FAOFX vs. VTMGX
FAOFX (Fidelity Advisor Series Growth Opportunities Fund) and VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) are both Large Cap Growth Equities funds. Over the past 10 years, FAOFX returned 23.16%/yr vs 10.24%/yr for VTMGX. A 0.69 correlation means they provide meaningful diversification when combined. FAOFX charges 0.00%/yr vs 0.07%/yr for VTMGX.
Performance
FAOFX vs. VTMGX - Performance Comparison
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Returns By Period
In the year-to-date period, FAOFX achieves a 17.30% return, which is significantly higher than VTMGX's 15.89% return. Over the past 10 years, FAOFX has outperformed VTMGX with an annualized return of 23.16%, while VTMGX has yielded a comparatively lower 10.24% annualized return.
FAOFX
- 1D
- -0.10%
- 1M
- 8.53%
- YTD
- 17.30%
- 6M
- 18.91%
- 1Y
- 40.93%
- 3Y*
- 32.61%
- 5Y*
- 14.69%
- 10Y*
- 23.16%
VTMGX
- 1D
- 0.26%
- 1M
- 6.03%
- YTD
- 15.89%
- 6M
- 19.15%
- 1Y
- 33.58%
- 3Y*
- 20.20%
- 5Y*
- 9.96%
- 10Y*
- 10.24%
FAOFX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | 17.30% | 22.32% | 39.90% | 46.96% | -37.34% | 13.29% | 68.46% | 40.79% | 16.47% | 35.62% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 15.89% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Correlation
The correlation between FAOFX and VTMGX is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2013 | 0.69 |
The correlation between FAOFX and VTMGX has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.
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Return for Risk
FAOFX vs. VTMGX — Risk / Return Rank
FAOFX
VTMGX
FAOFX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.39 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | 2.81 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.13 | 10.88 | -0.75 |
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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.17 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.63 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.97 | 0.62 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.31 | +0.57 |
Drawdowns
FAOFX vs. VTMGX - Drawdown Comparison
The maximum FAOFX drawdown since its inception was -43.59%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for FAOFX and VTMGX.
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Drawdown Indicators
| FAOFX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.59% | -60.58% | +16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.48% | -11.67% | -3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.60% | -13.18% | -13.42% |
Max Drawdown (5Y)Largest decline over 5 years | -43.59% | -29.71% | -13.88% |
Max Drawdown (10Y)Largest decline over 10 years | -43.59% | -35.68% | -7.91% |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -14.66% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.01% | +1.14% |
Volatility
FAOFX vs. VTMGX - Volatility Comparison
The current volatility for Fidelity Advisor Series Growth Opportunities Fund (FAOFX) is 4.34%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 4.97%. This indicates that FAOFX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAOFX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.97% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 14.14% | 12.53% | +1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 15.11% | +3.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.02% | 15.87% | +9.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.90% | 16.54% | +7.36% |
FAOFX vs. VTMGX - Expense Ratio Comparison
FAOFX has a 0.00% expense ratio, which is lower than VTMGX's 0.07% 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%.
Dividends
FAOFX vs. VTMGX - Dividend Comparison
FAOFX's dividend yield for the trailing twelve months is around 13.20%, more than VTMGX's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAOFX Fidelity Advisor Series Growth Opportunities Fund | 13.20% | 15.49% | 8.75% | 0.33% | 0.54% | 30.66% | 32.61% | 28.66% | 24.08% | 10.40% | 4.35% | 11.85% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.58% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Frequently Asked Questions
FAOFX and VTMGX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMGX has higher volatility (4.97%) compared to FAOFX (4.34%). In terms of maximum drawdown, FAOFX dropped -43.59% vs VTMGX's -60.58%.
FAOFX currently has the higher Sharpe Ratio (2.32 vs 2.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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