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FCCGX vs. JGMNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCCGX vs. JGMNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Growth Fund Class C (FCCGX) and Janus Henderson Triton Fund Class N (JGMNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCCGX achieves a 25.75% return, which is significantly higher than JGMNX's 16.39% return. Over the past 10 years, FCCGX has outperformed JGMNX with an annualized return of 14.22%, while JGMNX has yielded a comparatively lower 10.99% annualized return.


FCCGX

1D
-0.97%
1M
6.51%
6M
25.75%
YTD
25.75%
1Y
40.08%
3Y*
20.44%
5Y*
7.55%
10Y*
14.22%

JGMNX

1D
-1.15%
1M
4.41%
6M
16.39%
YTD
16.39%
1Y
25.22%
3Y*
13.75%
5Y*
4.53%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCCGX vs. JGMNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCCGX
Fidelity Advisor Small Cap Growth Fund Class C
25.75%10.01%19.28%17.84%-26.11%9.29%35.00%34.94%-5.56%27.60%
JGMNX
Janus Henderson Triton Fund Class N
16.39%9.78%10.55%14.83%-23.56%6.88%28.75%28.60%-5.03%27.24%

Correlation

The correlation between FCCGX and JGMNX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 31, 2012

0.94

The correlation between FCCGX and JGMNX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

FCCGX vs. JGMNX — Risk / Return Rank

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

FCCGX
FCCGX Risk / Return Rank: 7070
Overall Rank
FCCGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FCCGX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FCCGX Omega Ratio Rank: 5454
Omega Ratio Rank
FCCGX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FCCGX Martin Ratio Rank: 8484
Martin Ratio Rank

JGMNX
JGMNX Risk / Return Rank: 5050
Overall Rank
JGMNX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JGMNX Sortino Ratio Rank: 4848
Sortino Ratio Rank
JGMNX Omega Ratio Rank: 3939
Omega Ratio Rank
JGMNX Calmar Ratio Rank: 5757
Calmar Ratio Rank
JGMNX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FCCGX vs. JGMNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Growth Fund Class C (FCCGX) and Janus Henderson Triton Fund Class N (JGMNX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCCGXJGMNXDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.05

Calmar ratioReturn relative to maximum drawdown

3.12

2.38

+0.74

Martin ratioReturn relative to average drawdown

12.40

9.74

+2.67

FCCGX vs. JGMNX - Sharpe Ratio Comparison

The current FCCGX Sharpe Ratio is 1.86, which is comparable to the JGMNX Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of FCCGX and JGMNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCCGX vs. JGMNX - Drawdown Comparison

The maximum FCCGX drawdown since its inception was -61.43%, which is greater than JGMNX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for FCCGX and JGMNX.


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Drawdown Indicators


FCCGXJGMNXDifference

Max Drawdown

Largest peak-to-trough decline

-61.43%

-39.72%

-21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-11.03%

-2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-28.93%

-23.84%

-5.09%

Max Drawdown (5Y)

Largest decline over 5 years

-39.42%

-31.74%

-7.68%

Max Drawdown (10Y)

Largest decline over 10 years

-39.42%

-39.72%

+0.30%

Current Drawdown

Current decline from peak

-0.97%

-1.15%

+0.18%

Average Drawdown

Average peak-to-trough decline

-11.87%

-7.10%

-4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.69%

+0.65%

Volatility

FCCGX vs. JGMNX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class C (FCCGX) has a higher volatility of 7.93% compared to Janus Henderson Triton Fund Class N (JGMNX) at 6.05%. This indicates that FCCGX's price experiences larger fluctuations and is considered to be riskier than JGMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCCGXJGMNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.93%

6.05%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

17.32%

13.36%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.26%

16.83%

+5.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

19.74%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.89%

20.55%

+2.34%

FCCGX vs. JGMNX - Expense Ratio Comparison

FCCGX has a 2.05% expense ratio, which is higher than JGMNX's 0.67% expense ratio.


Dividends

FCCGX vs. JGMNX - Dividend Comparison

FCCGX's dividend yield for the trailing twelve months is around 7.03%, less than JGMNX's 9.33% yield.


PositionTTM20252024202320222021202020192018201720162015
FCCGX
Fidelity Advisor Small Cap Growth Fund Class C
7.03%8.84%0.86%0.00%0.00%24.00%9.80%6.42%16.17%7.56%0.87%4.12%
JGMNX
Janus Henderson Triton Fund Class N
9.33%10.86%7.35%6.96%6.10%19.99%4.06%4.20%7.41%5.03%2.96%7.71%

Frequently Asked Questions


With a correlation of 0.92, FCCGX and JGMNX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FCCGX has higher volatility (7.93%) compared to JGMNX (6.05%). In terms of maximum drawdown, FCCGX dropped -61.43% vs JGMNX's -39.72%.

FCCGX currently has the higher Sharpe Ratio (1.86 vs 1.56), 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.

Portfolio Optimizer

Find the right allocation for FCCGX and JGMNX

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