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FAGCX vs. CMTFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAGCX and CMTFX is 0.85, 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.


Performance

FAGCX vs. CMTFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) and Columbia Global Technology Growth Fund (CMTFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FAGCX:

0.61

CMTFX:

0.41

Sortino Ratio

FAGCX:

1.13

CMTFX:

0.91

Omega Ratio

FAGCX:

1.16

CMTFX:

1.12

Calmar Ratio

FAGCX:

0.76

CMTFX:

0.59

Martin Ratio

FAGCX:

2.37

CMTFX:

1.79

Ulcer Index

FAGCX:

8.47%

CMTFX:

8.79%

Daily Std Dev

FAGCX:

28.27%

CMTFX:

30.60%

Max Drawdown

FAGCX:

-65.09%

CMTFX:

-68.25%

Current Drawdown

FAGCX:

-8.30%

CMTFX:

-4.80%

Returns By Period

In the year-to-date period, FAGCX achieves a -1.20% return, which is significantly lower than CMTFX's 0.38% return. Over the past 10 years, FAGCX has underperformed CMTFX with an annualized return of 10.81%, while CMTFX has yielded a comparatively higher 16.52% annualized return.


FAGCX

YTD

-1.20%

1M

13.96%

6M

-0.58%

1Y

17.00%

5Y*

13.98%

10Y*

10.81%

CMTFX

YTD

0.38%

1M

16.60%

6M

0.02%

1Y

12.32%

5Y*

17.02%

10Y*

16.52%

*Annualized

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FAGCX vs. CMTFX - Expense Ratio Comparison

FAGCX has a 0.79% expense ratio, which is lower than CMTFX's 0.92% expense ratio.


Risk-Adjusted Performance

FAGCX vs. CMTFX — Risk-Adjusted Performance Rank

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

FAGCX
The Risk-Adjusted Performance Rank of FAGCX is 6868
Overall Rank
The Sharpe Ratio Rank of FAGCX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGCX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FAGCX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of FAGCX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FAGCX is 6464
Martin Ratio Rank

CMTFX
The Risk-Adjusted Performance Rank of CMTFX is 5555
Overall Rank
The Sharpe Ratio Rank of CMTFX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CMTFX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of CMTFX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CMTFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CMTFX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAGCX vs. CMTFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) and Columbia Global Technology Growth Fund (CMTFX). 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 FAGCX Sharpe Ratio is 0.61, which is higher than the CMTFX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FAGCX and CMTFX, 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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Dividends

FAGCX vs. CMTFX - Dividend Comparison

Neither FAGCX nor CMTFX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMTFX
Columbia Global Technology Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.52%

Drawdowns

FAGCX vs. CMTFX - Drawdown Comparison

The maximum FAGCX drawdown since its inception was -65.09%, roughly equal to the maximum CMTFX drawdown of -68.25%. Use the drawdown chart below to compare losses from any high point for FAGCX and CMTFX. For additional features, visit the drawdowns tool.


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Volatility

FAGCX vs. CMTFX - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) is 7.73%, while Columbia Global Technology Growth Fund (CMTFX) has a volatility of 8.83%. This indicates that FAGCX experiences smaller price fluctuations and is considered to be less risky than CMTFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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