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FZAPX vs. VTMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZAPX vs. VTMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). The values are adjusted to include any dividend payments, if applicable.

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FZAPX vs. VTMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZAPX
Fidelity Advisor Stock Selector All Cap Fund Class Z
-5.84%18.98%19.88%27.05%-19.49%23.25%25.03%32.34%-8.52%24.38%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
-0.48%35.17%3.03%17.65%-15.33%11.39%10.25%22.04%-14.48%26.39%

Returns By Period

In the year-to-date period, FZAPX achieves a -5.84% return, which is significantly lower than VTMGX's -0.48% return. Over the past 10 years, FZAPX has outperformed VTMGX with an annualized return of 13.40%, while VTMGX has yielded a comparatively lower 8.99% annualized return.


FZAPX

1D
-0.70%
1M
-8.03%
YTD
-5.84%
6M
-1.99%
1Y
19.54%
3Y*
16.38%
5Y*
9.77%
10Y*
13.40%

VTMGX

1D
0.05%
1M
-11.62%
YTD
-0.48%
6M
5.23%
1Y
25.87%
3Y*
14.82%
5Y*
8.15%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZAPX vs. VTMGX - Expense Ratio Comparison

FZAPX has a 0.58% expense ratio, which is higher than VTMGX's 0.07% expense ratio.


Return for Risk

FZAPX vs. VTMGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FZAPX
FZAPX Risk / Return Rank: 6363
Overall Rank
FZAPX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
FZAPX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FZAPX Omega Ratio Rank: 6363
Omega Ratio Rank
FZAPX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FZAPX Martin Ratio Rank: 7272
Martin Ratio Rank

VTMGX
VTMGX Risk / Return Rank: 8181
Overall Rank
VTMGX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VTMGX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTMGX Omega Ratio Rank: 7878
Omega Ratio Rank
VTMGX Calmar Ratio Rank: 8383
Calmar Ratio Rank
VTMGX Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FZAPX vs. VTMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.


FZAPXVTMGXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.51

-0.44

Sortino ratio

Return per unit of downside risk

1.60

2.01

-0.41

Omega ratio

Gain probability vs. loss probability

1.24

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.42

2.01

-0.60

Martin ratio

Return relative to average drawdown

6.88

7.98

-1.10

FZAPX vs. VTMGX - Sharpe Ratio Comparison

The current FZAPX Sharpe Ratio is 1.07, which is comparable to the VTMGX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of FZAPX and VTMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FZAPXVTMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.51

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.52

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.55

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.28

+0.42

Correlation

The correlation between FZAPX and VTMGX is 0.80, 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

FZAPX vs. VTMGX - Dividend Comparison

FZAPX's dividend yield for the trailing twelve months is around 5.19%, more than VTMGX's 3.01% yield.


TTM20252024202320222021202020192018201720162015
FZAPX
Fidelity Advisor Stock Selector All Cap Fund Class Z
5.19%4.88%4.91%2.12%0.39%1.47%5.33%6.18%4.59%3.07%1.13%5.24%
VTMGX
Vanguard Developed Markets Index Fund Admiral Shares
3.01%3.20%3.34%3.14%2.88%3.14%2.02%3.03%3.33%2.77%3.06%2.91%

Drawdowns

FZAPX vs. VTMGX - Drawdown Comparison

The maximum FZAPX drawdown since its inception was -34.37%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for FZAPX and VTMGX.


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Drawdown Indicators


FZAPXVTMGXDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-60.58%

+26.21%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-11.67%

-0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-29.71%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-35.68%

+1.31%

Current Drawdown

Current decline from peak

-9.20%

-11.62%

+2.42%

Average Drawdown

Average peak-to-trough decline

-4.61%

-14.74%

+10.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.94%

-0.41%

Volatility

FZAPX vs. VTMGX - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) is 4.98%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 7.09%. This indicates that FZAPX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZAPXVTMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

7.09%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

10.91%

-1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.74%

16.47%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

15.60%

+2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

16.42%

+2.09%