FAGAX vs. IVV

In the year-to-date period, FAGAX achieves a -7.66% return, which is significantly lower than IVV's -3.40% return. Over the past 10 years, FAGAX has underperformed IVV with an annualized return of 10.83%, while IVV has yielded a comparatively higher 12.41% annualized return.

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FAGAX has a 1.04% expense ratio, which is higher than IVV's 0.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and iShares Core S&P 500 ETF (IVV). 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 FAGAX Sharpe Ratio is 0.43, which is comparable to the IVV Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FAGAX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAGAX has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.37%.

The maximum FAGAX drawdown since its inception was -65.24%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FAGAX and IVV. For additional features, visit the drawdowns tool.

Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) has a higher volatility of 8.05% compared to iShares Core S&P 500 ETF (IVV) at 6.88%. This indicates that FAGAX's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.