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FSCTX vs. FADIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCTX vs. FADIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Fund Class M (FSCTX) and Fidelity Advisor Diversified International Fund Class M (FADIX). The values are adjusted to include any dividend payments, if applicable.

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FSCTX vs. FADIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCTX
Fidelity Advisor Small Cap Fund Class M
0.58%11.57%-4.53%18.02%-20.91%30.90%16.86%32.04%-16.52%13.51%
FADIX
Fidelity Advisor Diversified International Fund Class M
-4.03%26.92%5.88%16.84%-24.11%12.38%18.98%29.08%-15.79%25.69%

Returns By Period

In the year-to-date period, FSCTX achieves a 0.58% return, which is significantly higher than FADIX's -4.03% return. Both investments have delivered pretty close results over the past 10 years, with FSCTX having a 7.79% annualized return and FADIX not far behind at 7.68%.


FSCTX

1D
-1.74%
1M
-7.92%
YTD
0.58%
6M
3.94%
1Y
22.39%
3Y*
6.36%
5Y*
2.74%
10Y*
7.79%

FADIX

1D
0.15%
1M
-12.06%
YTD
-4.03%
6M
-0.07%
1Y
16.02%
3Y*
11.50%
5Y*
5.15%
10Y*
7.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCTX vs. FADIX - Expense Ratio Comparison

FSCTX has a 1.46% expense ratio, which is higher than FADIX's 1.41% expense ratio.


Return for Risk

FSCTX vs. FADIX — Risk / Return Rank

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

FSCTX
FSCTX Risk / Return Rank: 5858
Overall Rank
FSCTX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FSCTX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FSCTX Omega Ratio Rank: 4949
Omega Ratio Rank
FSCTX Calmar Ratio Rank: 6262
Calmar Ratio Rank
FSCTX Martin Ratio Rank: 6565
Martin Ratio Rank

FADIX
FADIX Risk / Return Rank: 3737
Overall Rank
FADIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FADIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
FADIX Omega Ratio Rank: 3333
Omega Ratio Rank
FADIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FADIX Martin Ratio Rank: 4040
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.

FSCTX vs. FADIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class M (FSCTX) and Fidelity Advisor Diversified International Fund Class M (FADIX). 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.


FSCTXFADIXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.78

+0.23

Sortino ratio

Return per unit of downside risk

1.54

1.17

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.45

1.05

+0.40

Martin ratio

Return relative to average drawdown

6.18

4.18

+2.00

FSCTX vs. FADIX - Sharpe Ratio Comparison

The current FSCTX Sharpe Ratio is 1.02, which is comparable to the FADIX Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of FSCTX and FADIX, 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


FSCTXFADIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.78

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.31

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.46

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.37

+0.05

Correlation

The correlation between FSCTX and FADIX is 0.71, 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

FSCTX vs. FADIX - Dividend Comparison

FSCTX's dividend yield for the trailing twelve months is around 2.22%, less than FADIX's 14.49% yield.


TTM20252024202320222021202020192018201720162015
FSCTX
Fidelity Advisor Small Cap Fund Class M
2.22%2.24%0.00%1.55%6.07%12.11%2.99%4.38%16.01%15.16%2.30%8.94%
FADIX
Fidelity Advisor Diversified International Fund Class M
14.49%13.91%6.06%3.87%1.83%10.52%0.00%1.12%4.44%0.30%0.93%0.36%

Drawdowns

FSCTX vs. FADIX - Drawdown Comparison

The maximum FSCTX drawdown since its inception was -50.42%, smaller than the maximum FADIX drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for FSCTX and FADIX.


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Drawdown Indicators


FSCTXFADIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.42%

-61.45%

+11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-12.58%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-36.64%

-35.59%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.49%

-35.59%

-4.90%

Current Drawdown

Current decline from peak

-12.19%

-12.45%

+0.26%

Average Drawdown

Average peak-to-trough decline

-11.96%

-13.97%

+2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.16%

+0.06%

Volatility

FSCTX vs. FADIX - Volatility Comparison

The current volatility for Fidelity Advisor Small Cap Fund Class M (FSCTX) is 6.42%, while Fidelity Advisor Diversified International Fund Class M (FADIX) has a volatility of 8.15%. This indicates that FSCTX experiences smaller price fluctuations and is considered to be less risky than FADIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCTXFADIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

8.15%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

12.22%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

21.89%

18.72%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

16.76%

+5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.00%

16.88%

+5.12%