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FSJHX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSJHX vs. MRFOX - 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 Marshfield Concentrated Opportunity Fund (MRFOX). The values are adjusted to include any dividend payments, if applicable.

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FSJHX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MRFOX
Marshfield Concentrated Opportunity Fund
-2.97%10.05%17.10%17.68%5.06%17.71%15.19%36.26%1.89%25.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with FSJHX having a -2.92% return and MRFOX slightly lower at -2.97%. Over the past 10 years, FSJHX has underperformed MRFOX with an annualized return of 13.12%, while MRFOX has yielded a comparatively higher 15.31% 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%

MRFOX

1D
1.16%
1M
-4.29%
YTD
-2.97%
6M
-3.36%
1Y
3.66%
3Y*
12.79%
5Y*
10.99%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSJHX vs. MRFOX - Expense Ratio Comparison

FSJHX has a 1.21% expense ratio, which is higher than MRFOX's 1.05% expense ratio.


Return for Risk

FSJHX vs. MRFOX — Risk / Return Rank

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

FSJHX
FSJHX Risk / Return Rank: 6969
Overall Rank
FSJHX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FSJHX Sortino Ratio Rank: 6565
Sortino Ratio Rank
FSJHX Omega Ratio Rank: 6666
Omega Ratio Rank
FSJHX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FSJHX Martin Ratio Rank: 8282
Martin Ratio Rank

MRFOX
MRFOX Risk / Return Rank: 1414
Overall Rank
MRFOX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 1010
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 1616
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. MRFOX - 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 Marshfield Concentrated Opportunity Fund (MRFOX). 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.


FSJHXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.33

+0.87

Sortino ratio

Return per unit of downside risk

1.78

0.57

+1.21

Omega ratio

Gain probability vs. loss probability

1.27

1.07

+0.20

Calmar ratio

Return relative to maximum drawdown

1.87

0.68

+1.19

Martin ratio

Return relative to average drawdown

8.95

1.75

+7.20

FSJHX vs. MRFOX - Sharpe Ratio Comparison

The current FSJHX Sharpe Ratio is 1.20, which is higher than the MRFOX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of FSJHX and MRFOX, 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


FSJHXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.33

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.92

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

1.07

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.06

-0.33

Correlation

The correlation between FSJHX and MRFOX is 0.77, 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. MRFOX - Dividend Comparison

FSJHX's dividend yield for the trailing twelve months is around 4.39%, more than MRFOX's 1.67% yield.


TTM20252024202320222021202020192018201720162015
FSJHX
Fidelity Advisor Stock Selector All Cap Fund Class M
4.39%4.26%4.26%1.54%0.23%0.82%4.71%5.50%3.73%3.06%0.44%4.46%
MRFOX
Marshfield Concentrated Opportunity Fund
1.67%1.62%4.59%0.46%0.35%6.78%2.68%1.39%1.94%2.06%0.60%0.00%

Drawdowns

FSJHX vs. MRFOX - Drawdown Comparison

The maximum FSJHX drawdown since its inception was -34.41%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for FSJHX and MRFOX.


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Drawdown Indicators


FSJHXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

-29.10%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-7.09%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

-12.98%

-12.64%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

-29.10%

-5.31%

Current Drawdown

Current decline from peak

-6.28%

-5.32%

-0.96%

Average Drawdown

Average peak-to-trough decline

-4.62%

-2.37%

-2.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.77%

-0.19%

Volatility

FSJHX vs. MRFOX - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) has a higher volatility of 6.13% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that FSJHX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSJHXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

3.04%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

7.08%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

18.97%

11.83%

+7.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

12.04%

+5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

14.29%

+4.24%