See what your fund actually adds

Fidelity Advisor Diversified Stock Fund - Class A FDTOX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

FDTOX compared with its replication portfolio
MeasureFDTOXReplication
Annualized growth12.6%12.7%
Annualized volatility17.2%18.4%
Sharpe ratio0.780.74
Maximum drawdown25.8%29.4%
Replication fit (R²)0.95 · Tracking error 3.7%

Replication portfolio

The published portfolio below is the investable basket used to model FDTOX’s historical return behavior.

FDTOX replication basket weights
TickerBuilding blockWeight
VUGStyle · Growth43.2%
MTUMFactor · Momentum26.6%
VOOUS Large Cap18.8%
XLBSector · Materials11.4%