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

Correlation

The correlation between FAGOX and FDGRX is 0.92, 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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
18.11%
3.55%
FAGOX
FDGRX

Key characteristics

Sharpe Ratio

FAGOX:

1.67

FDGRX:

0.94

Sortino Ratio

FAGOX:

2.22

FDGRX:

1.30

Omega Ratio

FAGOX:

1.30

FDGRX:

1.18

Calmar Ratio

FAGOX:

1.51

FDGRX:

0.86

Martin Ratio

FAGOX:

9.94

FDGRX:

4.33

Ulcer Index

FAGOX:

3.58%

FDGRX:

4.74%

Daily Std Dev

FAGOX:

21.41%

FDGRX:

21.88%

Max Drawdown

FAGOX:

-65.31%

FDGRX:

-71.50%

Current Drawdown

FAGOX:

-5.16%

FDGRX:

-11.65%

Returns By Period

In the year-to-date period, FAGOX achieves a 1.28% return, which is significantly higher than FDGRX's -0.20% return. Over the past 10 years, FAGOX has underperformed FDGRX with an annualized return of 10.98%, while FDGRX has yielded a comparatively higher 12.35% annualized return.


FAGOX

YTD

1.28%

1M

-1.03%

6M

18.11%

1Y

35.32%

5Y*

14.02%

10Y*

10.98%

FDGRX

YTD

-0.20%

1M

-2.14%

6M

3.55%

1Y

20.39%

5Y*

12.54%

10Y*

12.35%

*Annualized

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.


FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
Expense ratio chart for FAGOX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for FDGRX: 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%

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 7878
Overall Rank
The Sharpe Ratio Rank of FAGOX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGOX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of FAGOX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FAGOX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FAGOX is 8686
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 4848
Overall Rank
The Sharpe Ratio Rank of FDGRX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 5353
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.


Sharpe ratio
The chart of Sharpe ratio for FAGOX, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.670.94
The chart of Sortino ratio for FAGOX, currently valued at 2.22, compared to the broader market0.005.0010.002.221.30
The chart of Omega ratio for FAGOX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.18
The chart of Calmar ratio for FAGOX, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.001.510.86
The chart of Martin ratio for FAGOX, currently valued at 9.94, compared to the broader market0.0020.0040.0060.0080.009.944.33
FAGOX
FDGRX

The current FAGOX Sharpe Ratio is 1.67, which is higher than the FDGRX Sharpe Ratio of 0.94. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.67
0.94
FAGOX
FDGRX

Dividends

FAGOX vs. FDGRX - Dividend Comparison

Neither FAGOX nor FDGRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.16%
-11.65%
FAGOX
FDGRX

Volatility

FAGOX vs. FDGRX - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) is 7.87%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 10.78%. 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.


4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.87%
10.78%
FAGOX
FDGRX
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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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