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FCIGX vs. KSCOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIGX vs. KSCOX - 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 Kinetics Small Cap Opportunities Fund (KSCOX). The values are adjusted to include any dividend payments, if applicable.

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FCIGX vs. KSCOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCIGX
Fidelity Advisor Small Cap Growth Fund Class I
-5.51%11.17%20.53%19.01%-25.35%10.45%36.36%36.31%-4.57%28.97%
KSCOX
Kinetics Small Cap Opportunities Fund
29.72%-8.66%68.42%-14.77%31.96%50.32%2.30%27.06%0.29%26.23%

Returns By Period

In the year-to-date period, FCIGX achieves a -5.51% return, which is significantly lower than KSCOX's 29.72% return. Over the past 10 years, FCIGX has underperformed KSCOX with an annualized return of 12.75%, while KSCOX has yielded a comparatively higher 21.17% annualized return.


FCIGX

1D
-2.47%
1M
-10.07%
YTD
-5.51%
6M
-2.57%
1Y
18.06%
3Y*
12.03%
5Y*
3.47%
10Y*
12.75%

KSCOX

1D
-5.64%
1M
-8.65%
YTD
29.72%
6M
22.71%
1Y
8.12%
3Y*
25.79%
5Y*
16.02%
10Y*
21.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIGX vs. KSCOX - Expense Ratio Comparison

FCIGX has a 1.04% expense ratio, which is lower than KSCOX's 1.64% expense ratio.


Return for Risk

FCIGX vs. KSCOX — Risk / Return Rank

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

FCIGX
FCIGX Risk / Return Rank: 3535
Overall Rank
FCIGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FCIGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FCIGX Omega Ratio Rank: 2828
Omega Ratio Rank
FCIGX Calmar Ratio Rank: 4242
Calmar Ratio Rank
FCIGX Martin Ratio Rank: 3939
Martin Ratio Rank

KSCOX
KSCOX Risk / Return Rank: 1212
Overall Rank
KSCOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KSCOX Sortino Ratio Rank: 1414
Sortino Ratio Rank
KSCOX Omega Ratio Rank: 1414
Omega Ratio Rank
KSCOX Calmar Ratio Rank: 1111
Calmar Ratio Rank
KSCOX Martin Ratio Rank: 99
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.

FCIGX vs. KSCOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) and Kinetics Small Cap Opportunities Fund (KSCOX). 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.


FCIGXKSCOXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.31

+0.41

Sortino ratio

Return per unit of downside risk

1.14

0.63

+0.52

Omega ratio

Gain probability vs. loss probability

1.15

1.08

+0.07

Calmar ratio

Return relative to maximum drawdown

1.09

0.28

+0.81

Martin ratio

Return relative to average drawdown

4.12

0.46

+3.67

FCIGX vs. KSCOX - Sharpe Ratio Comparison

The current FCIGX Sharpe Ratio is 0.72, which is higher than the KSCOX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FCIGX and KSCOX, 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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Sharpe Ratios by Period


FCIGXKSCOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.31

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.58

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.82

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.61

-0.14

Correlation

The correlation between FCIGX and KSCOX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCIGX vs. KSCOX - Dividend Comparison

FCIGX's dividend yield for the trailing twelve months is around 6.74%, more than KSCOX's 0.14% yield.


TTM20252024202320222021202020192018201720162015
FCIGX
Fidelity Advisor Small Cap Growth Fund Class I
6.74%6.37%1.36%0.00%0.00%19.19%8.16%5.29%14.29%6.87%0.76%4.32%
KSCOX
Kinetics Small Cap Opportunities Fund
0.14%0.18%3.58%6.71%0.00%1.67%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCIGX vs. KSCOX - Drawdown Comparison

The maximum FCIGX drawdown since its inception was -61.04%, smaller than the maximum KSCOX drawdown of -70.09%. Use the drawdown chart below to compare losses from any high point for FCIGX and KSCOX.


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Drawdown Indicators


FCIGXKSCOXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-70.09%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-24.29%

+10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-33.10%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-47.09%

+8.04%

Current Drawdown

Current decline from peak

-13.12%

-11.01%

-2.11%

Average Drawdown

Average peak-to-trough decline

-11.41%

-14.89%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

14.84%

-11.20%

Volatility

FCIGX vs. KSCOX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) has a higher volatility of 8.40% compared to Kinetics Small Cap Opportunities Fund (KSCOX) at 7.94%. This indicates that FCIGX's price experiences larger fluctuations and is considered to be riskier than KSCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIGXKSCOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

7.94%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

19.48%

-3.44%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

28.88%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

27.74%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.68%

25.84%

-3.16%