FAOFX vs. SCHG
Compare and contrast key facts about Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
FAOFX is managed by Fidelity. It was launched on Nov 7, 2013. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
FAOFX vs. SCHG - Performance Comparison
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FAOFX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | -8.82% | 22.32% | 39.90% | 46.96% | -37.34% | 13.29% | 68.46% | 40.79% | 16.47% | 35.62% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, FAOFX achieves a -8.82% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, FAOFX has outperformed SCHG with an annualized return of 20.25%, while SCHG has yielded a comparatively lower 16.95% annualized return.
FAOFX
- 1D
- 4.64%
- 1M
- -5.60%
- YTD
- -8.82%
- 6M
- -7.85%
- 1Y
- 23.88%
- 3Y*
- 25.92%
- 5Y*
- 9.10%
- 10Y*
- 20.25%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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FAOFX vs. SCHG - Expense Ratio Comparison
FAOFX has a 0.00% expense ratio, which is lower than SCHG'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%.
Return for Risk
FAOFX vs. SCHG — Risk / Return Rank
FAOFX
SCHG
FAOFX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| FAOFX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.03 | 0.76 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.24 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.09 | +0.50 |
Martin ratioReturn relative to average drawdown | 5.65 | 3.71 | +1.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAOFX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.76 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.57 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.79 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.79 | -0.01 |
Correlation
The correlation between FAOFX and SCHG is 0.94, 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
FAOFX vs. SCHG - Dividend Comparison
FAOFX's dividend yield for the trailing twelve months is around 16.99%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | 16.99% | 15.49% | 8.75% | 0.33% | 0.54% | 30.66% | 32.61% | 28.66% | 24.08% | 10.40% | 4.35% | 11.85% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
FAOFX vs. SCHG - Drawdown Comparison
The maximum FAOFX drawdown since its inception was -43.59%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for FAOFX and SCHG.
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Drawdown Indicators
| FAOFX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -34.59% | -9.00% |
Max Drawdown (1Y)Largest decline over 1 year | -15.48% | -16.41% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -43.59% | -34.59% | -9.00% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | -34.59% | -9.00% |
Current DrawdownCurrent decline from peak | -11.56% | -12.51% | +0.95% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -5.22% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 4.84% | -0.46% |
Volatility
FAOFX vs. SCHG - Volatility Comparison
Fidelity Advisor Series Growth Opportunities Fund (FAOFX) has a higher volatility of 8.34% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that FAOFX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOFX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 6.77% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | 12.54% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.75% | 22.45% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.05% | 22.31% | +2.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.83% | 21.51% | +2.32% |