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FSJHX vs. BBLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSJHX vs. BBLIX - 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 BBH Select Series - Large Cap Fund (BBLIX). The values are adjusted to include any dividend payments, if applicable.

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FSJHX vs. BBLIX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FSJHX
Fidelity Advisor Stock Selector All Cap Fund Class M
-5.99%18.24%19.15%26.28%-19.99%22.49%24.23%8.24%
BBLIX
BBH Select Series - Large Cap Fund
1.58%12.07%15.83%23.86%-20.59%27.23%12.30%3.63%

Returns By Period

In the year-to-date period, FSJHX achieves a -5.99% return, which is significantly lower than BBLIX's 1.58% return.


FSJHX

1D
-0.70%
1M
-8.08%
YTD
-5.99%
6M
-2.29%
1Y
18.82%
3Y*
15.66%
5Y*
9.09%
10Y*
12.75%

BBLIX

1D
0.00%
1M
1.58%
YTD
1.58%
6M
-0.19%
1Y
13.25%
3Y*
15.61%
5Y*
9.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSJHX vs. BBLIX - Expense Ratio Comparison

FSJHX has a 1.21% expense ratio, which is higher than BBLIX's 0.70% expense ratio.


Return for Risk

FSJHX vs. BBLIX — Risk / Return Rank

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

FSJHX
FSJHX Risk / Return Rank: 6060
Overall Rank
FSJHX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FSJHX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FSJHX Omega Ratio Rank: 6161
Omega Ratio Rank
FSJHX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FSJHX Martin Ratio Rank: 6969
Martin Ratio Rank

BBLIX
BBLIX Risk / Return Rank: 5555
Overall Rank
BBLIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BBLIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
BBLIX Omega Ratio Rank: 7676
Omega Ratio Rank
BBLIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BBLIX Martin Ratio Rank: 3636
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.

FSJHX vs. BBLIX - 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 BBH Select Series - Large Cap Fund (BBLIX). 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.


FSJHXBBLIXDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.10

-0.07

Sortino ratio

Return per unit of downside risk

1.55

1.69

-0.14

Omega ratio

Gain probability vs. loss probability

1.24

1.29

-0.05

Calmar ratio

Return relative to maximum drawdown

1.35

0.94

+0.42

Martin ratio

Return relative to average drawdown

6.55

3.81

+2.74

FSJHX vs. BBLIX - Sharpe Ratio Comparison

The current FSJHX Sharpe Ratio is 1.03, which is comparable to the BBLIX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FSJHX and BBLIX, 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


FSJHXBBLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.10

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.65

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.58

+0.14

Correlation

The correlation between FSJHX and BBLIX is 0.89, 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

FSJHX vs. BBLIX - Dividend Comparison

FSJHX's dividend yield for the trailing twelve months is around 4.54%, less than BBLIX's 9.39% yield.


TTM20252024202320222021202020192018201720162015
FSJHX
Fidelity Advisor Stock Selector All Cap Fund Class M
4.54%4.26%4.26%1.54%0.23%0.82%4.71%5.50%3.73%3.06%0.44%4.46%
BBLIX
BBH Select Series - Large Cap Fund
9.39%9.54%4.20%0.28%1.45%3.27%0.34%0.04%0.00%0.00%0.00%0.00%

Drawdowns

FSJHX vs. BBLIX - Drawdown Comparison

The maximum FSJHX drawdown since its inception was -34.41%, roughly equal to the maximum BBLIX drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for FSJHX and BBLIX.


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Drawdown Indicators


FSJHXBBLIXDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

-33.49%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-10.22%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-28.06%

+2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-9.25%

-1.80%

-7.45%

Average Drawdown

Average peak-to-trough decline

-4.62%

-6.48%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.62%

-1.07%

Volatility

FSJHX vs. BBLIX - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) has a higher volatility of 4.97% compared to BBH Select Series - Large Cap Fund (BBLIX) at 1.57%. This indicates that FSJHX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSJHXBBLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

1.57%

+3.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

6.08%

+3.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

16.12%

+2.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

16.08%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

18.80%

-0.30%