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

Correlation

The correlation between FAGOX and VOOG is 0.91, 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. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
524.52%
774.07%
FAGOX
VOOG

Key characteristics

Sharpe Ratio

FAGOX:

2.17

VOOG:

2.24

Sortino Ratio

FAGOX:

2.83

VOOG:

2.88

Omega Ratio

FAGOX:

1.39

VOOG:

1.41

Calmar Ratio

FAGOX:

1.59

VOOG:

3.05

Martin Ratio

FAGOX:

12.66

VOOG:

12.09

Ulcer Index

FAGOX:

3.49%

VOOG:

3.24%

Daily Std Dev

FAGOX:

20.35%

VOOG:

17.50%

Max Drawdown

FAGOX:

-65.31%

VOOG:

-32.73%

Current Drawdown

FAGOX:

-3.18%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, FAGOX achieves a 40.69% return, which is significantly higher than VOOG's 37.61% return. Over the past 10 years, FAGOX has underperformed VOOG with an annualized return of 10.89%, while VOOG has yielded a comparatively higher 15.20% annualized return.


FAGOX

YTD

40.69%

1M

2.63%

6M

13.44%

1Y

41.78%

5Y*

14.25%

10Y*

10.89%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

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. VOOG - Expense Ratio Comparison

FAGOX has a 1.28% expense ratio, which is higher than VOOG's 0.10% 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 VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FAGOX vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Vanguard S&P 500 Growth ETF (VOOG). 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 2.17, compared to the broader market-1.000.001.002.003.004.002.172.24
The chart of Sortino ratio for FAGOX, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.832.88
The chart of Omega ratio for FAGOX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.41
The chart of Calmar ratio for FAGOX, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.0012.0014.001.593.05
The chart of Martin ratio for FAGOX, currently valued at 12.66, compared to the broader market0.0020.0040.0060.0012.6612.09
FAGOX
VOOG

The current FAGOX Sharpe Ratio is 2.17, which is comparable to the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FAGOX and VOOG, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.17
2.24
FAGOX
VOOG

Dividends

FAGOX vs. VOOG - Dividend Comparison

FAGOX has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.34%.


TTM20232022202120202019201820172016201520142013
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%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

FAGOX vs. VOOG - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FAGOX and VOOG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.18%
-2.43%
FAGOX
VOOG

Volatility

FAGOX vs. VOOG - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a higher volatility of 5.81% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.77%. This indicates that FAGOX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.81%
4.77%
FAGOX
VOOG
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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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