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FSLVX vs. ACTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSLVX vs. ACTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). The values are adjusted to include any dividend payments, if applicable.

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FSLVX vs. ACTIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSLVX
Fidelity Stock Selector Large Cap Value Fund
-0.09%15.95%17.29%14.44%-5.53%13.32%
ACTIX
Advisors Capital Tactical Fixed Income Fund
-0.73%6.08%3.07%5.97%-9.94%0.75%

Returns By Period

In the year-to-date period, FSLVX achieves a -0.09% return, which is significantly higher than ACTIX's -0.73% return.


FSLVX

1D
2.10%
1M
-4.51%
YTD
-0.09%
6M
4.74%
1Y
14.43%
3Y*
15.36%
5Y*
10.36%
10Y*
10.68%

ACTIX

1D
0.64%
1M
-1.56%
YTD
-0.73%
6M
-0.49%
1Y
3.52%
3Y*
4.16%
5Y*
0.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSLVX vs. ACTIX - Expense Ratio Comparison

FSLVX has a 0.76% expense ratio, which is lower than ACTIX's 2.09% expense ratio.


Return for Risk

FSLVX vs. ACTIX — Risk / Return Rank

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

FSLVX
FSLVX Risk / Return Rank: 4949
Overall Rank
FSLVX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
FSLVX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSLVX Omega Ratio Rank: 4747
Omega Ratio Rank
FSLVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
FSLVX Martin Ratio Rank: 6060
Martin Ratio Rank

ACTIX
ACTIX Risk / Return Rank: 3434
Overall Rank
ACTIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ACTIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
ACTIX Omega Ratio Rank: 2727
Omega Ratio Rank
ACTIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACTIX Martin Ratio Rank: 3838
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.

FSLVX vs. ACTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Stock Selector Large Cap Value Fund (FSLVX) and Advisors Capital Tactical Fixed Income Fund (ACTIX). 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.


FSLVXACTIXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.80

+0.15

Sortino ratio

Return per unit of downside risk

1.37

1.13

+0.24

Omega ratio

Gain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratio

Return relative to maximum drawdown

1.31

1.25

+0.06

Martin ratio

Return relative to average drawdown

6.01

4.50

+1.52

FSLVX vs. ACTIX - Sharpe Ratio Comparison

The current FSLVX Sharpe Ratio is 0.94, which is comparable to the ACTIX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FSLVX and ACTIX, 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


FSLVXACTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.80

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.00

+0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.00

+0.40

Correlation

The correlation between FSLVX and ACTIX is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSLVX vs. ACTIX - Dividend Comparison

FSLVX's dividend yield for the trailing twelve months is around 9.94%, more than ACTIX's 3.11% yield.


TTM20252024202320222021202020192018201720162015
FSLVX
Fidelity Stock Selector Large Cap Value Fund
9.94%8.06%10.40%2.50%8.31%4.35%2.18%1.58%7.55%1.10%1.29%1.26%
ACTIX
Advisors Capital Tactical Fixed Income Fund
3.11%3.09%3.18%2.44%1.10%0.45%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSLVX vs. ACTIX - Drawdown Comparison

The maximum FSLVX drawdown since its inception was -60.89%, smaller than the maximum ACTIX drawdown of -96.41%. Use the drawdown chart below to compare losses from any high point for FSLVX and ACTIX.


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Drawdown Indicators


FSLVXACTIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-96.41%

+35.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.64%

-3.07%

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-96.41%

+77.08%

Max Drawdown (10Y)

Largest decline over 10 years

-39.75%

Current Drawdown

Current decline from peak

-5.07%

-96.17%

+91.10%

Average Drawdown

Average peak-to-trough decline

-9.97%

-27.61%

+17.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

0.86%

+1.68%

Volatility

FSLVX vs. ACTIX - Volatility Comparison

Fidelity Stock Selector Large Cap Value Fund (FSLVX) has a higher volatility of 4.23% compared to Advisors Capital Tactical Fixed Income Fund (ACTIX) at 1.97%. This indicates that FSLVX's price experiences larger fluctuations and is considered to be riskier than ACTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSLVXACTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

1.97%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

2.58%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

4.71%

+10.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

1,202.55%

-1,187.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

1,200.64%

-1,182.91%