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FSJHX vs. ONERX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSJHX vs. ONERX - 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 One Rock Fund (ONERX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


FSJHX

1D
1.87%
1M
-0.83%
6M
11.20%
YTD
14.14%
1Y
27.66%
3Y*
19.04%
5Y*
11.39%
10Y*
14.28%
ALL TIME*
13.70%

ONERX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00

FSJHX vs. ONERX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FSJHX
Fidelity Advisor Stock Selector All Cap Fund Class M
14.14%18.24%19.15%26.28%-19.99%22.49%62.12%
ONERX
One Rock Fund
61.33%49.37%21.76%72.41%-42.06%45.70%104.46%

Correlation

The correlation between FSJHX and ONERX is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.75

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2020

0.81

The correlation between FSJHX and ONERX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

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Return for Risk

FSJHX vs. ONERX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSJHX
FSJHX Risk / Return Rank: 7777
Overall Rank
FSJHX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FSJHX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSJHX Omega Ratio Rank: 7171
Omega Ratio Rank
FSJHX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FSJHX Martin Ratio Rank: 8989
Martin Ratio Rank

ONERX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSJHX vs. ONERX - 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 One Rock Fund (ONERX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSJHXONERXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

12.35

FSJHX vs. ONERX - Sharpe Ratio Comparison


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Drawdowns

FSJHX vs. ONERX - Drawdown Comparison


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Drawdown Indicators


FSJHXONERXDifference

Max Drawdown

Largest peak-to-trough decline

-34.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.62%

Max Drawdown (10Y)

Largest decline over 10 years

-34.41%

Current Drawdown

Current decline from peak

-2.31%

Average Drawdown

Average peak-to-trough decline

-4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

FSJHX vs. ONERX - Volatility Comparison


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Volatility by Period


FSJHXONERXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.57%

FSJHX vs. ONERX - Expense Ratio Comparison

FSJHX has a 1.21% expense ratio, which is lower than ONERX's 1.75% expense ratio.


Dividends

FSJHX vs. ONERX - Dividend Comparison

FSJHX's dividend yield for the trailing twelve months is around 3.74%, less than ONERX's 14.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FSJHX
Fidelity Advisor Stock Selector All Cap Fund Class M
3.74%4.26%4.26%1.54%0.23%0.82%4.71%5.50%3.73%3.06%0.44%4.46%
ONERX
One Rock Fund
14.95%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FSJHX and ONERX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for FSJHX and ONERX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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