PortfoliosLab logoPortfoliosLab logo
FSCEX vs. FSSNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCEX vs. FSSNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Fund Class C (FSCEX) and Fidelity Small Cap Index Fund (FSSNX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FSCEX vs. FSSNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCEX
Fidelity Advisor Small Cap Fund Class C
0.43%11.04%-11.92%17.31%-21.33%30.13%16.12%31.37%-16.86%12.93%
FSSNX
Fidelity Small Cap Index Fund
-2.46%12.94%11.71%17.11%-20.28%14.70%19.99%25.70%-11.24%14.54%

Returns By Period

In the year-to-date period, FSCEX achieves a 0.43% return, which is significantly higher than FSSNX's -2.46% return. Over the past 10 years, FSCEX has underperformed FSSNX with an annualized return of 6.41%, while FSSNX has yielded a comparatively higher 9.53% annualized return.


FSCEX

1D
-1.75%
1M
-7.93%
YTD
0.43%
6M
3.68%
1Y
21.77%
3Y*
3.18%
5Y*
0.65%
10Y*
6.41%

FSSNX

1D
-1.44%
1M
-8.16%
YTD
-2.46%
6M
-0.28%
1Y
21.68%
3Y*
11.92%
5Y*
3.17%
10Y*
9.53%
*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.


FSCEX vs. FSSNX - Expense Ratio Comparison

FSCEX has a 2.04% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


Return for Risk

FSCEX vs. FSSNX — Risk / Return Rank

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

FSCEX
FSCEX Risk / Return Rank: 5656
Overall Rank
FSCEX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FSCEX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FSCEX Omega Ratio Rank: 4747
Omega Ratio Rank
FSCEX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FSCEX Martin Ratio Rank: 6262
Martin Ratio Rank

FSSNX
FSSNX Risk / Return Rank: 5050
Overall Rank
FSSNX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSSNX Sortino Ratio Rank: 5252
Sortino Ratio Rank
FSSNX Omega Ratio Rank: 4242
Omega Ratio Rank
FSSNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FSSNX Martin Ratio Rank: 5353
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.

FSCEX vs. FSSNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class C (FSCEX) and Fidelity Small Cap Index Fund (FSSNX). 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.


FSCEXFSSNXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.92

+0.07

Sortino ratio

Return per unit of downside risk

1.51

1.41

+0.10

Omega ratio

Gain probability vs. loss probability

1.20

1.18

+0.02

Calmar ratio

Return relative to maximum drawdown

1.40

1.34

+0.06

Martin ratio

Return relative to average drawdown

5.96

5.05

+0.91

FSCEX vs. FSSNX - Sharpe Ratio Comparison

The current FSCEX Sharpe Ratio is 0.99, which is comparable to the FSSNX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FSCEX and FSSNX, 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


FSCEXFSSNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.92

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.14

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.41

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.48

-0.10

Correlation

The correlation between FSCEX and FSSNX is 0.96, 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

FSCEX vs. FSSNX - Dividend Comparison

FSCEX's dividend yield for the trailing twelve months is around 3.56%, more than FSSNX's 1.11% yield.


TTM20252024202320222021202020192018201720162015
FSCEX
Fidelity Advisor Small Cap Fund Class C
3.56%3.58%0.00%2.23%8.66%16.35%3.97%5.72%20.54%18.60%2.60%10.50%
FSSNX
Fidelity Small Cap Index Fund
1.11%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%

Drawdowns

FSCEX vs. FSSNX - Drawdown Comparison

The maximum FSCEX drawdown since its inception was -51.02%, which is greater than FSSNX's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for FSCEX and FSSNX.


Loading graphics...

Drawdown Indicators


FSCEXFSSNXDifference

Max Drawdown

Largest peak-to-trough decline

-51.02%

-41.72%

-9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.79%

-13.89%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.37%

-31.87%

-9.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.37%

-41.72%

+0.35%

Current Drawdown

Current decline from peak

-19.11%

-11.00%

-8.11%

Average Drawdown

Average peak-to-trough decline

-12.73%

-8.37%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.68%

-0.45%

Volatility

FSCEX vs. FSSNX - Volatility Comparison

Fidelity Advisor Small Cap Fund Class C (FSCEX) and Fidelity Small Cap Index Fund (FSSNX) have volatilities of 6.46% and 6.60%, 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.


Loading graphics...

Volatility by Period


FSCEXFSSNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.60%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

14.12%

-1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

23.11%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.18%

22.56%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

23.38%

-0.91%