FACGX vs. TSLA

In the year-to-date period, FACGX achieves a 7.24% return, which is significantly higher than TSLA's -12.31% return. Over the past 10 years, FACGX has underperformed TSLA with an annualized return of 10.94%, while TSLA has yielded a comparatively higher 37.80% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class C (FACGX) and Tesla, Inc. (TSLA). 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 current FACGX Sharpe Ratio is 1.61, which is comparable to the TSLA Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of FACGX and TSLA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither FACGX nor TSLA has paid dividends to shareholders.

The maximum FACGX drawdown since its inception was -65.51%, smaller than the maximum TSLA drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for FACGX and TSLA. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Advisor Growth Opportunities Fund Class C (FACGX) is 7.00%, while Tesla, Inc. (TSLA) has a volatility of 13.51%. This indicates that FACGX experiences smaller price fluctuations and is considered to be less risky than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.