FWOCX vs. FTRIX
FWOCX (Fidelity Advisor Women's Leadership Fund Class C) and FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) are both Large Cap Blend Equities funds from Fidelity. Over the past 5 years, FWOCX returned 8.38%/yr vs 16.38%/yr for FTRIX. Their correlation of 0.89 suggests significant overlap in exposure. FWOCX charges 1.84%/yr vs 0.65%/yr for FTRIX.
Performance
FWOCX vs. FTRIX - Performance Comparison
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Returns By Period
In the year-to-date period, FWOCX achieves a 14.78% return, which is significantly higher than FTRIX's 9.27% return.
FWOCX
- 1D
- 0.05%
- 1M
- 3.32%
- YTD
- 14.78%
- 6M
- 13.96%
- 1Y
- 34.13%
- 3Y*
- 18.08%
- 5Y*
- 8.38%
- 10Y*
- —
FTRIX
- 1D
- -0.75%
- 1M
- -0.12%
- YTD
- 9.27%
- 6M
- 8.75%
- 1Y
- 28.06%
- 3Y*
- 25.10%
- 5Y*
- 16.38%
- 10Y*
- 16.92%
FWOCX vs. FTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FWOCX Fidelity Advisor Women's Leadership Fund Class C | 14.78% | 17.93% | 10.94% | 19.97% | -20.64% | 18.34% | 23.99% | 10.46% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 9.27% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 15.28% |
Correlation
The correlation between FWOCX and FTRIX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 21, 2019 | 0.89 |
The correlation between FWOCX and FTRIX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
FWOCX vs. FTRIX — Risk / Return Rank
FWOCX
FTRIX
FWOCX vs. FTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Women's Leadership Fund Class C (FWOCX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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.
| FWOCX | FTRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.42 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 3.23 | +0.18 |
| Martin ratioReturn relative to average drawdown | 16.23 | 14.38 | +1.84 |
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Drawdowns
FWOCX vs. FTRIX - Drawdown Comparison
The maximum FWOCX drawdown since its inception was -36.57%, smaller than the maximum FTRIX drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for FWOCX and FTRIX.
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Drawdown Indicators
| FWOCX | FTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.57% | -52.46% | +15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.35% | -9.01% | -1.34% |
Max Drawdown (3Y)Largest decline over 3 years | -22.87% | -18.49% | -4.38% |
Max Drawdown (5Y)Largest decline over 5 years | -30.65% | -23.31% | -7.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.22% | — |
Current DrawdownCurrent decline from peak | -0.67% | -1.41% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -6.52% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.02% | +0.15% |
Volatility
FWOCX vs. FTRIX - Volatility Comparison
Fidelity Advisor Women's Leadership Fund Class C (FWOCX) has a higher volatility of 5.52% compared to Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) at 4.34%. This indicates that FWOCX's price experiences larger fluctuations and is considered to be riskier than FTRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FWOCX | FTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 4.34% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 9.69% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.02% | 12.57% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.90% | 16.75% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.56% | 18.16% | +2.40% |
FWOCX vs. FTRIX - Expense Ratio Comparison
FWOCX has a 1.84% expense ratio, which is higher than FTRIX's 0.65% expense ratio.
Dividends
FWOCX vs. FTRIX - Dividend Comparison
FWOCX's dividend yield for the trailing twelve months is around 4.65%, more than FTRIX's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 3.58% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
FWOCX Fidelity Advisor Women's Leadership Fund Class C | 4.65% | 5.51% | 0.00% | 0.00% | 0.00% | 1.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, FWOCX and FTRIX 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.
FWOCX has higher volatility (5.52%) compared to FTRIX (4.34%). In terms of maximum drawdown, FWOCX dropped -36.57% vs FTRIX's -52.46%.
FWOCX currently has the higher Sharpe Ratio (2.52 vs 2.32), 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.
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