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PFSLX vs. FZAMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFSLX vs. FZAMX - 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 Z (FZAMX). The values are adjusted to include any dividend payments, if applicable.

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PFSLX vs. FZAMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFSLX
Paradigm Select Fund
11.83%13.27%16.73%26.94%-26.44%31.16%26.05%38.32%-9.93%16.13%
FZAMX
Fidelity Advisor Mid Cap II Fund Class Z
4.96%12.00%17.39%15.15%-14.70%25.40%18.84%23.85%-14.85%20.78%

Returns By Period

In the year-to-date period, PFSLX achieves a 11.83% return, which is significantly higher than FZAMX's 4.96% return. Over the past 10 years, PFSLX has outperformed FZAMX with an annualized return of 14.28%, while FZAMX has yielded a comparatively lower 11.15% annualized return.


PFSLX

1D
4.93%
1M
-5.75%
YTD
11.83%
6M
22.96%
1Y
45.46%
3Y*
19.79%
5Y*
9.58%
10Y*
14.28%

FZAMX

1D
3.58%
1M
-6.54%
YTD
4.96%
6M
9.33%
1Y
25.77%
3Y*
15.44%
5Y*
8.62%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PFSLX vs. FZAMX - Expense Ratio Comparison

PFSLX has a 1.16% expense ratio, which is higher than FZAMX's 0.61% expense ratio.


Return for Risk

PFSLX vs. FZAMX — Risk / Return Rank

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

PFSLX
PFSLX Risk / Return Rank: 8686
Overall Rank
PFSLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PFSLX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PFSLX Omega Ratio Rank: 7474
Omega Ratio Rank
PFSLX Calmar Ratio Rank: 9595
Calmar Ratio Rank
PFSLX Martin Ratio Rank: 9494
Martin Ratio Rank

FZAMX
FZAMX Risk / Return Rank: 6161
Overall Rank
FZAMX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FZAMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FZAMX Omega Ratio Rank: 5454
Omega Ratio Rank
FZAMX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FZAMX Martin Ratio Rank: 7070
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. FZAMX - 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 Z (FZAMX). 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.


PFSLXFZAMXDifference

Sharpe ratio

Return per unit of total volatility

1.65

1.18

+0.47

Sortino ratio

Return per unit of downside risk

2.30

1.70

+0.60

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

3.36

1.78

+1.58

Martin ratio

Return relative to average drawdown

12.98

7.84

+5.13

PFSLX vs. FZAMX - Sharpe Ratio Comparison

The current PFSLX Sharpe Ratio is 1.65, which is higher than the FZAMX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of PFSLX and FZAMX, 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


PFSLXFZAMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.18

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.43

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.54

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.52

-0.47

Correlation

The correlation between PFSLX and FZAMX 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. FZAMX - Dividend Comparison

PFSLX's dividend yield for the trailing twelve months is around 0.13%, less than FZAMX's 6.71% 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%
FZAMX
Fidelity Advisor Mid Cap II Fund Class Z
6.71%10.09%6.93%2.83%5.86%18.58%1.41%3.50%10.72%7.81%5.00%4.90%

Drawdowns

PFSLX vs. FZAMX - Drawdown Comparison

The maximum PFSLX drawdown since its inception was -93.50%, which is greater than FZAMX's maximum drawdown of -42.32%. Use the drawdown chart below to compare losses from any high point for PFSLX and FZAMX.


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Drawdown Indicators


PFSLXFZAMXDifference

Max Drawdown

Largest peak-to-trough decline

-93.50%

-42.32%

-51.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-14.82%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-93.50%

-25.24%

-68.26%

Max Drawdown (10Y)

Largest decline over 10 years

-93.50%

-42.32%

-51.18%

Current Drawdown

Current decline from peak

-89.23%

-6.54%

-82.69%

Average Drawdown

Average peak-to-trough decline

-13.35%

-6.14%

-7.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

3.37%

+0.18%

Volatility

PFSLX vs. FZAMX - Volatility Comparison

Paradigm Select Fund (PFSLX) has a higher volatility of 11.60% compared to Fidelity Advisor Mid Cap II Fund Class Z (FZAMX) at 8.54%. This indicates that PFSLX's price experiences larger fluctuations and is considered to be riskier than FZAMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFSLXFZAMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.60%

8.54%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

13.88%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

28.15%

22.30%

+5.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

475.26%

20.18%

+455.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

336.39%

20.88%

+315.51%