FADAX vs. FXAIX
Compare and contrast key facts about Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Fidelity 500 Index Fund (FXAIX).
FADAX is managed by Fidelity. It was launched on Dec 28, 1998. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FADAX or FXAIX.
Performance
FADAX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FADAX achieves a 29.68% return, which is significantly higher than FXAIX's 26.70% return. Over the past 10 years, FADAX has underperformed FXAIX with an annualized return of 4.63%, while FXAIX has yielded a comparatively higher 13.12% annualized return.
FADAX
29.68%
2.93%
9.32%
34.40%
8.41%
4.63%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| FADAX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.40 | 2.68 |
| Sortino Ratio | 3.23 | 3.58 |
| Omega Ratio | 1.44 | 1.50 |
| Calmar Ratio | 2.41 | 3.89 |
| Martin Ratio | 15.25 | 17.48 |
| Ulcer Index | 2.26% | 1.88% |
| Daily Std Dev | 14.32% | 12.24% |
| Max Drawdown | -61.17% | -33.79% |
| Current Drawdown | -0.67% | -0.46% |
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FADAX vs. FXAIX - Expense Ratio Comparison
FADAX has a 0.83% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FADAX and FXAIX is 0.93, 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.
Risk-Adjusted Performance
FADAX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class A (FADAX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
FADAX vs. FXAIX - Dividend Comparison
FADAX's dividend yield for the trailing twelve months is around 0.85%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADAX Fidelity Advisor Dividend Growth Fund Class A | 0.85% | 1.14% | 1.46% | 0.66% | 1.43% | 1.48% | 1.97% | 1.46% | 1.21% | 1.14% | 12.85% | 0.51% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FADAX vs. FXAIX - Drawdown Comparison
The maximum FADAX drawdown since its inception was -61.17%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FADAX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FADAX vs. FXAIX - Volatility Comparison
Fidelity Advisor Dividend Growth Fund Class A (FADAX) has a higher volatility of 4.33% compared to Fidelity 500 Index Fund (FXAIX) at 3.96%. This indicates that FADAX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.