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FAGOX vs. TILIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGOX vs. TILIX - Performance Comparison

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

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FAGOX vs. TILIX - 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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
-13.04%18.41%33.31%42.64%-29.22%27.63%38.43%36.30%-1.66%28.49%

Returns By Period

The year-to-date returns for both investments are quite close, with FAGOX having a -13.70% return and TILIX slightly higher at -13.04%. Over the past 10 years, FAGOX has outperformed TILIX with an annualized return of 18.36%, while TILIX has yielded a comparatively lower 16.09% 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%

TILIX

1D
-0.44%
1M
-8.64%
YTD
-13.04%
6M
-12.14%
1Y
14.38%
3Y*
19.64%
5Y*
11.88%
10Y*
16.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGOX vs. TILIX - Expense Ratio Comparison

FAGOX has a 1.28% expense ratio, which is higher than TILIX's 0.05% expense ratio.


Return for Risk

FAGOX vs. TILIX — 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

TILIX
TILIX Risk / Return Rank: 2727
Overall Rank
TILIX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TILIX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TILIX Omega Ratio Rank: 3131
Omega Ratio Rank
TILIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
TILIX Martin Ratio Rank: 2222
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. TILIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and TIAA-CREF Large-Cap Growth Index Fund (TILIX). 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.


FAGOXTILIXDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.65

+0.09

Sortino ratio

Return per unit of downside risk

1.18

1.10

+0.08

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.01

Calmar ratio

Return relative to maximum drawdown

0.91

0.67

+0.23

Martin ratio

Return relative to average drawdown

3.31

2.32

+1.00

FAGOX vs. TILIX - Sharpe Ratio Comparison

The current FAGOX Sharpe Ratio is 0.74, which is comparable to the TILIX Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FAGOX and TILIX, 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


FAGOXTILIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.65

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.56

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.77

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.56

+0.01

Correlation

The correlation between FAGOX and TILIX 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. TILIX - Dividend Comparison

FAGOX's dividend yield for the trailing twelve months is around 4.88%, less than TILIX's 5.07% 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%
TILIX
TIAA-CREF Large-Cap Growth Index Fund
5.07%4.41%3.25%1.90%11.00%8.76%1.91%2.38%4.01%0.68%1.33%1.32%

Drawdowns

FAGOX vs. TILIX - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for FAGOX and TILIX.


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Drawdown Indicators


FAGOXTILIXDifference

Max Drawdown

Largest peak-to-trough decline

-65.31%

-50.54%

-14.77%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-16.24%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-44.84%

-32.68%

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-32.68%

-12.16%

Current Drawdown

Current decline from peak

-16.27%

-16.24%

-0.03%

Average Drawdown

Average peak-to-trough decline

-13.60%

-7.77%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

4.73%

-0.28%

Volatility

FAGOX vs. TILIX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a higher volatility of 6.78% compared to TIAA-CREF Large-Cap Growth Index Fund (TILIX) at 5.34%. This indicates that FAGOX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGOXTILIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.34%

+1.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

11.80%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

22.35%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

21.44%

+3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

21.01%

+2.77%