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FAGAX vs. DTGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGAX vs. DTGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and BNY Mellon Technology Growth Fund (DTGRX). The values are adjusted to include any dividend payments, if applicable.

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FAGAX vs. DTGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
-9.54%22.17%38.71%45.14%-38.40%11.31%68.60%40.26%14.87%34.66%
DTGRX
BNY Mellon Technology Growth Fund
-7.70%27.20%30.78%59.98%-46.44%12.62%69.80%52.82%-1.47%42.50%

Returns By Period

In the year-to-date period, FAGAX achieves a -9.54% return, which is significantly lower than DTGRX's -7.70% return. Both investments have delivered pretty close results over the past 10 years, with FAGAX having a 19.20% annualized return and DTGRX not far behind at 18.88%.


FAGAX

1D
4.77%
1M
-5.81%
YTD
-9.54%
6M
-8.51%
1Y
22.71%
3Y*
24.82%
5Y*
7.91%
10Y*
19.20%

DTGRX

1D
4.35%
1M
-6.78%
YTD
-7.70%
6M
-6.42%
1Y
28.49%
3Y*
26.75%
5Y*
7.49%
10Y*
18.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGAX vs. DTGRX - Expense Ratio Comparison

FAGAX has a 1.04% expense ratio, which is lower than DTGRX's 1.16% expense ratio.


Return for Risk

FAGAX vs. DTGRX — Risk / Return Rank

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

FAGAX
FAGAX Risk / Return Rank: 5454
Overall Rank
FAGAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FAGAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FAGAX Omega Ratio Rank: 5151
Omega Ratio Rank
FAGAX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FAGAX Martin Ratio Rank: 5353
Martin Ratio Rank

DTGRX
DTGRX Risk / Return Rank: 5959
Overall Rank
DTGRX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DTGRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DTGRX Omega Ratio Rank: 5353
Omega Ratio Rank
DTGRX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DTGRX Martin Ratio Rank: 5757
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.

FAGAX vs. DTGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and BNY Mellon Technology Growth Fund (DTGRX). 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.


FAGAXDTGRXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.10

-0.11

Sortino ratio

Return per unit of downside risk

1.51

1.65

-0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.46

1.68

-0.22

Martin ratio

Return relative to average drawdown

5.25

5.91

-0.65

FAGAX vs. DTGRX - Sharpe Ratio Comparison

The current FAGAX Sharpe Ratio is 0.99, which is comparable to the DTGRX Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FAGAX and DTGRX, 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


FAGAXDTGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.10

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.26

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.68

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.40

+0.06

Correlation

The correlation between FAGAX and DTGRX is 0.87, 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

FAGAX vs. DTGRX - Dividend Comparison

FAGAX's dividend yield for the trailing twelve months is around 4.54%, less than DTGRX's 13.05% yield.


TTM20252024202320222021202020192018201720162015
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
4.54%4.11%0.00%0.00%0.00%10.19%5.45%4.10%11.99%7.67%15.44%11.12%
DTGRX
BNY Mellon Technology Growth Fund
13.05%12.04%8.98%0.00%0.00%21.32%5.76%34.25%30.17%9.91%10.19%6.52%

Drawdowns

FAGAX vs. DTGRX - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, smaller than the maximum DTGRX drawdown of -83.23%. Use the drawdown chart below to compare losses from any high point for FAGAX and DTGRX.


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Drawdown Indicators


FAGAXDTGRXDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-83.23%

+17.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-17.27%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-52.92%

+8.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.70%

-52.92%

+8.22%

Current Drawdown

Current decline from peak

-12.20%

-13.67%

+1.47%

Average Drawdown

Average peak-to-trough decline

-15.27%

-38.97%

+23.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

4.91%

-0.42%

Volatility

FAGAX vs. DTGRX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and BNY Mellon Technology Growth Fund (DTGRX) have volatilities of 8.51% and 8.59%, 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.


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Volatility by Period


FAGAXDTGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.59%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

17.13%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

27.35%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

28.58%

-3.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

27.84%

-4.02%