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FAOFX vs. FCGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAOFX and FCGSX is 0.88, 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

FAOFX vs. FCGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Fidelity Series Growth Company Fund (FCGSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FAOFX:

0.32

FCGSX:

0.49

Sortino Ratio

FAOFX:

0.54

FCGSX:

0.73

Omega Ratio

FAOFX:

1.07

FCGSX:

1.10

Calmar Ratio

FAOFX:

0.20

FCGSX:

0.41

Martin Ratio

FAOFX:

0.67

FCGSX:

1.27

Ulcer Index

FAOFX:

10.90%

FCGSX:

8.36%

Daily Std Dev

FAOFX:

29.57%

FCGSX:

27.08%

Max Drawdown

FAOFX:

-59.22%

FCGSX:

-38.77%

Current Drawdown

FAOFX:

-20.19%

FCGSX:

-7.05%

Returns By Period

In the year-to-date period, FAOFX achieves a 0.12% return, which is significantly higher than FCGSX's -2.59% return. Over the past 10 years, FAOFX has underperformed FCGSX with an annualized return of 3.67%, while FCGSX has yielded a comparatively higher 18.68% annualized return.


FAOFX

YTD

0.12%

1M

11.81%

6M

-6.73%

1Y

9.40%

3Y*

18.36%

5Y*

3.26%

10Y*

3.67%

FCGSX

YTD

-2.59%

1M

10.25%

6M

-1.75%

1Y

13.06%

3Y*

21.77%

5Y*

19.52%

10Y*

18.68%

*Annualized

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FAOFX vs. FCGSX - Expense Ratio Comparison

FAOFX has a 0.00% expense ratio, which is lower than FCGSX's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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

Risk-Adjusted Performance

FAOFX vs. FCGSX — Risk-Adjusted Performance Rank

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

FAOFX
The Risk-Adjusted Performance Rank of FAOFX is 2424
Overall Rank
The Sharpe Ratio Rank of FAOFX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FAOFX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FAOFX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FAOFX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of FAOFX is 2222
Martin Ratio Rank

FCGSX
The Risk-Adjusted Performance Rank of FCGSX is 3434
Overall Rank
The Sharpe Ratio Rank of FCGSX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FCGSX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FCGSX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FCGSX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of FCGSX is 3232
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.

FAOFX vs. FCGSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Fidelity Series Growth Company Fund (FCGSX). 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 FAOFX Sharpe Ratio is 0.32, which is lower than the FCGSX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FAOFX and FCGSX, 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

FAOFX vs. FCGSX - Dividend Comparison

FAOFX's dividend yield for the trailing twelve months is around 8.74%, less than FCGSX's 12.82% yield.


TTM20242023202220212020201920182017201620152014
FAOFX
Fidelity Advisor Series Growth Opportunities Fund
8.74%8.75%0.33%0.54%30.66%32.61%28.66%24.08%10.40%4.35%11.85%2.00%
FCGSX
Fidelity Series Growth Company Fund
12.82%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%0.74%

Drawdowns

FAOFX vs. FCGSX - Drawdown Comparison

The maximum FAOFX drawdown since its inception was -59.22%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for FAOFX and FCGSX.


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

Volatility

FAOFX vs. FCGSX - Volatility Comparison

Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Fidelity Series Growth Company Fund (FCGSX) have volatilities of 6.10% and 6.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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