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

Correlation

The correlation between FMPAX and FMCDX 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

FMPAX vs. FMCDX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FMPAX:

-0.52

FMCDX:

-0.02

Sortino Ratio

FMPAX:

-0.52

FMCDX:

0.17

Omega Ratio

FMPAX:

0.93

FMCDX:

1.02

Calmar Ratio

FMPAX:

-0.32

FMCDX:

0.01

Martin Ratio

FMPAX:

-0.83

FMCDX:

0.02

Ulcer Index

FMPAX:

12.76%

FMCDX:

8.25%

Daily Std Dev

FMPAX:

22.73%

FMCDX:

22.22%

Max Drawdown

FMPAX:

-63.00%

FMCDX:

-64.21%

Current Drawdown

FMPAX:

-22.88%

FMCDX:

-15.42%

Returns By Period

In the year-to-date period, FMPAX achieves a -8.41% return, which is significantly lower than FMCDX's -2.77% return. Over the past 10 years, FMPAX has underperformed FMCDX with an annualized return of 1.98%, while FMCDX has yielded a comparatively higher 3.34% annualized return.


FMPAX

YTD

-8.41%

1M

9.98%

6M

-20.67%

1Y

-11.64%

5Y*

10.57%

10Y*

1.98%

FMCDX

YTD

-2.77%

1M

10.44%

6M

-10.26%

1Y

-0.42%

5Y*

8.33%

10Y*

3.34%

*Annualized

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FMPAX vs. FMCDX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FMPAX vs. FMCDX — Risk-Adjusted Performance Rank

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

FMPAX
The Risk-Adjusted Performance Rank of FMPAX is 44
Overall Rank
The Sharpe Ratio Rank of FMPAX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FMPAX is 44
Sortino Ratio Rank
The Omega Ratio Rank of FMPAX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FMPAX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FMPAX is 55
Martin Ratio Rank

FMCDX
The Risk-Adjusted Performance Rank of FMCDX is 2323
Overall Rank
The Sharpe Ratio Rank of FMCDX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FMCDX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FMCDX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FMCDX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FMCDX is 2323
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.

FMPAX vs. FMCDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mid Cap Value Fund Class A (FMPAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX). 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 FMPAX Sharpe Ratio is -0.52, which is lower than the FMCDX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of FMPAX and FMCDX, 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

FMPAX vs. FMCDX - Dividend Comparison

FMPAX's dividend yield for the trailing twelve months is around 0.77%, less than FMCDX's 3.16% yield.


TTM20242023202220212020201920182017201620152014
FMPAX
Fidelity Advisor Mid Cap Value Fund Class A
0.77%0.71%0.57%1.20%1.08%1.78%1.61%2.10%1.63%1.11%2.08%7.13%
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
3.16%3.07%0.61%10.14%13.43%2.25%4.16%21.85%4.58%1.03%9.17%0.00%

Drawdowns

FMPAX vs. FMCDX - Drawdown Comparison

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


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Volatility

FMPAX vs. FMCDX - Volatility Comparison

Fidelity Advisor Mid Cap Value Fund Class A (FMPAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) have volatilities of 7.40% and 7.19%, 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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