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

Correlation

The correlation between FAGCX and FSPGX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FAGCX vs. FSPGX - Performance Comparison

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

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
193.78%
293.43%
FAGCX
FSPGX

Key characteristics

Sharpe Ratio

FAGCX:

0.47

FSPGX:

0.53

Sortino Ratio

FAGCX:

0.83

FSPGX:

0.90

Omega Ratio

FAGCX:

1.11

FSPGX:

1.13

Calmar Ratio

FAGCX:

0.50

FSPGX:

0.57

Martin Ratio

FAGCX:

1.71

FSPGX:

2.03

Ulcer Index

FAGCX:

7.76%

FSPGX:

6.55%

Daily Std Dev

FAGCX:

28.05%

FSPGX:

25.10%

Max Drawdown

FAGCX:

-65.09%

FSPGX:

-32.66%

Current Drawdown

FAGCX:

-18.13%

FSPGX:

-13.91%

Returns By Period

In the year-to-date period, FAGCX achieves a -11.78% return, which is significantly lower than FSPGX's -10.29% return.


FAGCX

YTD

-11.78%

1M

-7.75%

6M

-8.27%

1Y

11.05%

5Y*

12.92%

10Y*

9.66%

FSPGX

YTD

-10.29%

1M

-5.41%

6M

-5.39%

1Y

11.61%

5Y*

17.38%

10Y*

N/A

*Annualized

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FAGCX vs. FSPGX - Expense Ratio Comparison

FAGCX has a 0.79% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Expense ratio chart for FAGCX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FAGCX: 0.79%
Expense ratio chart for FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%

Risk-Adjusted Performance

FAGCX vs. FSPGX — 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 5858
Overall Rank
The Sharpe Ratio Rank of FAGCX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGCX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FAGCX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FAGCX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FAGCX is 5555
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6363
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5959
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. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 chart of Sharpe ratio for FAGCX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.00
FAGCX: 0.47
FSPGX: 0.53
The chart of Sortino ratio for FAGCX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
FAGCX: 0.83
FSPGX: 0.90
The chart of Omega ratio for FAGCX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FAGCX: 1.11
FSPGX: 1.13
The chart of Calmar ratio for FAGCX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
FAGCX: 0.50
FSPGX: 0.57
The chart of Martin ratio for FAGCX, currently valued at 1.71, compared to the broader market0.0010.0020.0030.0040.0050.00
FAGCX: 1.71
FSPGX: 2.03

The current FAGCX Sharpe Ratio is 0.47, which is comparable to the FSPGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FAGCX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.47
0.53
FAGCX
FSPGX

Dividends

FAGCX vs. FSPGX - Dividend Comparison

FAGCX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.41%.


TTM202420232022202120202019201820172016
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%
FSPGX
Fidelity Large Cap Growth Index Fund
0.41%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

FAGCX vs. FSPGX - Drawdown Comparison

The maximum FAGCX drawdown since its inception was -65.09%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FAGCX and FSPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.13%
-13.91%
FAGCX
FSPGX

Volatility

FAGCX vs. FSPGX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) and Fidelity Large Cap Growth Index Fund (FSPGX) have volatilities of 17.33% and 16.84%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.33%
16.84%
FAGCX
FSPGX