FSIDX vs. ^GSPC
Compare and contrast key facts about Fidelity Advisor Strategic Dividend & Income Fund Class I (FSIDX) and S&P 500 (^GSPC).
FSIDX is managed by Fidelity. It was launched on Dec 23, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSIDX or ^GSPC.
Key characteristics
| FSIDX | ^GSPC | |
|---|---|---|
| YTD Return | 15.12% | 25.48% |
| 1Y Return | 19.13% | 33.14% |
| 3Y Return (Ann) | 1.32% | 8.55% |
| 5Y Return (Ann) | 5.29% | 13.96% |
| 10Y Return (Ann) | 5.07% | 11.39% |
| Sharpe Ratio | 2.48 | 2.91 |
| Sortino Ratio | 3.42 | 3.88 |
| Omega Ratio | 1.47 | 1.55 |
| Calmar Ratio | 1.54 | 4.20 |
| Martin Ratio | 14.19 | 18.80 |
| Ulcer Index | 1.51% | 1.90% |
| Daily Std Dev | 8.62% | 12.27% |
| Max Drawdown | -58.58% | -56.78% |
| Current Drawdown | -0.94% | -0.27% |
Correlation
The correlation between FSIDX and ^GSPC is 0.91, 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
FSIDX vs. ^GSPC - Performance Comparison
In the year-to-date period, FSIDX achieves a 15.12% return, which is significantly lower than ^GSPC's 25.48% return. Over the past 10 years, FSIDX has underperformed ^GSPC with an annualized return of 5.07%, while ^GSPC has yielded a comparatively higher 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FSIDX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Dividend & Income Fund Class I (FSIDX) and S&P 500 (^GSPC). 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.
Drawdowns
FSIDX vs. ^GSPC - Drawdown Comparison
The maximum FSIDX drawdown since its inception was -58.58%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FSIDX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
FSIDX vs. ^GSPC - Volatility Comparison
The current volatility for Fidelity Advisor Strategic Dividend & Income Fund Class I (FSIDX) is 2.40%, while S&P 500 (^GSPC) has a volatility of 3.75%. This indicates that FSIDX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.