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FAGCX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGCX vs. FSPSX - 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 International Index Fund (FSPSX). The values are adjusted to include any dividend payments, if applicable.

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FAGCX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
-9.48%22.47%39.06%45.51%-32.60%16.63%74.20%47.51%19.08%37.70%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FAGCX achieves a -9.48% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FAGCX has outperformed FSPSX with an annualized return of 22.70%, while FSPSX has yielded a comparatively lower 8.97% annualized return.


FAGCX

1D
4.77%
1M
-5.79%
YTD
-9.48%
6M
-8.40%
1Y
23.02%
3Y*
25.13%
5Y*
10.36%
10Y*
22.70%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGCX vs. FSPSX - Expense Ratio Comparison

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


Return for Risk

FAGCX vs. FSPSX — Risk / Return Rank

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

FAGCX
FAGCX Risk / Return Rank: 5454
Overall Rank
FAGCX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FAGCX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FAGCX Omega Ratio Rank: 5252
Omega Ratio Rank
FAGCX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FAGCX Martin Ratio Rank: 5353
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FAGCX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) and Fidelity International Index Fund (FSPSX). 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.


FAGCXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.39

-0.39

Sortino ratio

Return per unit of downside risk

1.53

1.90

-0.38

Omega ratio

Gain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratio

Return relative to maximum drawdown

1.48

1.94

-0.45

Martin ratio

Return relative to average drawdown

5.36

7.43

-2.07

FAGCX vs. FSPSX - Sharpe Ratio Comparison

The current FAGCX Sharpe Ratio is 1.00, which is comparable to the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FAGCX and FSPSX, 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


FAGCXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.39

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.53

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

0.55

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Correlation

The correlation between FAGCX and FSPSX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FAGCX vs. FSPSX - Dividend Comparison

FAGCX's dividend yield for the trailing twelve months is around 4.05%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
4.05%3.67%0.00%0.00%11.34%14.14%7.31%7.69%14.30%8.00%15.78%16.11%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FAGCX vs. FSPSX - Drawdown Comparison

The maximum FAGCX drawdown since its inception was -69.09%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FAGCX and FSPSX.


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Drawdown Indicators


FAGCXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-69.09%

-33.69%

-35.40%

Max Drawdown (1Y)

Largest decline over 1 year

-16.10%

-11.39%

-4.71%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-29.41%

-9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-33.69%

-5.03%

Current Drawdown

Current decline from peak

-12.10%

-8.22%

-3.88%

Average Drawdown

Average peak-to-trough decline

-18.84%

-6.60%

-12.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

2.97%

+1.49%

Volatility

FAGCX vs. FSPSX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) has a higher volatility of 8.51% compared to Fidelity International Index Fund (FSPSX) at 7.65%. This indicates that FAGCX's price experiences larger fluctuations and is considered to be riskier than FSPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGCXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

7.65%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

11.01%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

17.00%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.44%

15.82%

+9.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

16.49%

+7.93%