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FAGCX vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGCX vs. VUG - 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 ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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FAGCX vs. VUG - 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%
VUG
Vanguard Growth ETF
-9.39%19.40%32.69%46.83%-33.16%27.35%40.25%37.03%-3.32%27.72%

Returns By Period

The year-to-date returns for both investments are quite close, with FAGCX having a -9.48% return and VUG slightly higher at -9.39%. Over the past 10 years, FAGCX has outperformed VUG with an annualized return of 22.70%, while VUG has yielded a comparatively lower 16.16% 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%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGCX vs. VUG - Expense Ratio Comparison

FAGCX has a 0.79% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

FAGCX vs. VUG — 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

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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. VUG - Risk-Adjusted Trends Comparison

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


FAGCXVUGDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.82

+0.18

Sortino ratio

Return per unit of downside risk

1.53

1.32

+0.20

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.48

1.19

+0.30

Martin ratio

Return relative to average drawdown

5.36

4.15

+1.21

FAGCX vs. VUG - Sharpe Ratio Comparison

The current FAGCX Sharpe Ratio is 1.00, which is comparable to the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of FAGCX and VUG, 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


FAGCXVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.82

+0.18

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

0.76

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.57

-0.09

Correlation

The correlation between FAGCX and VUG is 0.93, 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

FAGCX vs. VUG - Dividend Comparison

FAGCX's dividend yield for the trailing twelve months is around 4.05%, more than VUG's 0.45% 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%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

FAGCX vs. VUG - Drawdown Comparison

The maximum FAGCX drawdown since its inception was -69.09%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FAGCX and VUG.


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Drawdown Indicators


FAGCXVUGDifference

Max Drawdown

Largest peak-to-trough decline

-69.09%

-50.68%

-18.41%

Max Drawdown (1Y)

Largest decline over 1 year

-16.10%

-16.53%

+0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.72%

-35.61%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.72%

-35.61%

-3.11%

Current Drawdown

Current decline from peak

-12.10%

-12.25%

+0.15%

Average Drawdown

Average peak-to-trough decline

-18.84%

-7.13%

-11.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.46%

4.72%

-0.26%

Volatility

FAGCX vs. VUG - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class I (FAGCX) has a higher volatility of 8.51% compared to Vanguard Growth ETF (VUG) at 7.12%. This indicates that FAGCX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGCXVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

7.12%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

12.70%

+2.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

22.70%

+1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.44%

22.22%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.42%

21.38%

+3.04%