PortfoliosLab logoPortfoliosLab logo
FAGOX vs. FDGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGOX vs. FDGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Fidelity Growth Company Fund (FDGRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FAGOX vs. FDGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
-9.60%21.86%38.37%44.80%-38.56%11.05%68.19%39.94%14.61%34.34%
FDGRX
Fidelity Growth Company Fund
-2.70%18.54%37.18%47.25%-33.86%22.57%67.42%38.40%-4.14%36.76%

Returns By Period

In the year-to-date period, FAGOX achieves a -9.60% return, which is significantly lower than FDGRX's -2.70% return. Over the past 10 years, FAGOX has underperformed FDGRX with an annualized return of 18.91%, while FDGRX has yielded a comparatively higher 20.34% annualized return.


FAGOX

1D
4.76%
1M
-5.84%
YTD
-9.60%
6M
-8.63%
1Y
22.40%
3Y*
24.51%
5Y*
7.64%
10Y*
18.91%

FDGRX

1D
4.47%
1M
-4.63%
YTD
-2.70%
6M
-3.20%
1Y
31.14%
3Y*
25.93%
5Y*
12.63%
10Y*
20.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FAGOX vs. FDGRX - Expense Ratio Comparison

FAGOX has a 1.28% expense ratio, which is higher than FDGRX's 0.79% expense ratio.


Return for Risk

FAGOX vs. FDGRX — Risk / Return Rank

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

FAGOX
FAGOX Risk / Return Rank: 5151
Overall Rank
FAGOX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FAGOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FAGOX Omega Ratio Rank: 4949
Omega Ratio Rank
FAGOX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FAGOX Martin Ratio Rank: 5050
Martin Ratio Rank

FDGRX
FDGRX Risk / Return Rank: 7676
Overall Rank
FDGRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FDGRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FDGRX Omega Ratio Rank: 7070
Omega Ratio Rank
FDGRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FDGRX 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.

FAGOX vs. FDGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Fidelity Growth Company Fund (FDGRX). 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.


FAGOXFDGRXDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.31

-0.33

Sortino ratio

Return per unit of downside risk

1.49

1.88

-0.39

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.43

2.12

-0.69

Martin ratio

Return relative to average drawdown

5.15

7.42

-2.27

FAGOX vs. FDGRX - Sharpe Ratio Comparison

The current FAGOX Sharpe Ratio is 0.98, which is comparable to the FDGRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FAGOX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FAGOXFDGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.31

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.53

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.88

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.67

-0.09

Correlation

The correlation between FAGOX and FDGRX 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

FAGOX vs. FDGRX - Dividend Comparison

FAGOX's dividend yield for the trailing twelve months is around 4.65%, while FDGRX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
4.65%4.21%0.00%0.00%0.00%10.01%5.29%4.15%12.10%7.48%15.51%11.14%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%8.86%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.16%3.92%

Drawdowns

FAGOX vs. FDGRX - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for FAGOX and FDGRX.


Loading graphics...

Drawdown Indicators


FAGOXFDGRXDifference

Max Drawdown

Largest peak-to-trough decline

-65.31%

-71.62%

+6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-13.07%

-3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-44.84%

-40.25%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-40.25%

-4.59%

Current Drawdown

Current decline from peak

-12.29%

-8.69%

-3.60%

Average Drawdown

Average peak-to-trough decline

-13.60%

-15.97%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

3.74%

+0.78%

Volatility

FAGOX vs. FDGRX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Fidelity Growth Company Fund (FDGRX) have volatilities of 8.51% and 8.21%, 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.


Loading graphics...

Volatility by Period


FAGOXFDGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

8.21%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

15.30%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

24.68%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

23.97%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

23.33%

+0.50%