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FAGOX vs. FDTEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGOX vs. FDTEX - 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 Advisor Diversified Stock Fund Class M (FDTEX). The values are adjusted to include any dividend payments, if applicable.

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FAGOX vs. FDTEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
-13.70%21.86%38.37%44.80%-38.56%11.05%68.19%39.94%14.61%34.34%
FDTEX
Fidelity Advisor Diversified Stock Fund Class M
-5.84%13.31%48.66%27.49%-20.43%27.39%26.58%27.30%-6.27%17.69%

Returns By Period

In the year-to-date period, FAGOX achieves a -13.70% return, which is significantly lower than FDTEX's -5.84% return. Over the past 10 years, FAGOX has outperformed FDTEX with an annualized return of 18.36%, while FDTEX has yielded a comparatively lower 15.50% annualized return.


FAGOX

1D
-1.17%
1M
-9.96%
YTD
-13.70%
6M
-12.44%
1Y
18.10%
3Y*
22.60%
5Y*
7.08%
10Y*
18.36%

FDTEX

1D
-0.71%
1M
-8.71%
YTD
-5.84%
6M
-3.55%
1Y
15.04%
3Y*
23.77%
5Y*
13.86%
10Y*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGOX vs. FDTEX - Expense Ratio Comparison

FAGOX has a 1.28% expense ratio, which is higher than FDTEX's 1.13% expense ratio.


Return for Risk

FAGOX vs. FDTEX — Risk / Return Rank

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

FAGOX
FAGOX Risk / Return Rank: 3434
Overall Rank
FAGOX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
FAGOX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FAGOX Omega Ratio Rank: 3636
Omega Ratio Rank
FAGOX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FAGOX Martin Ratio Rank: 3131
Martin Ratio Rank

FDTEX
FDTEX Risk / Return Rank: 4040
Overall Rank
FDTEX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FDTEX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FDTEX Omega Ratio Rank: 4040
Omega Ratio Rank
FDTEX Calmar Ratio Rank: 3939
Calmar Ratio Rank
FDTEX Martin Ratio Rank: 4545
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. FDTEX - 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 Advisor Diversified Stock Fund Class M (FDTEX). 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.


FAGOXFDTEXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.81

-0.07

Sortino ratio

Return per unit of downside risk

1.18

1.23

-0.05

Omega ratio

Gain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

0.91

1.03

-0.12

Martin ratio

Return relative to average drawdown

3.31

4.56

-1.25

FAGOX vs. FDTEX - Sharpe Ratio Comparison

The current FAGOX Sharpe Ratio is 0.74, which is comparable to the FDTEX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FAGOX and FDTEX, 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


FAGOXFDTEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.81

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.58

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.72

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.47

+0.09

Correlation

The correlation between FAGOX and FDTEX is 0.89, 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. FDTEX - Dividend Comparison

FAGOX's dividend yield for the trailing twelve months is around 4.88%, less than FDTEX's 6.87% yield.


TTM20252024202320222021202020192018201720162015
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
4.88%4.21%0.00%0.00%0.00%10.01%5.29%4.15%12.10%7.48%15.51%11.14%
FDTEX
Fidelity Advisor Diversified Stock Fund Class M
6.87%6.47%28.65%3.15%8.76%17.04%4.97%2.62%13.14%7.87%1.03%7.93%

Drawdowns

FAGOX vs. FDTEX - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, roughly equal to the maximum FDTEX drawdown of -63.20%. Use the drawdown chart below to compare losses from any high point for FAGOX and FDTEX.


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Drawdown Indicators


FAGOXFDTEXDifference

Max Drawdown

Largest peak-to-trough decline

-65.31%

-63.20%

-2.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-12.60%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-44.84%

-27.44%

-17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-30.43%

-14.41%

Current Drawdown

Current decline from peak

-16.27%

-10.05%

-6.22%

Average Drawdown

Average peak-to-trough decline

-13.60%

-8.77%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

2.84%

+1.61%

Volatility

FAGOX vs. FDTEX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a higher volatility of 6.78% compared to Fidelity Advisor Diversified Stock Fund Class M (FDTEX) at 5.38%. This indicates that FAGOX's price experiences larger fluctuations and is considered to be riskier than FDTEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGOXFDTEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.38%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

11.14%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

19.20%

+4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

23.83%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

21.71%

+2.07%