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FSOAX vs. FMCDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSOAX vs. FMCDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Value Strategies Fund Class A (FSOAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSOAX achieves a 28.83% return, which is significantly higher than FMCDX's 18.46% return. Over the past 10 years, FSOAX has underperformed FMCDX with an annualized return of 10.23%, while FMCDX has yielded a comparatively higher 11.57% annualized return.


FSOAX

1D
-0.07%
1M
2.04%
6M
19.02%
YTD
28.83%
1Y
30.10%
3Y*
8.41%
5Y*
7.83%
10Y*
10.23%
ALL TIME*
8.95%

FMCDX

1D
1.24%
1M
-2.13%
6M
13.40%
YTD
18.46%
1Y
27.22%
3Y*
13.37%
5Y*
8.50%
10Y*
11.57%
ALL TIME*
10.51%
*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
$0.00$0.00$0.00

FSOAX vs. FMCDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSOAX
Fidelity Advisor Value Strategies Fund Class A
28.83%-2.17%-3.64%20.24%-7.61%32.95%7.95%34.16%-17.02%17.21%
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
18.46%10.17%8.89%16.86%-14.11%22.92%12.77%29.26%-7.82%19.57%

Correlation

The correlation between FSOAX and FMCDX is 0.88, meaning they have usually moved in the same direction, including during past declines.


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

0.88

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

0.93

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

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 29, 1996

0.89

The correlation between FSOAX and FMCDX has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

FSOAX vs. FMCDX — Risk / Return Rank

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

FSOAX
FSOAX Risk / Return Rank: 5656
Overall Rank
FSOAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FSOAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FSOAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSOAX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FSOAX Martin Ratio Rank: 6565
Martin Ratio Rank

FMCDX
FMCDX Risk / Return Rank: 6666
Overall Rank
FMCDX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FMCDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FMCDX Omega Ratio Rank: 5353
Omega Ratio Rank
FMCDX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FMCDX Martin Ratio Rank: 8282
Martin Ratio Rank
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.

FSOAX vs. FMCDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Value Strategies Fund Class A (FSOAX) and Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX). 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.


FSOAXFMCDXDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.27

1.25

+0.01

Calmar ratioReturn relative to maximum drawdown

2.32

2.73

-0.42

Martin ratioReturn relative to average drawdown

8.30

10.06

-1.76

FSOAX vs. FMCDX - Sharpe Ratio Comparison

The current FSOAX Sharpe Ratio is 1.36, which is comparable to the FMCDX Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FSOAX and FMCDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSOAX vs. FMCDX - Drawdown Comparison

The maximum FSOAX drawdown since its inception was -70.02%, which is greater than FMCDX's maximum drawdown of -65.00%. Use the drawdown chart below to compare losses from any high point for FSOAX and FMCDX.


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Drawdown Indicators


FSOAXFMCDXDifference

Max Drawdown

Largest peak-to-trough decline

-70.02%

-65.00%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

-8.70%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-35.33%

-25.19%

-10.14%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-25.19%

-10.14%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-43.40%

-4.59%

Current Drawdown

Current decline from peak

-0.92%

-3.63%

+2.71%

Average Drawdown

Average peak-to-trough decline

-9.95%

-10.59%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.39%

+0.87%

Volatility

FSOAX vs. FMCDX - Volatility Comparison

The current volatility for Fidelity Advisor Value Strategies Fund Class A (FSOAX) is 3.26%, while Fidelity Advisor Stock Selector Mid Cap Fund Class A (FMCDX) has a volatility of 4.09%. This indicates that FSOAX experiences smaller price fluctuations and is considered to be less risky than FMCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSOAXFMCDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.09%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

11.72%

12.84%

-1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.68%

16.71%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.17%

20.00%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

20.97%

+1.26%

FSOAX vs. FMCDX - Expense Ratio Comparison

FSOAX has a 1.13% expense ratio, which is higher than FMCDX's 1.05% expense ratio.


Dividends

FSOAX vs. FMCDX - Dividend Comparison

FSOAX has not paid dividends to shareholders, while FMCDX's dividend yield for the trailing twelve months is around 7.24%.


PositionTTM20252024202320222021202020192018201720162015
FMCDX
Fidelity Advisor Stock Selector Mid Cap Fund Class A
7.24%8.58%0.00%0.61%10.14%13.43%2.25%4.16%21.85%4.30%1.03%9.17%
FSOAX
Fidelity Advisor Value Strategies Fund Class A
0.00%0.00%0.00%2.90%2.43%8.70%0.82%5.59%17.03%7.64%22.64%1.10%

Frequently Asked Questions


FSOAX and FMCDX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FMCDX has higher volatility (4.09%) compared to FSOAX (3.26%). In terms of maximum drawdown, FSOAX dropped -70.02% vs FMCDX's -65.00%.

FMCDX currently has the higher Sharpe Ratio (1.42 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSOAX and FMCDX

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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