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FSJHX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FSJHX and ^GSPC is 0.97, 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.


-0.50.00.51.01.0

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.15%
9.25%
FSJHX
^GSPC

Key characteristics

Sharpe Ratio

FSJHX:

1.08

^GSPC:

1.83

Sortino Ratio

FSJHX:

1.45

^GSPC:

2.47

Omega Ratio

FSJHX:

1.21

^GSPC:

1.33

Calmar Ratio

FSJHX:

1.64

^GSPC:

2.76

Martin Ratio

FSJHX:

4.68

^GSPC:

11.27

Ulcer Index

FSJHX:

3.23%

^GSPC:

2.08%

Daily Std Dev

FSJHX:

13.94%

^GSPC:

12.79%

Max Drawdown

FSJHX:

-34.45%

^GSPC:

-56.78%

Current Drawdown

FSJHX:

-5.50%

^GSPC:

-0.07%

Returns By Period

In the year-to-date period, FSJHX achieves a 3.31% return, which is significantly lower than ^GSPC's 3.96% return. Over the past 10 years, FSJHX has underperformed ^GSPC with an annualized return of 8.46%, while ^GSPC has yielded a comparatively higher 11.26% annualized return.


FSJHX

YTD

3.31%

1M

1.32%

6M

4.77%

1Y

13.60%

5Y*

10.17%

10Y*

8.46%

^GSPC

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FSJHX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FSJHX
The Risk-Adjusted Performance Rank of FSJHX is 5656
Overall Rank
The Sharpe Ratio Rank of FSJHX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FSJHX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FSJHX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FSJHX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FSJHX is 5757
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 8484
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSJHX vs. ^GSPC - Risk-Adjusted Performance 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 (^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.


Sharpe ratio
The chart of Sharpe ratio for FSJHX, currently valued at 1.08, compared to the broader market-1.000.001.002.003.004.001.081.83
The chart of Sortino ratio for FSJHX, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.001.452.47
The chart of Omega ratio for FSJHX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.33
The chart of Calmar ratio for FSJHX, currently valued at 1.64, compared to the broader market0.005.0010.0015.0020.001.642.76
The chart of Martin ratio for FSJHX, currently valued at 4.68, compared to the broader market0.0020.0040.0060.0080.004.6811.27
FSJHX
^GSPC

The current FSJHX Sharpe Ratio is 1.08, which is lower than the ^GSPC Sharpe Ratio of 1.83. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.08
1.83
FSJHX
^GSPC

Drawdowns

FSJHX vs. ^GSPC - Drawdown Comparison

The maximum FSJHX drawdown since its inception was -34.45%, 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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.50%
-0.07%
FSJHX
^GSPC

Volatility

FSJHX vs. ^GSPC - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class M (FSJHX) has a higher volatility of 3.99% compared to S&P 500 (^GSPC) at 3.21%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.99%
3.21%
FSJHX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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