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PSECX vs. FDETX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSECX vs. FDETX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 1789 Growth and Income Fund (PSECX) and Fidelity Advisor Capital Development Fund Class O (FDETX). The values are adjusted to include any dividend payments, if applicable.

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PSECX vs. FDETX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSECX
1789 Growth and Income Fund
-2.01%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%
FDETX
Fidelity Advisor Capital Development Fund Class O
-5.03%27.60%27.07%24.20%-8.00%25.32%9.12%31.39%-9.09%16.45%

Returns By Period

In the year-to-date period, PSECX achieves a -2.01% return, which is significantly higher than FDETX's -5.03% return. Over the past 10 years, PSECX has underperformed FDETX with an annualized return of 6.86%, while FDETX has yielded a comparatively higher 14.66% annualized return.


PSECX

1D
-0.05%
1M
-7.25%
YTD
-2.01%
6M
-3.71%
1Y
6.71%
3Y*
9.78%
5Y*
7.18%
10Y*
6.86%

FDETX

1D
-0.61%
1M
-8.06%
YTD
-5.03%
6M
-0.14%
1Y
24.08%
3Y*
21.48%
5Y*
14.54%
10Y*
14.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSECX vs. FDETX - Expense Ratio Comparison

PSECX has a 2.02% expense ratio, which is higher than FDETX's 0.56% expense ratio.


Return for Risk

PSECX vs. FDETX — Risk / Return Rank

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

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2020
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3030
Martin Ratio Rank

FDETX
FDETX Risk / Return Rank: 7878
Overall Rank
FDETX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDETX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FDETX Omega Ratio Rank: 7979
Omega Ratio Rank
FDETX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FDETX Martin Ratio Rank: 8282
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.

PSECX vs. FDETX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 1789 Growth and Income Fund (PSECX) and Fidelity Advisor Capital Development Fund Class O (FDETX). 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.


PSECXFDETXDifference

Sharpe ratio

Return per unit of total volatility

0.59

1.34

-0.75

Sortino ratio

Return per unit of downside risk

0.93

1.90

-0.96

Omega ratio

Gain probability vs. loss probability

1.12

1.30

-0.18

Calmar ratio

Return relative to maximum drawdown

0.82

1.78

-0.96

Martin ratio

Return relative to average drawdown

3.31

8.19

-4.88

PSECX vs. FDETX - Sharpe Ratio Comparison

The current PSECX Sharpe Ratio is 0.59, which is lower than the FDETX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of PSECX and FDETX, 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


PSECXFDETXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

1.34

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.83

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.78

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.62

-0.09

Correlation

The correlation between PSECX and FDETX is 0.81, 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

PSECX vs. FDETX - Dividend Comparison

PSECX's dividend yield for the trailing twelve months is around 0.87%, less than FDETX's 10.89% yield.


TTM20252024202320222021202020192018201720162015
PSECX
1789 Growth and Income Fund
0.87%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%
FDETX
Fidelity Advisor Capital Development Fund Class O
10.89%10.34%8.95%4.39%5.66%5.63%4.47%7.46%15.81%5.34%2.92%5.97%

Drawdowns

PSECX vs. FDETX - Drawdown Comparison

The maximum PSECX drawdown since its inception was -31.13%, smaller than the maximum FDETX drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for PSECX and FDETX.


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Drawdown Indicators


PSECXFDETXDifference

Max Drawdown

Largest peak-to-trough decline

-31.13%

-66.86%

+35.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-12.42%

+4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-21.72%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-31.13%

-36.61%

+5.48%

Current Drawdown

Current decline from peak

-7.44%

-9.64%

+2.20%

Average Drawdown

Average peak-to-trough decline

-3.90%

-11.26%

+7.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.70%

-0.63%

Volatility

PSECX vs. FDETX - Volatility Comparison

The current volatility for 1789 Growth and Income Fund (PSECX) is 3.06%, while Fidelity Advisor Capital Development Fund Class O (FDETX) has a volatility of 4.48%. This indicates that PSECX experiences smaller price fluctuations and is considered to be less risky than FDETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSECXFDETXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

4.48%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

9.55%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

13.13%

18.39%

-5.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

17.56%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

18.82%

-5.65%