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PFSLX vs. FITIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSLX vs. FITIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Paradigm Select Fund (PFSLX) and Fidelity Advisor Mid Cap II Fund Class M (FITIX). The values are adjusted to include any dividend payments, if applicable.

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PFSLX vs. FITIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFSLX
Paradigm Select Fund
6.58%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%
FITIX
Fidelity Advisor Mid Cap II Fund Class M
1.16%11.29%22.41%14.40%-15.22%24.61%18.05%23.04%-15.37%19.97%

Returns By Period

In the year-to-date period, PFSLX achieves a 6.58% return, which is significantly higher than FITIX's 1.16% return. Over the past 10 years, PFSLX has outperformed FITIX with an annualized return of 13.73%, while FITIX has yielded a comparatively lower 11.01% annualized return.


PFSLX

1D
-2.77%
1M
-9.33%
YTD
6.58%
6M
18.76%
1Y
39.31%
3Y*
17.89%
5Y*
9.03%
10Y*
13.73%

FITIX

1D
-1.46%
1M
-8.88%
YTD
1.16%
6M
5.29%
1Y
21.13%
3Y*
15.20%
5Y*
8.50%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSLX vs. FITIX - Expense Ratio Comparison

PFSLX has a 1.16% expense ratio, which is lower than FITIX's 1.25% expense ratio.


Return for Risk

PFSLX vs. FITIX — Risk / Return Rank

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

PFSLX
PFSLX Risk / Return Rank: 8282
Overall Rank
PFSLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8080
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 7070
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9191
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9090
Martin Ratio Rank

FITIX
FITIX Risk / Return Rank: 5353
Overall Rank
FITIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FITIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FITIX Omega Ratio Rank: 5151
Omega Ratio Rank
FITIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FITIX Martin Ratio Rank: 5959
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.

PFSLX vs. FITIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Paradigm Select Fund (PFSLX) and Fidelity Advisor Mid Cap II Fund Class M (FITIX). 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.


PFSLXFITIXDifference

Sharpe ratio

Return per unit of total volatility

1.42

0.97

+0.45

Sortino ratio

Return per unit of downside risk

2.02

1.42

+0.60

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.59

1.27

+1.32

Martin ratio

Return relative to average drawdown

10.06

5.59

+4.47

PFSLX vs. FITIX - Sharpe Ratio Comparison

The current PFSLX Sharpe Ratio is 1.42, which is higher than the FITIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of PFSLX and FITIX, 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


PFSLXFITIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

0.97

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.42

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.53

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.50

-0.45

Correlation

The correlation between PFSLX and FITIX is 0.91, 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

PFSLX vs. FITIX - Dividend Comparison

PFSLX's dividend yield for the trailing twelve months is around 0.13%, less than FITIX's 7.35% yield.


TTM20252024202320222021202020192018201720162015
PFSLX
Paradigm Select Fund
0.13%0.14%0.02%0.31%0.01%0.17%0.11%0.58%2.93%3.89%0.74%9.40%
FITIX
Fidelity Advisor Mid Cap II Fund Class M
7.35%10.82%11.68%2.52%5.82%19.35%1.01%3.07%10.58%7.57%9.20%4.84%

Drawdowns

PFSLX vs. FITIX - Drawdown Comparison

The maximum PFSLX drawdown since its inception was -93.50%, which is greater than FITIX's maximum drawdown of -53.22%. Use the drawdown chart below to compare losses from any high point for PFSLX and FITIX.


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Drawdown Indicators


PFSLXFITIXDifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

-53.22%

-40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-14.86%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-93.50%

-25.10%

-68.40%

Max Drawdown (10Y)

Largest decline over 10 years

-93.50%

-42.59%

-50.91%

Current Drawdown

Current decline from peak

-89.74%

-9.87%

-79.87%

Average Drawdown

Average peak-to-trough decline

-13.34%

-8.11%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.37%

+0.15%

Volatility

PFSLX vs. FITIX - Volatility Comparison

Paradigm Select Fund (PFSLX) has a higher volatility of 10.40% compared to Fidelity Advisor Mid Cap II Fund Class M (FITIX) at 7.69%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than FITIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSLXFITIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

7.69%

+2.71%

Volatility (6M)

Calculated over the trailing 6-month period

18.06%

13.44%

+4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

27.80%

22.10%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

475.26%

20.45%

+454.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

336.38%

21.05%

+315.33%