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FAGAX vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGAX vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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FAGAX vs. IWF - 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%
IWF
iShares Russell 1000 Growth ETF
-9.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, FAGAX achieves a -13.66% return, which is significantly lower than IWF's -9.83% return. Over the past 10 years, FAGAX has outperformed IWF with an annualized return of 18.64%, while IWF has yielded a comparatively lower 16.53% 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%

IWF

1D
3.77%
1M
-5.20%
YTD
-9.83%
6M
-8.80%
1Y
18.54%
3Y*
21.01%
5Y*
12.22%
10Y*
16.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGAX vs. IWF - Expense Ratio Comparison

FAGAX has a 1.04% expense ratio, which is higher than IWF's 0.19% expense ratio.


Return for Risk

FAGAX vs. IWF — 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

IWF
IWF Risk / Return Rank: 5151
Overall Rank
IWF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 5555
Sortino Ratio Rank
IWF Omega Ratio Rank: 5454
Omega Ratio Rank
IWF Calmar Ratio Rank: 5050
Calmar Ratio Rank
IWF Martin Ratio Rank: 4545
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. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and iShares Russell 1000 Growth ETF (IWF). 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.


FAGAXIWFDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.83

-0.08

Sortino ratio

Return per unit of downside risk

1.19

1.35

-0.15

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.02

Calmar ratio

Return relative to maximum drawdown

0.93

1.15

-0.22

Martin ratio

Return relative to average drawdown

3.40

3.95

-0.55

FAGAX vs. IWF - Sharpe Ratio Comparison

The current FAGAX Sharpe Ratio is 0.75, which is comparable to the IWF Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FAGAX and IWF, 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


FAGAXIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.83

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.57

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.79

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.36

+0.09

Correlation

The correlation between FAGAX and IWF is 0.92, 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. IWF - Dividend Comparison

FAGAX's dividend yield for the trailing twelve months is around 4.76%, more than IWF's 0.40% 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%
IWF
iShares Russell 1000 Growth ETF
0.40%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

FAGAX vs. IWF - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, roughly equal to the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for FAGAX and IWF.


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Drawdown Indicators


FAGAXIWFDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-64.25%

-0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-16.27%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-32.72%

-11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-44.70%

-32.72%

-11.98%

Current Drawdown

Current decline from peak

-16.19%

-13.12%

-3.07%

Average Drawdown

Average peak-to-trough decline

-15.27%

-22.21%

+6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

4.74%

-0.31%

Volatility

FAGAX vs. IWF - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and iShares Russell 1000 Growth ETF (IWF) have volatilities of 6.78% and 6.74%, 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


FAGAXIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.74%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

12.36%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

22.40%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.41%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

20.92%

+2.86%