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FCIGX vs. FSSNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCIGX and FSSNX is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

FCIGX vs. FSSNX - Performance Comparison

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

160.00%180.00%200.00%220.00%240.00%260.00%280.00%NovemberDecember2025FebruaryMarchApril
202.63%
210.38%
FCIGX
FSSNX

Key characteristics

Sharpe Ratio

FCIGX:

0.00

FSSNX:

-0.03

Sortino Ratio

FCIGX:

0.18

FSSNX:

0.13

Omega Ratio

FCIGX:

1.02

FSSNX:

1.02

Calmar Ratio

FCIGX:

0.00

FSSNX:

-0.03

Martin Ratio

FCIGX:

0.01

FSSNX:

-0.09

Ulcer Index

FCIGX:

8.78%

FSSNX:

8.60%

Daily Std Dev

FCIGX:

25.38%

FSSNX:

24.31%

Max Drawdown

FCIGX:

-59.05%

FSSNX:

-44.52%

Current Drawdown

FCIGX:

-26.27%

FSSNX:

-19.33%

Returns By Period

The year-to-date returns for both investments are quite close, with FCIGX having a -12.37% return and FSSNX slightly higher at -11.85%. Over the past 10 years, FCIGX has underperformed FSSNX with an annualized return of 4.34%, while FSSNX has yielded a comparatively higher 4.73% annualized return.


FCIGX

YTD

-12.37%

1M

-6.58%

6M

-12.77%

1Y

-1.63%

5Y*

4.84%

10Y*

4.34%

FSSNX

YTD

-11.85%

1M

-5.50%

6M

-10.63%

1Y

0.30%

5Y*

10.69%

10Y*

4.73%

*Annualized

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FCIGX vs. FSSNX - Expense Ratio Comparison

FCIGX has a 1.04% expense ratio, which is higher than FSSNX's 0.03% expense ratio.


Expense ratio chart for FCIGX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCIGX: 1.04%
Expense ratio chart for FSSNX: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSSNX: 0.03%

Risk-Adjusted Performance

FCIGX vs. FSSNX — Risk-Adjusted Performance Rank

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

FCIGX
The Risk-Adjusted Performance Rank of FCIGX is 2525
Overall Rank
The Sharpe Ratio Rank of FCIGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FCIGX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FCIGX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FCIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FCIGX is 2424
Martin Ratio Rank

FSSNX
The Risk-Adjusted Performance Rank of FSSNX is 2020
Overall Rank
The Sharpe Ratio Rank of FSSNX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of FSSNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of FSSNX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of FSSNX is 1919
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.

FCIGX vs. FSSNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) and Fidelity Small Cap Index Fund (FSSNX). 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 chart of Sharpe ratio for FCIGX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
FCIGX: -0.07
FSSNX: -0.03
The chart of Sortino ratio for FCIGX, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.00
FCIGX: 0.07
FSSNX: 0.13
The chart of Omega ratio for FCIGX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
FCIGX: 1.01
FSSNX: 1.02
The chart of Calmar ratio for FCIGX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.00
FCIGX: -0.06
FSSNX: -0.03
The chart of Martin ratio for FCIGX, currently valued at -0.21, compared to the broader market0.0010.0020.0030.0040.00
FCIGX: -0.21
FSSNX: -0.09

The current FCIGX Sharpe Ratio is 0.00, which is higher than the FSSNX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of FCIGX and FSSNX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.07
-0.03
FCIGX
FSSNX

Dividends

FCIGX vs. FSSNX - Dividend Comparison

FCIGX's dividend yield for the trailing twelve months is around 1.07%, less than FSSNX's 1.16% yield.


TTM20242023202220212020201920182017201620152014
FCIGX
Fidelity Advisor Small Cap Growth Fund Class I
1.07%0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.35%
FSSNX
Fidelity Small Cap Index Fund
1.16%1.03%1.43%1.26%1.26%0.94%1.32%1.33%1.15%1.24%2.80%4.80%

Drawdowns

FCIGX vs. FSSNX - Drawdown Comparison

The maximum FCIGX drawdown since its inception was -59.05%, which is greater than FSSNX's maximum drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for FCIGX and FSSNX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.27%
-19.33%
FCIGX
FSSNX

Volatility

FCIGX vs. FSSNX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) has a higher volatility of 15.21% compared to Fidelity Small Cap Index Fund (FSSNX) at 14.21%. This indicates that FCIGX's price experiences larger fluctuations and is considered to be riskier than FSSNX 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%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.21%
14.21%
FCIGX
FSSNX