FTSDX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) and Fidelity 500 Index Fund (FXAIX).
FTSDX is managed by Fidelity. It was launched on Dec 23, 2003. FXAIX is a passively managed fund by Fidelity that tracks the performance of the S&P 500 Index. It was launched on Feb 17, 1988.
Performance
FTSDX vs. FXAIX - Performance Comparison
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FTSDX vs. FXAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTSDX Fidelity Advisor Strategic Dividend & Income Fund Class M | 3.16% | 12.43% | 10.90% | 8.95% | -10.41% | 18.43% | 10.66% | 21.87% | -4.88% | 10.88% |
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, FTSDX achieves a 3.16% return, which is significantly higher than FXAIX's -7.05% return. Over the past 10 years, FTSDX has underperformed FXAIX with an annualized return of 8.65%, while FXAIX has yielded a comparatively higher 13.75% annualized return.
FTSDX
- 1D
- -0.33%
- 1M
- -5.72%
- YTD
- 3.16%
- 6M
- 5.35%
- 1Y
- 14.47%
- 3Y*
- 11.13%
- 5Y*
- 7.16%
- 10Y*
- 8.65%
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%
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FTSDX vs. FXAIX - Expense Ratio Comparison
FTSDX has a 1.22% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Return for Risk
FTSDX vs. FXAIX — Risk / Return Rank
FTSDX
FXAIX
FTSDX vs. FXAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) 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.
| FTSDX | FXAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.84 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.30 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.20 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.05 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.34 | 5.13 | +2.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTSDX | FXAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | 0.84 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.77 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.75 | -0.26 |
Correlation
The correlation between FTSDX and FXAIX is 0.90, 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
FTSDX vs. FXAIX - Dividend Comparison
FTSDX's dividend yield for the trailing twelve months is around 7.25%, more than FXAIX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTSDX Fidelity Advisor Strategic Dividend & Income Fund Class M | 7.25% | 7.48% | 4.78% | 5.23% | 3.71% | 7.97% | 5.22% | 6.21% | 7.64% | 6.22% | 4.44% | 5.86% |
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
FTSDX vs. FXAIX - Drawdown Comparison
The maximum FTSDX drawdown since its inception was -59.20%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FTSDX and FXAIX.
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Drawdown Indicators
| FTSDX | FXAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.20% | -33.79% | -25.41% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -12.13% | +2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -17.45% | -24.50% | +7.05% |
Max Drawdown (10Y)Largest decline over 10 years | -30.03% | -33.79% | +3.76% |
Current DrawdownCurrent decline from peak | -5.82% | -8.89% | +3.07% |
Average DrawdownAverage peak-to-trough decline | -6.70% | -3.83% | -2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 2.50% | -0.56% |
Volatility
FTSDX vs. FXAIX - Volatility Comparison
The current volatility for Fidelity Advisor Strategic Dividend & Income Fund Class M (FTSDX) is 3.35%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 4.24%. This indicates that FTSDX experiences smaller price fluctuations and is considered to be less risky 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
| FTSDX | FXAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.24% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 6.27% | 9.08% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 18.13% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.92% | 16.88% | -5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.39% | 18.03% | -5.64% |