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

Correlation

The correlation between FCAGX and FSCDX is 0.85, 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.


Performance

FCAGX vs. FSCDX - 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 Advisor Small Cap Fund Class A (FSCDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCAGX:

-0.08

FSCDX:

-0.54

Sortino Ratio

FCAGX:

0.05

FSCDX:

-0.57

Omega Ratio

FCAGX:

1.01

FSCDX:

0.92

Calmar Ratio

FCAGX:

-0.06

FSCDX:

-0.34

Martin Ratio

FCAGX:

-0.23

FSCDX:

-0.93

Ulcer Index

FCAGX:

9.61%

FSCDX:

14.14%

Daily Std Dev

FCAGX:

25.35%

FSCDX:

25.31%

Max Drawdown

FCAGX:

-59.24%

FSCDX:

-51.19%

Current Drawdown

FCAGX:

-24.95%

FSCDX:

-30.19%

Returns By Period

In the year-to-date period, FCAGX achieves a -9.16% return, which is significantly lower than FSCDX's -7.00% return. Over the past 10 years, FCAGX has outperformed FSCDX with an annualized return of 4.30%, while FSCDX has yielded a comparatively lower -0.86% annualized return.


FCAGX

YTD

-9.16%

1M

10.81%

6M

-16.08%

1Y

-1.11%

5Y*

3.56%

10Y*

4.30%

FSCDX

YTD

-7.00%

1M

9.53%

6M

-23.43%

1Y

-13.48%

5Y*

5.68%

10Y*

-0.86%

*Annualized

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FCAGX vs. FSCDX - Expense Ratio Comparison

FCAGX has a 1.29% expense ratio, which is higher than FSCDX's 1.22% expense ratio.


Risk-Adjusted Performance

FCAGX vs. FSCDX — 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 1919
Overall Rank
The Sharpe Ratio Rank of FCAGX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FCAGX is 1919
Sortino Ratio Rank
The Omega Ratio Rank of FCAGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of FCAGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FCAGX is 1717
Martin Ratio Rank

FSCDX
The Risk-Adjusted Performance Rank of FSCDX is 44
Overall Rank
The Sharpe Ratio Rank of FSCDX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCDX is 33
Sortino Ratio Rank
The Omega Ratio Rank of FSCDX is 44
Omega Ratio Rank
The Calmar Ratio Rank of FSCDX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FSCDX is 44
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. FSCDX - 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 Advisor Small Cap Fund Class A (FSCDX). 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.


The current FCAGX Sharpe Ratio is -0.08, which is higher than the FSCDX Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of FCAGX and FSCDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FCAGX vs. FSCDX - Dividend Comparison

FCAGX's dividend yield for the trailing twelve months is around 1.32%, less than FSCDX's 1.87% yield.


TTM20242023202220212020201920182017201620152014
FCAGX
Fidelity Advisor Small Cap Growth Fund Class A
1.32%1.20%0.00%0.00%20.36%8.58%5.58%14.80%7.05%0.79%4.32%8.61%
FSCDX
Fidelity Advisor Small Cap Fund Class A
1.87%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.30%0.44%0.68%

Drawdowns

FCAGX vs. FSCDX - Drawdown Comparison

The maximum FCAGX drawdown since its inception was -59.24%, which is greater than FSCDX's maximum drawdown of -51.19%. Use the drawdown chart below to compare losses from any high point for FCAGX and FSCDX. For additional features, visit the drawdowns tool.


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Volatility

FCAGX vs. FSCDX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) has a higher volatility of 7.81% compared to Fidelity Advisor Small Cap Fund Class A (FSCDX) at 7.29%. This indicates that FCAGX's price experiences larger fluctuations and is considered to be riskier than FSCDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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