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FACNX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FACNX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Canada Fund Class A (FACNX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FACNX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FACNX
Fidelity Advisor Canada Fund Class A
0.21%25.49%8.83%14.33%-6.44%26.44%4.11%25.42%-14.59%12.15%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Returns By Period

In the year-to-date period, FACNX achieves a 0.21% return, which is significantly higher than FSPGX's -13.03% return.


FACNX

1D
-0.20%
1M
-6.92%
YTD
0.21%
6M
4.90%
1Y
23.45%
3Y*
14.38%
5Y*
10.99%
10Y*
9.85%

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FACNX vs. FSPGX - Expense Ratio Comparison

FACNX has a 1.12% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FACNX vs. FSPGX — Risk / Return Rank

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

FACNX
FACNX Risk / Return Rank: 8484
Overall Rank
FACNX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FACNX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FACNX Omega Ratio Rank: 7979
Omega Ratio Rank
FACNX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FACNX Martin Ratio Rank: 8989
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FACNX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Canada Fund Class A (FACNX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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.


FACNXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.55

0.66

+0.89

Sortino ratio

Return per unit of downside risk

2.14

1.10

+1.04

Omega ratio

Gain probability vs. loss probability

1.31

1.15

+0.15

Calmar ratio

Return relative to maximum drawdown

2.18

0.72

+1.46

Martin ratio

Return relative to average drawdown

9.74

2.51

+7.23

FACNX vs. FSPGX - Sharpe Ratio Comparison

The current FACNX Sharpe Ratio is 1.55, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FACNX and FSPGX, 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


FACNXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

0.66

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.56

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.78

-0.52

Correlation

The correlation between FACNX and FSPGX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FACNX vs. FSPGX - Dividend Comparison

FACNX's dividend yield for the trailing twelve months is around 5.40%, more than FSPGX's 0.40% yield.


TTM20252024202320222021202020192018201720162015
FACNX
Fidelity Advisor Canada Fund Class A
5.40%5.41%7.14%3.06%3.79%4.86%2.28%4.13%6.91%0.89%1.31%0.15%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

FACNX vs. FSPGX - Drawdown Comparison

The maximum FACNX drawdown since its inception was -58.18%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FACNX and FSPGX.


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Drawdown Indicators


FACNXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.18%

-32.66%

-25.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.12%

-16.17%

+6.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.12%

-32.66%

+11.54%

Max Drawdown (10Y)

Largest decline over 10 years

-39.88%

Current Drawdown

Current decline from peak

-7.63%

-16.17%

+8.54%

Average Drawdown

Average peak-to-trough decline

-12.25%

-6.43%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

4.63%

-2.36%

Volatility

FACNX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Canada Fund Class A (FACNX) is 4.35%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FACNX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FACNXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

5.33%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

11.79%

-1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

22.32%

-6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

21.46%

-5.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

21.63%

-4.14%