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FZACX vs. FDTOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZACX and FDTOX is 1.00, 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.


-0.50.00.51.01.0

Performance

FZACX vs. FDTOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class Z (FZACX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember
-5.24%
-6.13%
FZACX
FDTOX

Key characteristics

Sharpe Ratio

FZACX:

0.71

FDTOX:

0.63

Sortino Ratio

FZACX:

0.95

FDTOX:

0.85

Omega Ratio

FZACX:

1.16

FDTOX:

1.15

Calmar Ratio

FZACX:

0.91

FDTOX:

0.78

Martin Ratio

FZACX:

3.95

FDTOX:

3.49

Ulcer Index

FZACX:

3.33%

FDTOX:

3.41%

Daily Std Dev

FZACX:

18.57%

FDTOX:

18.99%

Max Drawdown

FZACX:

-30.35%

FDTOX:

-71.18%

Current Drawdown

FZACX:

-14.56%

FDTOX:

-15.25%

Returns By Period

In the year-to-date period, FZACX achieves a 13.45% return, which is significantly higher than FDTOX's 12.21% return. Both investments have delivered pretty close results over the past 10 years, with FZACX having a 11.10% annualized return and FDTOX not far behind at 10.65%.


FZACX

YTD

13.45%

1M

-13.32%

6M

-5.24%

1Y

13.45%

5Y*

13.79%

10Y*

11.10%

FDTOX

YTD

12.21%

1M

-14.02%

6M

-6.13%

1Y

12.21%

5Y*

13.28%

10Y*

10.65%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FZACX vs. FDTOX - Expense Ratio Comparison

FZACX has a 0.48% expense ratio, which is lower than FDTOX's 0.80% expense ratio.


FDTOX
Fidelity Advisor Diversified Stock Fund Class A
Expense ratio chart for FDTOX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FZACX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

FZACX vs. FDTOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class Z (FZACX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX). 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.


Sharpe ratio
The chart of Sharpe ratio for FZACX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.000.710.63
The chart of Sortino ratio for FZACX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.000.950.85
The chart of Omega ratio for FZACX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.15
The chart of Calmar ratio for FZACX, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.910.78
The chart of Martin ratio for FZACX, currently valued at 3.95, compared to the broader market0.0010.0020.0030.0040.0050.003.953.49
FZACX
FDTOX

The current FZACX Sharpe Ratio is 0.71, which is comparable to the FDTOX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FZACX and FDTOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
0.71
0.63
FZACX
FDTOX

Dividends

FZACX vs. FDTOX - Dividend Comparison

Neither FZACX nor FDTOX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FZACX
Fidelity Advisor Diversified Stock Fund Class Z
0.00%0.52%0.80%0.54%0.47%0.77%0.77%1.33%1.56%1.72%11.11%2.45%
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
0.00%0.28%0.49%0.25%0.22%0.50%0.40%1.05%1.34%1.45%10.99%2.01%

Drawdowns

FZACX vs. FDTOX - Drawdown Comparison

The maximum FZACX drawdown since its inception was -30.35%, smaller than the maximum FDTOX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for FZACX and FDTOX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember
-14.56%
-15.25%
FZACX
FDTOX

Volatility

FZACX vs. FDTOX - Volatility Comparison

The current volatility for Fidelity Advisor Diversified Stock Fund Class Z (FZACX) is 12.00%, while Fidelity Advisor Diversified Stock Fund Class A (FDTOX) has a volatility of 12.76%. This indicates that FZACX experiences smaller price fluctuations and is considered to be less risky than FDTOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember
12.00%
12.76%
FZACX
FDTOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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