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.
Performance
FZACX vs. FDTOX - Performance Comparison
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FZACX vs. FDTOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FZACX Fidelity Advisor Diversified Stock Fund Class Z | -5.68% | 14.06% | 28.02% | 28.33% | -19.88% | 28.19% | 27.41% | 28.17% | -5.57% | 17.70% |
FDTOX Fidelity Advisor Diversified Stock Fund Class A | -5.76% | 13.68% | 27.66% | 27.89% | -20.14% | 27.77% | 27.02% | 27.81% | -5.95% | 17.73% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FZACX having a -5.68% return and FDTOX slightly lower at -5.76%. Both investments have delivered pretty close results over the past 10 years, with FZACX having a 14.41% annualized return and FDTOX not far behind at 14.07%.
FZACX
- 1D
- -0.71%
- 1M
- -8.67%
- YTD
- -5.68%
- 6M
- -3.24%
- 1Y
- 15.77%
- 3Y*
- 18.29%
- 5Y*
- 11.08%
- 10Y*
- 14.41%
FDTOX
- 1D
- -0.73%
- 1M
- -8.70%
- YTD
- -5.76%
- 6M
- -3.41%
- 1Y
- 15.40%
- 3Y*
- 17.90%
- 5Y*
- 10.73%
- 10Y*
- 14.07%
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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.
Return for Risk
FZACX vs. FDTOX — Risk / Return Rank
FZACX
FDTOX
FZACX vs. FDTOX - Risk-Adjusted Trends 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.
| FZACX | FDTOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.83 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.26 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.06 | +0.03 |
Martin ratioReturn relative to average drawdown | 4.85 | 4.70 | +0.15 |
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
| FZACX | FDTOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.83 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.55 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.72 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.40 | +0.29 |
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.
Dividends
FZACX vs. FDTOX - Dividend Comparison
FZACX's dividend yield for the trailing twelve months is around 6.66%, less than FDTOX's 7.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZACX Fidelity Advisor Diversified Stock Fund Class Z | 6.66% | 6.28% | 13.41% | 3.39% | 8.71% | 16.27% | 5.10% | 3.12% | 13.16% | 7.44% | 1.60% | 8.32% |
FDTOX Fidelity Advisor Diversified Stock Fund Class A | 7.03% | 6.62% | 14.36% | 3.39% | 9.03% | 17.16% | 5.14% | 2.99% | 13.50% | 7.81% | 1.38% | 8.36% |
Drawdowns
FZACX vs. FDTOX - Drawdown Comparison
The maximum FZACX drawdown since its inception was -30.35%, smaller than the maximum FDTOX drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for FZACX and FDTOX.
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Drawdown Indicators
| FZACX | FDTOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.35% | -72.07% | +41.72% |
Max Drawdown (1Y)Largest decline over 1 year | -12.57% | -12.57% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -27.38% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -30.35% | -30.39% | +0.04% |
Current DrawdownCurrent decline from peak | -9.99% | -10.04% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -5.13% | -19.62% | +14.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.83% | 0.00% |
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 5.39% and 5.39%, 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.
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Volatility by Period
| FZACX | FDTOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.39% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 11.14% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 19.16% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.51% | 19.71% | -0.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 19.53% | -0.09% |