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FAGAX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FAGAX vs. FXAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
-13.66%22.17%38.71%45.14%-38.40%11.31%68.60%40.26%14.87%34.66%
FXAIX
Fidelity 500 Index Fund
-7.05%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FAGAX achieves a -13.66% return, which is significantly lower than FXAIX's -7.05% return. Over the past 10 years, FAGAX has outperformed FXAIX with an annualized return of 18.64%, while FXAIX has yielded a comparatively lower 13.75% annualized return.


FAGAX

1D
-1.17%
1M
-9.95%
YTD
-13.66%
6M
-12.33%
1Y
18.39%
3Y*
22.90%
5Y*
7.34%
10Y*
18.64%

FXAIX

1D
-0.39%
1M
-7.68%
YTD
-7.05%
6M
-4.59%
1Y
14.42%
3Y*
17.17%
5Y*
11.40%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGAX vs. FXAIX - Expense Ratio Comparison

FAGAX has a 1.04% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Return for Risk

FAGAX vs. FXAIX — Risk / Return Rank

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

FAGAX
FAGAX Risk / Return Rank: 3535
Overall Rank
FAGAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FAGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FAGAX Omega Ratio Rank: 3838
Omega Ratio Rank
FAGAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FAGAX Martin Ratio Rank: 3232
Martin Ratio Rank

FXAIX
FXAIX Risk / Return Rank: 4646
Overall Rank
FXAIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5050
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 5353
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. FXAIX - Risk-Adjusted Trends Comparison

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


FAGAXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.84

-0.08

Sortino ratio

Return per unit of downside risk

1.19

1.30

-0.10

Omega ratio

Gain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratio

Return relative to maximum drawdown

0.93

1.05

-0.13

Martin ratio

Return relative to average drawdown

3.40

5.13

-1.73

FAGAX vs. FXAIX - Sharpe Ratio Comparison

The current FAGAX Sharpe Ratio is 0.75, which is comparable to the FXAIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of FAGAX and FXAIX, 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


FAGAXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.84

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.68

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.77

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.75

-0.30

Correlation

The correlation between FAGAX and FXAIX is 0.89, 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. FXAIX - Dividend Comparison

FAGAX's dividend yield for the trailing twelve months is around 4.76%, more than FXAIX's 1.20% yield.


TTM20252024202320222021202020192018201720162015
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
4.76%4.11%0.00%0.00%0.00%10.19%5.45%4.10%11.99%7.67%15.44%11.12%
FXAIX
Fidelity 500 Index Fund
1.20%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FAGAX vs. FXAIX - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FAGAX and FXAIX.


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Drawdown Indicators


FAGAXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-33.79%

-31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-12.13%

-4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-24.50%

-20.20%

Max Drawdown (10Y)

Largest decline over 10 years

-44.70%

-33.79%

-10.91%

Current Drawdown

Current decline from peak

-16.19%

-8.89%

-7.30%

Average Drawdown

Average peak-to-trough decline

-15.27%

-3.83%

-11.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

2.50%

+1.93%

Volatility

FAGAX vs. FXAIX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) has a higher volatility of 6.78% compared to Fidelity 500 Index Fund (FXAIX) at 4.24%. This indicates that FAGAX'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.


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Volatility by Period


FAGAXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

4.24%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

9.08%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

18.13%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

16.88%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

18.03%

+5.75%