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FCAGX vs. FDEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCAGX and FDEGX is 0.90, 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

FCAGX vs. FDEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) and Fidelity Growth Strategies Fund (FDEGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
5.52%
11.73%
FCAGX
FDEGX

Key characteristics

Sharpe Ratio

FCAGX:

1.16

FDEGX:

1.13

Sortino Ratio

FCAGX:

1.66

FDEGX:

1.52

Omega Ratio

FCAGX:

1.20

FDEGX:

1.22

Calmar Ratio

FCAGX:

0.75

FDEGX:

0.90

Martin Ratio

FCAGX:

5.80

FDEGX:

4.65

Ulcer Index

FCAGX:

3.99%

FDEGX:

4.80%

Daily Std Dev

FCAGX:

19.97%

FDEGX:

19.76%

Max Drawdown

FCAGX:

-59.24%

FDEGX:

-85.76%

Current Drawdown

FCAGX:

-15.17%

FDEGX:

-12.45%

Returns By Period

In the year-to-date period, FCAGX achieves a 2.68% return, which is significantly lower than FDEGX's 4.32% return. Over the past 10 years, FCAGX has underperformed FDEGX with an annualized return of 6.65%, while FDEGX has yielded a comparatively higher 8.42% annualized return.


FCAGX

YTD

2.68%

1M

1.82%

6M

5.52%

1Y

22.14%

5Y*

3.69%

10Y*

6.65%

FDEGX

YTD

4.32%

1M

2.34%

6M

11.73%

1Y

22.07%

5Y*

6.01%

10Y*

8.42%

*Annualized

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


FCAGX vs. FDEGX - Expense Ratio Comparison

FCAGX has a 1.29% expense ratio, which is higher than FDEGX's 0.63% expense ratio.


FCAGX
Fidelity Advisor Small Cap Growth Fund Class A
Expense ratio chart for FCAGX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for FDEGX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

FCAGX vs. FDEGX — Risk-Adjusted Performance Rank

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

FCAGX
The Risk-Adjusted Performance Rank of FCAGX is 5656
Overall Rank
The Sharpe Ratio Rank of FCAGX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FCAGX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FCAGX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FCAGX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FCAGX is 6464
Martin Ratio Rank

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 5555
Overall Rank
The Sharpe Ratio Rank of FDEGX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 5555
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.

FCAGX vs. FDEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) and Fidelity Growth Strategies Fund (FDEGX). 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 FCAGX, currently valued at 1.16, compared to the broader market-1.000.001.002.003.004.001.161.13
The chart of Sortino ratio for FCAGX, currently valued at 1.66, compared to the broader market0.005.0010.001.661.52
The chart of Omega ratio for FCAGX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.22
The chart of Calmar ratio for FCAGX, currently valued at 0.75, compared to the broader market0.005.0010.0015.0020.000.750.90
The chart of Martin ratio for FCAGX, currently valued at 5.80, compared to the broader market0.0020.0040.0060.0080.005.804.65
FCAGX
FDEGX

The current FCAGX Sharpe Ratio is 1.16, which is comparable to the FDEGX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FCAGX and FDEGX, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.16
1.13
FCAGX
FDEGX

Dividends

FCAGX vs. FDEGX - Dividend Comparison

FCAGX's dividend yield for the trailing twelve months is around 0.73%, while FDEGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FCAGX
Fidelity Advisor Small Cap Growth Fund Class A
0.73%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.61%
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%0.05%0.00%0.00%0.00%0.44%0.75%0.38%0.54%0.13%0.59%

Drawdowns

FCAGX vs. FDEGX - Drawdown Comparison

The maximum FCAGX drawdown since its inception was -59.24%, smaller than the maximum FDEGX drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for FCAGX and FDEGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.17%
-12.45%
FCAGX
FDEGX

Volatility

FCAGX vs. FDEGX - Volatility Comparison

The current volatility for Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) is 5.44%, while Fidelity Growth Strategies Fund (FDEGX) has a volatility of 10.28%. This indicates that FCAGX experiences smaller price fluctuations and is considered to be less risky than FDEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.44%
10.28%
FCAGX
FDEGX
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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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