FSJHX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and S&P 500 Index (^GSPC).

FSJHX is managed by Fidelity. It was launched on Oct 23, 2012.

Performance

FSJHX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

FSJHX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FSJHX Fidelity Advisor Stock Selector All Cap Fund Class M	-2.92%	18.24%	19.15%	26.28%	-19.99%	22.49%	24.23%	31.49%	-9.13%	24.43%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, FSJHX achieves a -2.92% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, FSJHX has outperformed ^GSPC with an annualized return of 13.12%, while ^GSPC has yielded a comparatively lower 12.24% annualized return.

FSJHX

• 1D: 3.27%
• 1M: -5.31%
• YTD: -2.92%
• 6M: 0.62%
• 1Y: 21.99%
• 3Y*: 16.91%
• 5Y*: 9.51%
• 10Y*: 13.12%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FSJHX vs. ^GSPC — Risk / Return Rank

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

FSJHX

FSJHX Risk / Return Rank: 69
FSJHX Sharpe Ratio Rank: 61
FSJHX Sortino Ratio Rank: 65
FSJHX Omega Ratio Rank: 66
FSJHX Calmar Ratio Rank: 72
FSJHX Martin Ratio Rank: 82

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

FSJHX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) and S&P 500 Index (^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.

	FSJHX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.92	+0.29
Sortino ratio Return per unit of downside risk	1.78	1.41	+0.37
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	1.87	1.41	+0.46
Martin ratio Return relative to average drawdown	8.95	6.61	+2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FSJHX vs. ^GSPC - Sharpe Ratio Comparison

The current FSJHX Sharpe Ratio is 1.20, which is higher than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FSJHX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FSJHX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.92	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.61	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	0.68	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.46	+0.27

Correlation

The correlation between FSJHX and ^GSPC is 0.98, 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.

Drawdowns

FSJHX vs. ^GSPC - Drawdown Comparison

The maximum FSJHX drawdown since its inception was -34.41%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FSJHX and ^GSPC.

Drawdown Indicators

	FSJHX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-34.41%	-56.78%	+22.37%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-12.14%	-0.19%
Max Drawdown (5Y) Largest decline over 5 years	-25.62%	-25.43%	-0.19%
Max Drawdown (10Y) Largest decline over 10 years	-34.41%	-33.92%	-0.49%
Current Drawdown Current decline from peak	-6.28%	-5.78%	-0.50%
Average Drawdown Average peak-to-trough decline	-4.62%	-10.75%	+6.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	2.60%	-0.02%

Volatility

FSJHX vs. ^GSPC - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) has a higher volatility of 6.13% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that FSJHX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FSJHX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.13%	5.37%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	10.40%	9.55%	+0.85%
Volatility (1Y) Calculated over the trailing 1-year period	18.97%	18.33%	+0.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.74%	16.90%	+0.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.53%	18.05%	+0.48%