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FTRNX vs. ADX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTRNX vs. ADX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Trend Fund (FTRNX) and Adams Diversified Equity Fund, Inc. (ADX). The values are adjusted to include any dividend payments, if applicable.

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FTRNX vs. ADX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTRNX
Fidelity Trend Fund
-6.17%18.77%40.43%44.39%-33.66%22.86%47.01%36.12%-5.48%29.09%
ADX
Adams Diversified Equity Fund, Inc.
-2.00%26.03%28.31%31.49%-19.82%29.69%17.28%36.75%-3.58%29.61%

Returns By Period

In the year-to-date period, FTRNX achieves a -6.17% return, which is significantly lower than ADX's -2.00% return. Both investments have delivered pretty close results over the past 10 years, with FTRNX having a 16.94% annualized return and ADX not far behind at 16.68%.


FTRNX

1D
4.62%
1M
-7.70%
YTD
-6.17%
6M
-6.35%
1Y
26.84%
3Y*
24.30%
5Y*
12.88%
10Y*
16.94%

ADX

1D
2.33%
1M
-3.70%
YTD
-2.00%
6M
3.99%
1Y
27.40%
3Y*
24.77%
5Y*
15.18%
10Y*
16.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTRNX vs. ADX - Expense Ratio Comparison

FTRNX has a 0.73% expense ratio, which is higher than ADX's 0.59% expense ratio.


Return for Risk

FTRNX vs. ADX — Risk / Return Rank

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

FTRNX
FTRNX Risk / Return Rank: 6464
Overall Rank
FTRNX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FTRNX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTRNX Omega Ratio Rank: 5858
Omega Ratio Rank
FTRNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FTRNX Martin Ratio Rank: 6767
Martin Ratio Rank

ADX
ADX Risk / Return Rank: 8585
Overall Rank
ADX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ADX Sortino Ratio Rank: 8383
Sortino Ratio Rank
ADX Omega Ratio Rank: 7878
Omega Ratio Rank
ADX Calmar Ratio Rank: 9090
Calmar Ratio Rank
ADX Martin Ratio Rank: 9393
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.

FTRNX vs. ADX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and Adams Diversified Equity Fund, Inc. (ADX). 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.


FTRNXADXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.47

-0.39

Sortino ratio

Return per unit of downside risk

1.64

2.18

-0.54

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.07

Calmar ratio

Return relative to maximum drawdown

1.88

2.56

-0.68

Martin ratio

Return relative to average drawdown

6.44

11.81

-5.38

FTRNX vs. ADX - Sharpe Ratio Comparison

The current FTRNX Sharpe Ratio is 1.08, which is comparable to the ADX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FTRNX and ADX, 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


FTRNXADXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.47

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.89

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.93

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.09

+0.45

Correlation

The correlation between FTRNX and ADX is 0.64, 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

FTRNX vs. ADX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 6.85%, less than ADX's 8.26% yield.


TTM20252024202320222021202020192018201720162015
FTRNX
Fidelity Trend Fund
6.85%8.23%15.26%4.69%5.34%7.80%4.44%9.65%8.30%8.62%5.25%6.44%
ADX
Adams Diversified Equity Fund, Inc.
8.26%7.93%12.38%7.34%7.36%15.35%6.54%9.00%15.85%9.18%7.79%7.17%

Drawdowns

FTRNX vs. ADX - Drawdown Comparison

The maximum FTRNX drawdown since its inception was -56.26%, smaller than the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for FTRNX and ADX.


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Drawdown Indicators


FTRNXADXDifference

Max Drawdown

Largest peak-to-trough decline

-56.26%

-71.60%

+15.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-11.12%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-25.07%

-13.98%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-37.17%

-1.88%

Current Drawdown

Current decline from peak

-11.00%

-4.36%

-6.64%

Average Drawdown

Average peak-to-trough decline

-10.58%

-23.22%

+12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

2.41%

+1.95%

Volatility

FTRNX vs. ADX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 8.93% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.64%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTRNXADXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

6.64%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

10.77%

+5.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

18.76%

+7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.30%

17.23%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

17.96%

+5.95%