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FACGX vs. FDEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FACGX and FDEGX is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

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.

300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
320.15%
376.52%
FACGX
FDEGX

Key characteristics

Sharpe Ratio

FACGX:

0.39

FDEGX:

0.44

Sortino Ratio

FACGX:

0.72

FDEGX:

0.78

Omega Ratio

FACGX:

1.10

FDEGX:

1.11

Calmar Ratio

FACGX:

0.41

FDEGX:

0.46

Martin Ratio

FACGX:

1.39

FDEGX:

1.51

Ulcer Index

FACGX:

7.88%

FDEGX:

7.89%

Daily Std Dev

FACGX:

28.04%

FDEGX:

27.08%

Max Drawdown

FACGX:

-65.51%

FDEGX:

-85.76%

Current Drawdown

FACGX:

-17.33%

FDEGX:

-14.03%

Returns By Period

In the year-to-date period, FACGX achieves a -11.04% return, which is significantly lower than FDEGX's -4.55% return. Over the past 10 years, FACGX has underperformed FDEGX with an annualized return of 8.91%, while FDEGX has yielded a comparatively higher 9.93% annualized return.


FACGX

YTD

-11.04%

1M

-4.03%

6M

-8.10%

1Y

11.98%

5Y*

11.36%

10Y*

8.91%

FDEGX

YTD

-4.55%

1M

-0.41%

6M

-0.98%

1Y

11.47%

5Y*

12.92%

10Y*

9.93%

*Annualized

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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.


Expense ratio chart for FACGX: current value is 1.80%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FACGX: 1.80%
Expense ratio chart for FDEGX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDEGX: 0.63%

Risk-Adjusted Performance

FACGX vs. FDEGX — Risk-Adjusted Performance Rank

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

FACGX
The Risk-Adjusted Performance Rank of FACGX is 5050
Overall Rank
The Sharpe Ratio Rank of FACGX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FACGX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FACGX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FACGX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FACGX is 4848
Martin Ratio Rank

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 5353
Overall Rank
The Sharpe Ratio Rank of FDEGX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FACGX vs. FDEGX - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for FACGX, currently valued at 0.39, compared to the broader market-1.000.001.002.003.00
FACGX: 0.39
FDEGX: 0.44
The chart of Sortino ratio for FACGX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
FACGX: 0.72
FDEGX: 0.78
The chart of Omega ratio for FACGX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
FACGX: 1.10
FDEGX: 1.11
The chart of Calmar ratio for FACGX, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.00
FACGX: 0.41
FDEGX: 0.46
The chart of Martin ratio for FACGX, currently valued at 1.39, compared to the broader market0.0010.0020.0030.0040.0050.00
FACGX: 1.39
FDEGX: 1.51

The current FACGX Sharpe Ratio is 0.39, which is comparable to the FDEGX Sharpe Ratio of 0.44. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
0.44
FACGX
FDEGX

Dividends

FACGX vs. FDEGX - Dividend Comparison

FACGX has not paid dividends to shareholders, while FDEGX's dividend yield for the trailing twelve months is around 8.27%.


TTM20242023202220212020201920182017201620152014
FACGX
Fidelity Advisor Growth Opportunities Fund Class C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%12.23%0.00%
FDEGX
Fidelity Growth Strategies Fund
8.27%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.43%0.59%0.13%0.31%

Drawdowns

FACGX vs. FDEGX - Drawdown Comparison

The maximum FACGX drawdown since its inception was -65.51%, smaller than the maximum FDEGX drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for FACGX and FDEGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.33%
-14.03%
FACGX
FDEGX

Volatility

FACGX vs. FDEGX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and Fidelity Growth Strategies Fund (FDEGX) have volatilities of 17.19% and 17.09%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.19%
17.09%
FACGX
FDEGX