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FACGX vs. FAGCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACGX vs. FAGCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX). The values are adjusted to include any dividend payments, if applicable.

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FACGX vs. FAGCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACGX
Fidelity Advisor Growth Opportunities Fund Class C
-9.71%21.26%37.68%44.06%-38.87%10.46%67.34%39.19%14.13%33.63%
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
-9.48%22.47%39.06%45.51%-32.60%16.63%74.20%47.51%19.08%37.70%

Returns By Period

The year-to-date returns for both investments are quite close, with FACGX having a -9.71% return and FAGCX slightly higher at -9.48%. Over the past 10 years, FACGX has underperformed FAGCX with an annualized return of 18.32%, while FAGCX has yielded a comparatively higher 22.70% annualized return.


FACGX

1D
4.76%
1M
-5.87%
YTD
-9.71%
6M
-8.85%
1Y
21.80%
3Y*
23.89%
5Y*
7.10%
10Y*
18.32%

FAGCX

1D
4.77%
1M
-5.79%
YTD
-9.48%
6M
-8.40%
1Y
23.02%
3Y*
25.13%
5Y*
10.36%
10Y*
22.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACGX vs. FAGCX - Expense Ratio Comparison

FACGX has a 1.80% expense ratio, which is higher than FAGCX's 0.79% expense ratio.


Return for Risk

FACGX vs. FAGCX — Risk / Return Rank

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

FACGX
FACGX Risk / Return Rank: 4848
Overall Rank
FACGX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FACGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FACGX Omega Ratio Rank: 4747
Omega Ratio Rank
FACGX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FACGX Martin Ratio Rank: 4747
Martin Ratio Rank

FAGCX
FAGCX Risk / Return Rank: 5454
Overall Rank
FAGCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FAGCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FAGCX Omega Ratio Rank: 5252
Omega Ratio Rank
FAGCX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FAGCX Martin Ratio Rank: 5353
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.

FACGX vs. FAGCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX). 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.


FACGXFAGCXDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.00

-0.05

Sortino ratio

Return per unit of downside risk

1.46

1.53

-0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.38

1.48

-0.11

Martin ratio

Return relative to average drawdown

4.95

5.36

-0.41

FACGX vs. FAGCX - Sharpe Ratio Comparison

The current FACGX Sharpe Ratio is 0.95, which is comparable to the FAGCX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FACGX and FAGCX, 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


FACGXFAGCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.00

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.41

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.93

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.48

-0.06

Correlation

The correlation between FACGX and FAGCX is 0.97, 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

FACGX vs. FAGCX - Dividend Comparison

FACGX's dividend yield for the trailing twelve months is around 5.82%, more than FAGCX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
FACGX
Fidelity Advisor Growth Opportunities Fund Class C
5.82%5.26%0.00%0.00%0.00%11.75%6.13%4.87%14.01%8.00%17.39%12.23%
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
4.05%3.67%0.00%0.00%11.34%14.14%7.31%7.69%14.30%8.00%15.78%16.11%

Drawdowns

FACGX vs. FAGCX - Drawdown Comparison

The maximum FACGX drawdown since its inception was -65.53%, smaller than the maximum FAGCX drawdown of -69.09%. Use the drawdown chart below to compare losses from any high point for FACGX and FAGCX.


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Drawdown Indicators


FACGXFAGCXDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-69.09%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-16.45%

-16.10%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-45.17%

-38.72%

-6.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.17%

-38.72%

-6.45%

Current Drawdown

Current decline from peak

-12.47%

-12.10%

-0.37%

Average Drawdown

Average peak-to-trough decline

-16.21%

-18.84%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

4.46%

+0.12%

Volatility

FACGX vs. FAGCX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) have volatilities of 8.51% and 8.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACGXFAGCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.51%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

14.81%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

24.42%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

25.44%

-0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

24.42%

-0.59%