PortfoliosLab logoPortfoliosLab logo
FOCKX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FOCKX vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity OTC Portfolio Class K (FOCKX) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FOCKX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FOCKX
Fidelity OTC Portfolio Class K
-7.76%22.28%38.91%42.92%-32.07%25.06%46.83%39.36%-3.18%38.78%
ADX
Adams Diversified Equity Fund, Inc.
-4.23%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, FOCKX achieves a -7.76% return, which is significantly lower than ADX's -4.23% return. Over the past 10 years, FOCKX has outperformed ADX with an annualized return of 19.31%, while ADX has yielded a comparatively lower 16.41% annualized return.


FOCKX

1D
-1.33%
1M
-8.64%
YTD
-7.76%
6M
-2.82%
1Y
27.02%
3Y*
24.78%
5Y*
12.96%
10Y*
19.31%

ADX

1D
4.04%
1M
-5.48%
YTD
-4.23%
6M
2.17%
1Y
25.55%
3Y*
23.81%
5Y*
14.65%
10Y*
16.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FOCKX vs. ADX - Expense Ratio Comparison

FOCKX has a 0.73% expense ratio, which is higher than ADX's 0.59% expense ratio.


Return for Risk

FOCKX vs. ADX — Risk / Return Rank

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

FOCKX
FOCKX Risk / Return Rank: 7171
Overall Rank
FOCKX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FOCKX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FOCKX Omega Ratio Rank: 6868
Omega Ratio Rank
FOCKX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FOCKX Martin Ratio Rank: 7474
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8383
Overall Rank
ADX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8181
Sortino Ratio Rank
ADX Omega Ratio Rank: 7777
Omega Ratio Rank
ADX Calmar Ratio Rank: 8888
Calmar Ratio Rank
ADX 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.

FOCKX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity OTC Portfolio Class K (FOCKX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


FOCKXADXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.38

-0.18

Sortino ratio

Return per unit of downside risk

1.76

2.06

-0.29

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

1.66

2.33

-0.67

Martin ratio

Return relative to average drawdown

7.07

10.84

-3.77

FOCKX vs. ADX - Sharpe Ratio Comparison

The current FOCKX Sharpe Ratio is 1.20, which is comparable to the ADX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FOCKX and ADX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FOCKXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.38

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.86

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.92

-0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.09

-0.02

Correlation

The correlation between FOCKX and ADX is 0.81, 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

FOCKX vs. ADX - Dividend Comparison

FOCKX's dividend yield for the trailing twelve months is around 8.19%, less than ADX's 8.45% yield.


TTM20252024202320222021202020192018201720162015
FOCKX
Fidelity OTC Portfolio Class K
8.19%7.56%16.42%0.09%3.97%11.34%6.18%7.49%7.81%4.85%3.25%5.42%
ADX
Adams Diversified Equity Fund, Inc.
8.45%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

FOCKX vs. ADX - Drawdown Comparison

The maximum FOCKX drawdown since its inception was -90.14%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for FOCKX and ADX.


Loading graphics...

Drawdown Indicators


FOCKXADXDifference

Max Drawdown

Largest peak-to-trough decline

-90.14%

-71.60%

-18.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-11.12%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-36.97%

-25.07%

-11.90%

Max Drawdown (10Y)

Largest decline over 10 years

-90.14%

-37.17%

-52.97%

Current Drawdown

Current decline from peak

-11.28%

-6.53%

-4.75%

Average Drawdown

Average peak-to-trough decline

-8.47%

-23.22%

+14.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.39%

+0.84%

Volatility

FOCKX vs. ADX - Volatility Comparison

Fidelity OTC Portfolio Class K (FOCKX) has a higher volatility of 6.63% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.18%. This indicates that FOCKX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FOCKXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.18%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

10.53%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

22.78%

18.63%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.54%

17.20%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

288.89%

17.95%

+270.94%