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MBCSX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBCSX vs. FSSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MassMutual Blue Chip Growth Fund (MBCSX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MBCSX achieves a 2.96% return, which is significantly lower than FSSKX's 15.87% return. Over the past 10 years, MBCSX has outperformed FSSKX with an annualized return of 17.17%, while FSSKX has yielded a comparatively lower 15.45% annualized return.


MBCSX

1D
-1.17%
1M
3.94%
YTD
2.96%
6M
3.26%
1Y
17.46%
3Y*
23.05%
5Y*
12.04%
10Y*
17.17%

FSSKX

1D
0.34%
1M
5.90%
YTD
15.87%
6M
16.43%
1Y
37.51%
3Y*
22.95%
5Y*
13.25%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBCSX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBCSX
MassMutual Blue Chip Growth Fund
2.96%16.68%35.05%51.00%-34.11%17.05%33.53%38.41%0.22%34.43%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
15.87%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between MBCSX and FSSKX is 0.89, 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

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since May 12, 2008

0.93

The correlation between MBCSX and FSSKX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

MBCSX vs. FSSKX — Risk / Return Rank

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

MBCSX
MBCSX Risk / Return Rank: 1414
Overall Rank
MBCSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
MBCSX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MBCSX Omega Ratio Rank: 1515
Omega Ratio Rank
MBCSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MBCSX Martin Ratio Rank: 1111
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8686
Overall Rank
FSSKX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 8181
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
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.

MBCSX vs. FSSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MassMutual Blue Chip Growth Fund (MBCSX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.


MBCSXFSSKXDifference

Sharpe ratio

Return per unit of total volatility

1.13

2.97

-1.83

Sortino ratio

Return per unit of downside risk

1.60

3.97

-2.37

Omega ratio

Gain probability vs. loss probability

1.20

1.54

-0.33

Calmar ratio

Return relative to maximum drawdown

1.03

4.20

-3.17

Martin ratio

Return relative to average drawdown

3.34

20.28

-16.94

MBCSX vs. FSSKX - Sharpe Ratio Comparison

The current MBCSX Sharpe Ratio is 1.13, which is lower than the FSSKX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of MBCSX and FSSKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MBCSXFSSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

2.97

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.75

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.83

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.11

Drawdowns

MBCSX vs. FSSKX - Drawdown Comparison

The maximum MBCSX drawdown since its inception was -54.66%, roughly equal to the maximum FSSKX drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for MBCSX and FSSKX.


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Drawdown Indicators


MBCSXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-54.66%

-53.43%

-1.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.47%

-9.20%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-20.84%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-48.37%

-25.20%

-23.17%

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

-34.37%

-14.00%

Current Drawdown

Current decline from peak

-1.17%

0.00%

-1.17%

Average Drawdown

Average peak-to-trough decline

-12.03%

-7.71%

-4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

1.90%

+3.47%

Volatility

MBCSX vs. FSSKX - Volatility Comparison

MassMutual Blue Chip Growth Fund (MBCSX) has a higher volatility of 3.74% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 3.37%. This indicates that MBCSX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBCSXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.37%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

10.00%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

13.01%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.81%

17.79%

+12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

18.59%

+7.00%

MBCSX vs. FSSKX - Expense Ratio Comparison

MBCSX has a 0.73% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

MBCSX vs. FSSKX - Dividend Comparison

MBCSX's dividend yield for the trailing twelve months is around 42.05%, more than FSSKX's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.12%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%
MBCSX
MassMutual Blue Chip Growth Fund
42.05%43.29%13.12%23.06%18.44%21.93%4.59%11.06%6.70%4.00%4.77%18.85%

Frequently Asked Questions


MBCSX and FSSKX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MBCSX has higher volatility (3.74%) compared to FSSKX (3.37%). In terms of maximum drawdown, MBCSX dropped -54.66% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.97 vs 1.13), 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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