FZACX vs. FDTOX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class Z (FZACX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX).
FZACX is managed by Fidelity. It was launched on Aug 13, 2013. FDTOX is managed by Fidelity. It was launched on Apr 30, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZACX or FDTOX.
Key characteristics
| FZACX | FDTOX | |
|---|---|---|
| YTD Return | 30.28% | 29.95% |
| 1Y Return | 42.14% | 41.66% |
| 3Y Return (Ann) | 9.97% | 9.66% |
| 5Y Return (Ann) | 18.22% | 17.89% |
| 10Y Return (Ann) | 12.89% | 12.49% |
| Sharpe Ratio | 2.80 | 2.77 |
| Sortino Ratio | 3.70 | 3.67 |
| Omega Ratio | 1.51 | 1.51 |
| Calmar Ratio | 3.72 | 3.68 |
| Martin Ratio | 16.15 | 15.93 |
| Ulcer Index | 2.56% | 2.57% |
| Daily Std Dev | 14.77% | 14.75% |
| Max Drawdown | -30.35% | -71.18% |
| Current Drawdown | 0.00% | 0.00% |
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.
Performance
FZACX vs. FDTOX - Performance Comparison
The year-to-date returns for both stocks are quite close, with FZACX having a 30.28% return and FDTOX slightly lower at 29.95%. Both investments have delivered pretty close results over the past 10 years, with FZACX having a 12.89% annualized return and FDTOX not far behind at 12.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FZACX vs. FDTOX - Expense Ratio Comparison
FZACX has a 0.48% expense ratio, which is lower than FDTOX's 0.80% expense ratio.
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.
Dividends
FZACX vs. FDTOX - Dividend Comparison
FZACX's dividend yield for the trailing twelve months is around 0.40%, more than FDTOX's 0.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZACX Fidelity Advisor Diversified Stock Fund Class Z | 0.40% | 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 | 0.21% | 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.
Volatility
FZACX vs. FDTOX - Volatility Comparison
Fidelity Advisor Diversified Stock Fund Class Z (FZACX) and Fidelity Advisor Diversified Stock Fund Class A (FDTOX) have volatilities of 4.21% and 4.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.