FACGX vs. IWM
Compare and contrast key facts about Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and iShares Russell 2000 ETF (IWM).
FACGX is managed by Fidelity. It was launched on Nov 3, 1997. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
FACGX vs. IWM - Performance Comparison
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FACGX vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 1.56% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, FACGX achieves a -9.71% return, which is significantly lower than IWM's 1.56% return. Over the past 10 years, FACGX has outperformed IWM with an annualized return of 18.32%, while IWM has yielded a comparatively lower 9.83% 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%
IWM
- 1D
- 0.63%
- 1M
- -5.23%
- YTD
- 1.56%
- 6M
- 3.44%
- 1Y
- 26.43%
- 3Y*
- 13.18%
- 5Y*
- 3.47%
- 10Y*
- 9.83%
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FACGX vs. IWM - Expense Ratio Comparison
FACGX has a 1.80% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
FACGX vs. IWM — Risk / Return Rank
FACGX
IWM
FACGX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and iShares Russell 2000 ETF (IWM). 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.
| FACGX | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.95 | 1.15 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.70 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.93 | -0.55 |
Martin ratioReturn relative to average drawdown | 4.95 | 7.08 | -2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FACGX | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 1.15 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.15 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.77 | 0.43 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.08 |
Correlation
The correlation between FACGX and IWM is 0.82, 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. IWM - Dividend Comparison
FACGX's dividend yield for the trailing twelve months is around 5.82%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
FACGX vs. IWM - Drawdown Comparison
The maximum FACGX drawdown since its inception was -65.53%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for FACGX and IWM.
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Drawdown Indicators
| FACGX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.53% | -59.05% | -6.48% |
Max Drawdown (1Y)Largest decline over 1 year | -16.45% | -13.74% | -2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -45.17% | -31.91% | -13.26% |
Max Drawdown (10Y)Largest decline over 10 years | -45.17% | -41.13% | -4.04% |
Current DrawdownCurrent decline from peak | -12.47% | -7.33% | -5.14% |
Average DrawdownAverage peak-to-trough decline | -16.21% | -10.83% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.73% | +0.85% |
Volatility
FACGX vs. IWM - Volatility Comparison
Fidelity Advisor Growth Opportunities Fund Class C (FACGX) has a higher volatility of 8.51% compared to iShares Russell 2000 ETF (IWM) at 7.36%. This indicates that FACGX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FACGX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 7.36% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 14.81% | 14.48% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.42% | 23.18% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.88% | 22.54% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 22.99% | +0.84% |