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FACGX vs. FDEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACGX vs. FDEGX - 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 Growth Strategies Fund (FDEGX). The values are adjusted to include any dividend payments, if applicable.

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FACGX vs. FDEGX - 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%
FDEGX
Fidelity Growth Strategies Fund
-3.21%2.88%26.57%20.93%-26.50%21.30%29.34%36.59%-6.92%21.03%

Returns By Period

In the year-to-date period, FACGX achieves a -9.71% return, which is significantly lower than FDEGX's -3.21% return. Over the past 10 years, FACGX has outperformed FDEGX with an annualized return of 18.32%, while FDEGX has yielded a comparatively lower 10.75% 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%

FDEGX

1D
4.36%
1M
-8.30%
YTD
-3.21%
6M
-14.32%
1Y
6.96%
3Y*
12.09%
5Y*
5.87%
10Y*
10.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACGX vs. FDEGX - Expense Ratio Comparison

FACGX has a 1.80% expense ratio, which is higher than FDEGX's 0.63% expense ratio.


Return for Risk

FACGX vs. FDEGX — 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

FDEGX
FDEGX Risk / Return Rank: 1111
Overall Rank
FDEGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
FDEGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
FDEGX Omega Ratio Rank: 1212
Omega Ratio Rank
FDEGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
FDEGX Martin Ratio Rank: 1010
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. FDEGX - 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 Growth Strategies Fund (FDEGX). 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.


FACGXFDEGXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.31

+0.64

Sortino ratio

Return per unit of downside risk

1.46

0.60

+0.86

Omega ratio

Gain probability vs. loss probability

1.21

1.08

+0.12

Calmar ratio

Return relative to maximum drawdown

1.38

0.28

+1.10

Martin ratio

Return relative to average drawdown

4.95

0.79

+4.15

FACGX vs. FDEGX - Sharpe Ratio Comparison

The current FACGX Sharpe Ratio is 0.95, which is higher than the FDEGX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FACGX and FDEGX, 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


FACGXFDEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.31

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.25

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.49

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.38

+0.04

Correlation

The correlation between FACGX and FDEGX 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

FACGX vs. FDEGX - Dividend Comparison

FACGX's dividend yield for the trailing twelve months is around 5.82%, while FDEGX has not paid dividends to shareholders.


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%
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.05%0.59%0.13%

Drawdowns

FACGX vs. FDEGX - Drawdown Comparison

The maximum FACGX drawdown since its inception was -65.53%, smaller than the maximum FDEGX drawdown of -85.96%. Use the drawdown chart below to compare losses from any high point for FACGX and FDEGX.


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Drawdown Indicators


FACGXFDEGXDifference

Max Drawdown

Largest peak-to-trough decline

-65.53%

-85.96%

+20.43%

Max Drawdown (1Y)

Largest decline over 1 year

-16.45%

-20.45%

+4.00%

Max Drawdown (5Y)

Largest decline over 5 years

-45.17%

-36.62%

-8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-45.17%

-36.62%

-8.55%

Current Drawdown

Current decline from peak

-12.47%

-16.98%

+4.51%

Average Drawdown

Average peak-to-trough decline

-16.21%

-36.96%

+20.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

7.19%

-2.61%

Volatility

FACGX vs. FDEGX - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class C (FACGX) is 8.51%, while Fidelity Growth Strategies Fund (FDEGX) has a volatility of 8.96%. This indicates that FACGX experiences smaller price fluctuations and is considered to be less risky than FDEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACGXFDEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.96%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

18.52%

-3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

26.90%

-2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

23.18%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

21.90%

+1.93%