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

Correlation

The correlation between FAOFX and FSPGX 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.


-0.50.00.51.00.9

Performance

FAOFX vs. FSPGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
11.59%
14.84%
FAOFX
FSPGX

Key characteristics

Sharpe Ratio

FAOFX:

1.11

FSPGX:

1.57

Sortino Ratio

FAOFX:

1.52

FSPGX:

2.10

Omega Ratio

FAOFX:

1.21

FSPGX:

1.29

Calmar Ratio

FAOFX:

0.73

FSPGX:

2.12

Martin Ratio

FAOFX:

5.04

FSPGX:

7.99

Ulcer Index

FAOFX:

4.92%

FSPGX:

3.49%

Daily Std Dev

FAOFX:

22.35%

FSPGX:

17.80%

Max Drawdown

FAOFX:

-59.22%

FSPGX:

-32.66%

Current Drawdown

FAOFX:

-14.79%

FSPGX:

-0.44%

Returns By Period

In the year-to-date period, FAOFX achieves a 6.89% return, which is significantly higher than FSPGX's 3.75% return.


FAOFX

YTD

6.89%

1M

3.57%

6M

9.66%

1Y

28.54%

5Y*

4.94%

10Y*

4.55%

FSPGX

YTD

3.75%

1M

2.37%

6M

13.05%

1Y

30.03%

5Y*

18.31%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAOFX vs. FSPGX - Expense Ratio Comparison

FAOFX has a 0.00% expense ratio, which is lower than FSPGX's 0.04% 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%.


FSPGX
Fidelity Large Cap Growth Index Fund
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FAOFX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FAOFX vs. FSPGX — 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 5555
Overall Rank
The Sharpe Ratio Rank of FAOFX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FAOFX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FAOFX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FAOFX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FAOFX is 6262
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 7878
Overall Rank
The Sharpe Ratio Rank of FSPGX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 8080
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. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 FAOFX, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.001.111.57
The chart of Sortino ratio for FAOFX, currently valued at 1.52, compared to the broader market0.002.004.006.008.0010.0012.001.522.10
The chart of Omega ratio for FAOFX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.29
The chart of Calmar ratio for FAOFX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.000.732.12
The chart of Martin ratio for FAOFX, currently valued at 5.04, compared to the broader market0.0020.0040.0060.0080.005.047.99
FAOFX
FSPGX

The current FAOFX Sharpe Ratio is 1.11, which is comparable to the FSPGX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of FAOFX and FSPGX, 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 Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.11
1.57
FAOFX
FSPGX

Dividends

FAOFX vs. FSPGX - Dividend Comparison

FAOFX's dividend yield for the trailing twelve months is around 0.44%, more than FSPGX's 0.36% yield.


TTM20242023202220212020201920182017201620152014
FAOFX
Fidelity Advisor Series Growth Opportunities Fund
0.44%0.47%0.33%0.54%0.43%0.64%0.97%0.91%0.82%0.36%0.69%2.14%
FSPGX
Fidelity Large Cap Growth Index Fund
0.36%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%

Drawdowns

FAOFX vs. FSPGX - Drawdown Comparison

The maximum FAOFX drawdown since its inception was -59.22%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FAOFX and FSPGX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.79%
-0.44%
FAOFX
FSPGX

Volatility

FAOFX vs. FSPGX - Volatility Comparison

Fidelity Advisor Series Growth Opportunities Fund (FAOFX) has a higher volatility of 7.05% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.00%. This indicates that FAOFX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.05%
5.00%
FAOFX
FSPGX
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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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