
YTD
25.16%
6M
22.19%
1Y
42.92%
3Y*
21.22%
5Y*
12.67%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMCSX vs. FZAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMCSX
Fidelity Mid-Cap Stock Fund
19.85%11.80%14.55%11.02%-6.40%28.64%11.43%25.39%-6.67%18.03%
FZAMX
Fidelity Advisor Mid Cap II Fund Class Z
25.16%12.00%17.39%15.15%-14.70%25.40%18.84%23.85%-14.85%20.78%

Correlation

The correlation between FMCSX and FZAMX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2013

0.96

The correlation between FMCSX and FZAMX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

FMCSX vs. FZAMX — Risk / Return Rank

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

FMCSX
FMCSX Risk / Return Rank: 7171
Overall Rank
FMCSX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FMCSX Sortino Ratio Rank: 6060
Sortino Ratio Rank
FMCSX Omega Ratio Rank: 5555
Omega Ratio Rank
FMCSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FMCSX Martin Ratio Rank: 8888
Martin Ratio Rank

FZAMX
FZAMX Risk / Return Rank: 8282
Overall Rank
FZAMX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FZAMX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FZAMX Omega Ratio Rank: 7070
Omega Ratio Rank
FZAMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FZAMX Martin Ratio Rank: 9292
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.

FMCSX vs. FZAMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Advisor Mid Cap II Fund Class Z (FZAMX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FMCSXFZAMXDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.37

1.42

-0.05

Calmar ratioReturn relative to maximum drawdown

4.05

4.41

-0.36

Martin ratioReturn relative to average drawdown

15.54

17.63

-2.09

FMCSX vs. FZAMX - Sharpe Ratio Comparison

The current FMCSX Sharpe Ratio is 2.14, which is comparable to the FZAMX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of FMCSX and FZAMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FMCSX vs. FZAMX - Drawdown Comparison

The maximum FMCSX drawdown since its inception was -62.19%, which is greater than FZAMX's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for FMCSX and FZAMX.


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Drawdown Indicators


FMCSXFZAMXDifference

Max Drawdown

Largest peak-to-trough decline

-62.19%

-42.32%

-19.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.55%

-9.77%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.33%

-25.24%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

-25.24%

+2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-42.32%

+1.77%

Current Drawdown

Current decline from peak

-0.69%

-0.16%

-0.53%

Average Drawdown

Average peak-to-trough decline

-9.34%

-6.06%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.44%

-0.22%

Volatility

FMCSX vs. FZAMX - Volatility Comparison

Fidelity Mid-Cap Stock Fund (FMCSX) and Fidelity Advisor Mid Cap II Fund Class Z (FZAMX) have volatilities of 5.68% and 5.81%, 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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Volatility by Period


FMCSXFZAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

5.81%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

14.22%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

17.67%

-1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.80%

20.30%

-2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

20.98%

-2.35%

FMCSX vs. FZAMX - Expense Ratio Comparison

FMCSX has a 0.85% expense ratio, which is higher than FZAMX's 0.61% expense ratio.


Dividends

FMCSX vs. FZAMX - Dividend Comparison

FMCSX's dividend yield for the trailing twelve months is around 5.17%, less than FZAMX's 5.63% yield.


PositionTTM20252024202320222021202020192018201720162015
FMCSX
Fidelity Mid-Cap Stock Fund
5.17%1.83%8.94%2.60%5.44%12.80%6.72%6.63%18.48%6.66%8.25%14.18%
FZAMX
Fidelity Advisor Mid Cap II Fund Class Z
5.63%10.09%6.93%2.83%5.86%18.58%1.41%3.50%10.72%7.81%5.00%4.90%

Frequently Asked Questions


With a correlation of 0.97, FMCSX and FZAMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FZAMX has higher volatility (5.81%) compared to FMCSX (5.68%). In terms of maximum drawdown, FMCSX dropped -62.19% vs FZAMX's -42.32%.

FZAMX currently has the higher Sharpe Ratio (2.44 vs 2.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FMCSX and FZAMX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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