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

Correlation

The correlation between FAGCX and VIGAX is 0.94, 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.


-0.50.00.51.00.9

Performance

FAGCX vs. VIGAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.91%
10.59%
FAGCX
VIGAX

Key characteristics

Sharpe Ratio

FAGCX:

1.99

VIGAX:

1.94

Sortino Ratio

FAGCX:

2.64

VIGAX:

2.54

Omega Ratio

FAGCX:

1.36

VIGAX:

1.35

Calmar Ratio

FAGCX:

1.53

VIGAX:

2.60

Martin Ratio

FAGCX:

11.73

VIGAX:

10.17

Ulcer Index

FAGCX:

3.46%

VIGAX:

3.31%

Daily Std Dev

FAGCX:

20.45%

VIGAX:

17.36%

Max Drawdown

FAGCX:

-65.09%

VIGAX:

-50.66%

Current Drawdown

FAGCX:

-4.31%

VIGAX:

-3.64%

Returns By Period

In the year-to-date period, FAGCX achieves a 39.72% return, which is significantly higher than VIGAX's 33.18% return. Over the past 10 years, FAGCX has underperformed VIGAX with an annualized return of 11.61%, while VIGAX has yielded a comparatively higher 15.75% annualized return.


FAGCX

YTD

39.72%

1M

1.21%

6M

11.91%

1Y

43.18%

5Y*

14.79%

10Y*

11.61%

VIGAX

YTD

33.18%

1M

3.24%

6M

9.96%

1Y

32.97%

5Y*

18.64%

10Y*

15.75%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAGCX vs. VIGAX - Expense Ratio Comparison

FAGCX has a 0.79% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


FAGCX
Fidelity Advisor Growth Opportunities Fund Class I
Expense ratio chart for FAGCX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FAGCX vs. VIGAX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FAGCX, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.991.90
The chart of Sortino ratio for FAGCX, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.002.642.50
The chart of Omega ratio for FAGCX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.35
The chart of Calmar ratio for FAGCX, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.0014.001.532.55
The chart of Martin ratio for FAGCX, currently valued at 11.73, compared to the broader market0.0020.0040.0060.0011.739.95
FAGCX
VIGAX

The current FAGCX Sharpe Ratio is 1.99, which is comparable to the VIGAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of FAGCX and VIGAX, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.99
1.90
FAGCX
VIGAX

Dividends

FAGCX vs. VIGAX - Dividend Comparison

FAGCX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.47%.


TTM20232022202120202019201820172016201520142013
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%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.33%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

FAGCX vs. VIGAX - Drawdown Comparison

The maximum FAGCX drawdown since its inception was -65.09%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FAGCX and VIGAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.31%
-3.64%
FAGCX
VIGAX

Volatility

FAGCX vs. VIGAX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) has a higher volatility of 5.71% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.84%. This indicates that FAGCX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.71%
4.84%
FAGCX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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