FTRIX vs. VTSAX

Last updated Aug 4, 2026

FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both Large Cap Blend Equities funds. Over the past 10 years, FTRIX returned 16.40%/yr vs 14.62%/yr for VTSAX. Their 0.95 correlation means they have historically moved very closely together. FTRIX charges 0.65%/yr vs 0.04%/yr for VTSAX.

Performance

FTRIX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTRIX achieves a 11.89% return, which is significantly higher than VTSAX's 10.50% return. Over the past 10 years, FTRIX has outperformed VTSAX with an annualized return of 16.40%, while VTSAX has yielded a comparatively lower 14.62% annualized return.

FTRIX

• 1D: 1.10%
• 1M: 1.30%
• 6M: 8.12%
• YTD: 11.89%
• 1Y: 24.85%
• 3Y*: 23.39%
• 5Y*: 16.65%
• 10Y*: 16.40%
• ALL TIME*: 12.17%

VTSAX

• 1D: 0.57%
• 1M: -0.21%
• 6M: 8.16%
• YTD: 10.50%
• 1Y: 21.79%
• 3Y*: 18.92%
• 5Y*: 11.73%
• 10Y*: 14.62%
• ALL TIME*: 9.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I	$0.00	$0.00	$0.00
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	$0.00	$0.00	$0.00

FTRIX vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I	11.89%	26.92%	26.00%	26.46%	-9.00%	26.26%	12.96%	31.06%	-7.43%	17.82%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	10.50%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Correlation

The correlation between FTRIX and VTSAX is 0.94, 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.	0.94
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (5Y) Shows whether the relationship held over a longer period.	0.94
Correlation (10Y) Provides a long-term view across more market conditions.	0.93
Correlation (All Time) Calculated using the full available price history since Feb 7, 2008	0.95

The correlation between FTRIX and VTSAX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

FTRIX vs. VTSAX — Risk / Return Rank

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

FTRIX

FTRIX Risk / Return Rank: 74
FTRIX Sharpe Ratio Rank: 73
FTRIX Sortino Ratio Rank: 71
FTRIX Omega Ratio Rank: 68
FTRIX Calmar Ratio Rank: 75
FTRIX Martin Ratio Rank: 84

VTSAX

VTSAX Risk / Return Rank: 59
VTSAX Sharpe Ratio Rank: 55
VTSAX Sortino Ratio Rank: 51
VTSAX Omega Ratio Rank: 51
VTSAX Calmar Ratio Rank: 62
VTSAX Martin Ratio Rank: 75

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.

FTRIX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

	FTRIX	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.51	+0.27
Sortino ratio: Return per unit of downside risk	2.50	2.11	+0.39
Omega ratio: Gain probability vs. loss probability	1.32	1.27	+0.05
Calmar ratio: Return relative to maximum drawdown	2.55	2.23	+0.33
Martin ratio: Return relative to average drawdown	11.05	9.63	+1.42

FTRIX vs. VTSAX - Sharpe Ratio Comparison

The current FTRIX Sharpe Ratio is 1.78, which is comparable to the VTSAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FTRIX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTRIX vs. VTSAX - Drawdown Comparison

The maximum FTRIX drawdown since its inception was -52.46%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for FTRIX and VTSAX.

Drawdown Indicators

	FTRIX	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-52.46%	-55.33%	+2.87%
Max Drawdown (1Y) Largest decline over 1 year	-9.01%	-8.92%	-0.09%
Max Drawdown (3Y) Largest decline over 3 years	-18.49%	-19.36%	+0.87%
Max Drawdown (5Y) Largest decline over 5 years	-23.31%	-25.36%	+2.05%
Max Drawdown (10Y) Largest decline over 10 years	-35.22%	-34.97%	-0.25%
Current Drawdown Current decline from peak	-0.34%	-1.32%	+0.98%
Average Drawdown Average peak-to-trough decline	-6.49%	-8.96%	+2.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	2.06%	+0.02%

Volatility

FTRIX vs. VTSAX - Volatility Comparison

Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) has a higher volatility of 3.76% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.46%. This indicates that FTRIX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTRIX	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.46%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	10.28%	-0.27%
Volatility (1Y) Calculated over the trailing 1-year period	12.90%	13.14%	-0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.71%	17.46%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	18.41%	-0.32%

FTRIX vs. VTSAX - Expense Ratio Comparison

FTRIX has a 0.65% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

FTRIX vs. VTSAX - Dividend Comparison

FTRIX's dividend yield for the trailing twelve months is around 3.49%, more than VTSAX's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I	3.49%	3.91%	2.68%	2.09%	4.38%	4.75%	8.02%	12.76%	21.72%	16.33%	1.96%	4.15%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.05%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both FTRIX and VTSAX in my portfolio?

With a correlation of 0.94, FTRIX and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FTRIX or VTSAX?

FTRIX has higher volatility (3.76%) compared to VTSAX (3.46%). In terms of maximum drawdown, FTRIX dropped -52.46% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

FTRIX currently has the higher Sharpe Ratio (1.78 vs 1.51), 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.