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

Correlation

The correlation between FASPX and FSPGX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

FASPX vs. FSPGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-7.37%
13.49%
FASPX
FSPGX

Key characteristics

Sharpe Ratio

FASPX:

0.03

FSPGX:

1.66

Sortino Ratio

FASPX:

0.15

FSPGX:

2.21

Omega Ratio

FASPX:

1.02

FSPGX:

1.30

Calmar Ratio

FASPX:

0.03

FSPGX:

2.26

Martin Ratio

FASPX:

0.07

FSPGX:

8.48

Ulcer Index

FASPX:

6.86%

FSPGX:

3.50%

Daily Std Dev

FASPX:

18.21%

FSPGX:

17.82%

Max Drawdown

FASPX:

-69.15%

FSPGX:

-32.66%

Current Drawdown

FASPX:

-16.84%

FSPGX:

-0.44%

Returns By Period

In the year-to-date period, FASPX achieves a 0.70% return, which is significantly lower than FSPGX's 3.75% return.


FASPX

YTD

0.70%

1M

-1.48%

6M

-7.37%

1Y

-2.42%

5Y*

6.99%

10Y*

1.80%

FSPGX

YTD

3.75%

1M

2.37%

6M

13.49%

1Y

28.67%

5Y*

17.79%

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.


FASPX vs. FSPGX - Expense Ratio Comparison

FASPX has a 1.37% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


FASPX
Fidelity Advisor Value Strategies Fund Class M
Expense ratio chart for FASPX: current value at 1.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.37%
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%

Risk-Adjusted Performance

FASPX vs. FSPGX — Risk-Adjusted Performance Rank

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

FASPX
The Risk-Adjusted Performance Rank of FASPX is 55
Overall Rank
The Sharpe Ratio Rank of FASPX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FASPX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FASPX is 55
Omega Ratio Rank
The Calmar Ratio Rank of FASPX is 55
Calmar Ratio Rank
The Martin Ratio Rank of FASPX is 55
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 7373
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 7979
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.

FASPX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Value Strategies Fund Class M (FASPX) 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 FASPX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.005.000.031.66
The chart of Sortino ratio for FASPX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.000.152.21
The chart of Omega ratio for FASPX, currently valued at 1.02, compared to the broader market1.002.003.004.001.021.30
The chart of Calmar ratio for FASPX, currently valued at 0.03, compared to the broader market0.005.0010.0015.0020.000.032.26
The chart of Martin ratio for FASPX, currently valued at 0.07, compared to the broader market0.0020.0040.0060.0080.000.078.48
FASPX
FSPGX

The current FASPX Sharpe Ratio is 0.03, which is lower than the FSPGX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FASPX 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.03
1.66
FASPX
FSPGX

Dividends

FASPX vs. FSPGX - Dividend Comparison

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


TTM20242023202220212020201920182017201620152014
FASPX
Fidelity Advisor Value Strategies Fund Class M
0.44%0.44%0.26%0.34%0.54%0.55%1.06%0.71%1.08%1.31%0.77%0.54%
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

FASPX vs. FSPGX - Drawdown Comparison

The maximum FASPX drawdown since its inception was -69.15%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FASPX and FSPGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.84%
-0.44%
FASPX
FSPGX

Volatility

FASPX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Value Strategies Fund Class M (FASPX) is 3.66%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.20%. This indicates that FASPX experiences smaller price fluctuations and is considered to be less risky 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%12.00%SeptemberOctoberNovemberDecember2025February
3.66%
5.20%
FASPX
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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