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FSOAX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSOAX vs. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FSOAX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSOAX
Fidelity Advisor Value Strategies Fund Class A
3.38%-2.17%-3.64%20.24%-7.61%32.95%7.95%34.16%-17.02%17.21%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FSOAX achieves a 3.38% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FSOAX has underperformed FXAIX with an annualized return of 8.30%, while FXAIX has yielded a comparatively higher 13.75% annualized return.


FSOAX

1D
-0.87%
1M
-8.93%
YTD
3.38%
6M
-2.14%
1Y
9.87%
3Y*
5.02%
5Y*
4.27%
10Y*
8.30%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSOAX vs. FXAIX - Expense Ratio Comparison

FSOAX has a 1.13% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FSOAX vs. FXAIX — Risk / Return Rank

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

FSOAX
FSOAX Risk / Return Rank: 1616
Overall Rank
FSOAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSOAX Sortino Ratio Rank: 1616
Sortino Ratio Rank
FSOAX Omega Ratio Rank: 1616
Omega Ratio Rank
FSOAX Calmar Ratio Rank: 1717
Calmar Ratio Rank
FSOAX Martin Ratio Rank: 1818
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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.

FSOAX vs. FXAIX - 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 500 Index Fund (FXAIX). 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.


FSOAXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.84

-0.43

Sortino ratio

Return per unit of downside risk

0.71

1.30

-0.59

Omega ratio

Gain probability vs. loss probability

1.10

1.20

-0.09

Calmar ratio

Return relative to maximum drawdown

0.50

1.05

-0.55

Martin ratio

Return relative to average drawdown

1.81

5.13

-3.32

FSOAX vs. FXAIX - Sharpe Ratio Comparison

The current FSOAX Sharpe Ratio is 0.41, which is lower than the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FSOAX and FXAIX, 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


FSOAXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.84

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.68

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.77

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.75

-0.38

Correlation

The correlation between FSOAX and FXAIX is 0.85, 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

FSOAX vs. FXAIX - Dividend Comparison

FSOAX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.20%.


TTM20252024202320222021202020192018201720162015
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%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FSOAX vs. FXAIX - Drawdown Comparison

The maximum FSOAX drawdown since its inception was -70.02%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSOAX and FXAIX.


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Drawdown Indicators


FSOAXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.02%

-33.79%

-36.23%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-12.13%

-3.13%

Max Drawdown (5Y)

Largest decline over 5 years

-35.33%

-24.50%

-10.83%

Max Drawdown (10Y)

Largest decline over 10 years

-47.99%

-33.79%

-14.20%

Current Drawdown

Current decline from peak

-17.87%

-8.89%

-8.98%

Average Drawdown

Average peak-to-trough decline

-10.00%

-3.83%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.24%

2.50%

+1.74%

Volatility

FSOAX vs. FXAIX - Volatility Comparison

Fidelity Advisor Value Strategies Fund Class A (FSOAX) has a higher volatility of 5.24% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FSOAX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSOAXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.24%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

16.23%

9.08%

+7.15%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

18.13%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.20%

16.88%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.24%

18.03%

+4.21%