FAOFX vs. SWLGX
Compare and contrast key facts about Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
FAOFX is managed by Fidelity. It was launched on Nov 7, 2013. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
FAOFX vs. SWLGX - Performance Comparison
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FAOFX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | -12.86% | 22.32% | 39.90% | 46.96% | -37.34% | 13.29% | 68.46% | 40.79% | 16.47% | -0.55% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -13.06% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with FAOFX having a -12.86% return and SWLGX slightly lower at -13.06%.
FAOFX
- 1D
- -1.10%
- 1M
- -9.62%
- YTD
- -12.86%
- 6M
- -11.62%
- 1Y
- 19.76%
- 3Y*
- 24.03%
- 5Y*
- 8.53%
- 10Y*
- 19.70%
SWLGX
- 1D
- -0.46%
- 1M
- -8.63%
- YTD
- -13.06%
- 6M
- -12.07%
- 1Y
- 14.45%
- 3Y*
- 19.67%
- 5Y*
- 11.90%
- 10Y*
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FAOFX vs. SWLGX - Expense Ratio Comparison
FAOFX has a 0.00% expense ratio, which is lower than SWLGX'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. SWLGX — Risk / Return Rank
FAOFX
SWLGX
FAOFX vs. SWLGX - 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 Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.66 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.25 | 1.10 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.15 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.04 | 0.72 | +0.33 |
Martin ratioReturn relative to average drawdown | 3.74 | 2.51 | +1.23 |
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 | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.66 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.56 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.68 | +0.09 |
Correlation
The correlation between FAOFX and SWLGX 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. SWLGX - Dividend Comparison
FAOFX's dividend yield for the trailing twelve months is around 17.77%, more than SWLGX's 0.52% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | 17.77% | 15.49% | 8.75% | 0.33% | 0.54% | 30.66% | 32.61% | 28.66% | 24.08% | 10.40% | 4.35% | 11.85% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.52% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAOFX vs. SWLGX - Drawdown Comparison
The maximum FAOFX drawdown since its inception was -43.59%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for FAOFX and SWLGX.
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Drawdown Indicators
| FAOFX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -32.69% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.48% | -16.16% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -43.59% | -32.69% | -10.90% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | — | — |
Current DrawdownCurrent decline from peak | -15.48% | -16.16% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -8.19% | -7.13% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.31% | 4.62% | -0.31% |
Volatility
FAOFX vs. SWLGX - Volatility Comparison
Fidelity Advisor Series Growth Opportunities Fund (FAOFX) has a higher volatility of 6.68% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 5.38%. This indicates that FAOFX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOFX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 5.38% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | 11.82% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.38% | 22.31% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.99% | 21.47% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 22.78% | +1.01% |