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FRNKX vs. FMPOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNKX vs. FMPOX - Performance Comparison

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

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FRNKX vs. FMPOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNKX
Frank Value Fund
3.51%12.05%19.31%14.88%4.23%6.46%12.84%4.15%-2.24%-2.81%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
4.35%13.02%14.48%22.51%-10.62%33.96%0.95%23.61%-18.93%17.03%

Returns By Period

In the year-to-date period, FRNKX achieves a 3.51% return, which is significantly lower than FMPOX's 4.35% return. Over the past 10 years, FRNKX has underperformed FMPOX with an annualized return of 7.06%, while FMPOX has yielded a comparatively higher 10.04% annualized return.


FRNKX

1D
0.00%
1M
-2.59%
YTD
3.51%
6M
-0.81%
1Y
16.79%
3Y*
14.40%
5Y*
11.15%
10Y*
7.06%

FMPOX

1D
0.80%
1M
-4.23%
YTD
4.35%
6M
8.79%
1Y
21.24%
3Y*
17.50%
5Y*
10.74%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FRNKX vs. FMPOX - Expense Ratio Comparison

FRNKX has a 1.37% expense ratio, which is higher than FMPOX's 0.59% expense ratio.


Return for Risk

FRNKX vs. FMPOX — Risk / Return Rank

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

FRNKX
FRNKX Risk / Return Rank: 4141
Overall Rank
FRNKX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
FRNKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FRNKX Omega Ratio Rank: 3636
Omega Ratio Rank
FRNKX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FRNKX Martin Ratio Rank: 4747
Martin Ratio Rank

FMPOX
FMPOX Risk / Return Rank: 4949
Overall Rank
FMPOX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FMPOX Sortino Ratio Rank: 5050
Sortino Ratio Rank
FMPOX Omega Ratio Rank: 4444
Omega Ratio Rank
FMPOX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FMPOX Martin Ratio Rank: 5252
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.

FRNKX vs. FMPOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Frank Value Fund (FRNKX) and Fidelity Advisor Mid Cap Value Fund Class I (FMPOX). 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.


FRNKXFMPOXDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.08

-0.15

Sortino ratio

Return per unit of downside risk

1.43

1.62

-0.20

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.54

1.61

-0.07

Martin ratio

Return relative to average drawdown

5.90

6.50

-0.60

FRNKX vs. FMPOX - Sharpe Ratio Comparison

The current FRNKX Sharpe Ratio is 0.93, which is comparable to the FMPOX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FRNKX and FMPOX, 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


FRNKXFMPOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.08

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.54

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.48

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.38

-0.37

Correlation

The correlation between FRNKX and FMPOX is 0.78, 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

FRNKX vs. FMPOX - Dividend Comparison

FRNKX's dividend yield for the trailing twelve months is around 11.57%, more than FMPOX's 7.52% yield.


TTM20252024202320222021202020192018201720162015
FRNKX
Frank Value Fund
11.57%11.98%4.63%10.14%8.10%4.93%0.00%0.23%3.23%0.00%3.00%7.64%
FMPOX
Fidelity Advisor Mid Cap Value Fund Class I
7.52%8.26%10.51%1.17%13.25%1.31%2.00%1.86%14.92%8.99%1.37%5.23%

Drawdowns

FRNKX vs. FMPOX - Drawdown Comparison

The maximum FRNKX drawdown since its inception was -97.09%, which is greater than FMPOX's maximum drawdown of -61.76%. Use the drawdown chart below to compare losses from any high point for FRNKX and FMPOX.


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Drawdown Indicators


FRNKXFMPOXDifference

Max Drawdown

Largest peak-to-trough decline

-97.09%

-61.76%

-35.33%

Max Drawdown (1Y)

Largest decline over 1 year

-7.40%

-10.29%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-23.74%

-73.35%

Max Drawdown (10Y)

Largest decline over 10 years

-97.09%

-45.11%

-51.98%

Current Drawdown

Current decline from peak

-96.12%

-6.94%

-89.18%

Average Drawdown

Average peak-to-trough decline

-11.37%

-9.13%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.65%

-0.46%

Volatility

FRNKX vs. FMPOX - Volatility Comparison

The current volatility for Frank Value Fund (FRNKX) is 4.77%, while Fidelity Advisor Mid Cap Value Fund Class I (FMPOX) has a volatility of 6.43%. This indicates that FRNKX experiences smaller price fluctuations and is considered to be less risky than FMPOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FRNKXFMPOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

6.43%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

12.11%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

19.99%

21.63%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,805.06%

20.15%

+1,784.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,276.09%

21.07%

+1,255.02%