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FAGOX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAGOX and FDGRX 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.


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.

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Key characteristics

Sharpe Ratio

FAGOX:

0.51

FDGRX:

0.38

Sortino Ratio

FAGOX:

0.88

FDGRX:

0.70

Omega Ratio

FAGOX:

1.12

FDGRX:

1.10

Calmar Ratio

FAGOX:

0.54

FDGRX:

0.39

Martin Ratio

FAGOX:

1.69

FDGRX:

1.21

Ulcer Index

FAGOX:

8.61%

FDGRX:

8.41%

Daily Std Dev

FAGOX:

28.22%

FDGRX:

27.03%

Max Drawdown

FAGOX:

-65.31%

FDGRX:

-71.50%

Current Drawdown

FAGOX:

-9.77%

FDGRX:

-9.35%

Returns By Period

In the year-to-date period, FAGOX achieves a -2.84% return, which is significantly higher than FDGRX's -5.03% return. Both investments have delivered pretty close results over the past 10 years, with FAGOX having a 16.92% annualized return and FDGRX not far ahead at 17.58%.


FAGOX

YTD

-2.84%

1M

10.31%

6M

-2.31%

1Y

12.62%

3Y*

21.24%

5Y*

15.33%

10Y*

16.92%

FDGRX

YTD

-5.03%

1M

9.58%

6M

-3.33%

1Y

8.81%

3Y*

22.96%

5Y*

17.93%

10Y*

17.58%

*Annualized

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FAGOX vs. FDGRX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FAGOX vs. FDGRX — Risk-Adjusted Performance Rank

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

FAGOX
The Risk-Adjusted Performance Rank of FAGOX is 5454
Overall Rank
The Sharpe Ratio Rank of FAGOX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGOX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FAGOX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FAGOX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of FAGOX is 4949
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 4444
Overall Rank
The Sharpe Ratio Rank of FDGRX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 4141
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.

FAGOX vs. FDGRX - Risk-Adjusted Performance 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.


The current FAGOX Sharpe Ratio is 0.51, which is higher than the FDGRX Sharpe Ratio of 0.38. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FAGOX vs. FDGRX - Dividend Comparison

FAGOX has not paid dividends to shareholders, while FDGRX's dividend yield for the trailing twelve months is around 9.33%.


TTM20242023202220212020201920182017201620152014
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
0.00%0.00%0.00%0.00%10.01%5.29%4.15%12.10%7.48%15.51%11.14%0.00%
FDGRX
Fidelity Growth Company Fund
9.33%8.86%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.23%3.92%3.94%

Drawdowns

FAGOX vs. FDGRX - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FAGOX and FDGRX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FAGOX vs. FDGRX - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) is 5.51%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 5.84%. This indicates that FAGOX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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