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FCFMX vs. FGJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCFMX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Total Market Index Fund (FCFMX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

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FCFMX vs. FGJEX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FCFMX achieves a -4.01% return, which is significantly lower than FGJEX's -2.99% return.


FCFMX

1D
2.95%
1M
-5.08%
YTD
-4.01%
6M
-2.05%
1Y
18.01%
3Y*
17.99%
5Y*
10.58%
10Y*

FGJEX

1D
-0.41%
1M
-7.13%
YTD
-2.99%
6M
0.63%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCFMX vs. FGJEX - Expense Ratio Comparison

FCFMX has a 0.00% expense ratio, which is lower than FGJEX's 0.46% expense ratio.


Return for Risk

FCFMX vs. FGJEX — Risk / Return Rank

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

FCFMX
FCFMX Risk / Return Rank: 5959
Overall Rank
FCFMX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FCFMX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FCFMX Omega Ratio Rank: 5555
Omega Ratio Rank
FCFMX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FCFMX Martin Ratio Rank: 7575
Martin Ratio Rank

FGJEX
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.

FCFMX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Total Market Index Fund (FCFMX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.


FCFMXFGJEXDifference

Sharpe ratio

Return per unit of total volatility

0.99

Sortino ratio

Return per unit of downside risk

1.52

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

1.54

Martin ratio

Return relative to average drawdown

7.43

FCFMX vs. FGJEX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FCFMXFGJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

2.09

-1.44

Correlation

The correlation between FCFMX and FGJEX is 0.91, 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.


Dividends

FCFMX vs. FGJEX - Dividend Comparison

FCFMX's dividend yield for the trailing twelve months is around 1.47%, less than FGJEX's 9.88% yield.


TTM2025202420232022202120202019
FCFMX
Fidelity Series Total Market Index Fund
1.47%1.41%1.27%1.45%1.78%1.56%1.88%1.35%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.88%9.59%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCFMX vs. FGJEX - Drawdown Comparison

The maximum FCFMX drawdown since its inception was -34.99%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for FCFMX and FGJEX.


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Drawdown Indicators


FCFMXFGJEXDifference

Max Drawdown

Largest peak-to-trough decline

-34.99%

-8.32%

-26.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-25.34%

Current Drawdown

Current decline from peak

-6.21%

-8.32%

+2.11%

Average Drawdown

Average peak-to-trough decline

-5.68%

-1.05%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

FCFMX vs. FGJEX - Volatility Comparison


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Volatility by Period


FCFMXFGJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.71%

10.78%

+7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

10.78%

+6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

10.78%

+9.79%