FCIGX vs. RTYS.L
Compare and contrast key facts about Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) and Invesco Russell 2000 UCITS ETF (RTYS.L).
FCIGX is managed by Fidelity. It was launched on Nov 3, 2004. RTYS.L is a passively managed fund by Invesco that tracks the performance of the Russell 2000 TR USD. It was launched on Mar 31, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FCIGX or RTYS.L.
Key characteristics
| FCIGX | RTYS.L | |
|---|---|---|
| YTD Return | 31.09% | 19.23% |
| 1Y Return | 54.83% | 45.75% |
| 3Y Return (Ann) | 0.87% | 1.40% |
| 5Y Return (Ann) | 7.26% | 10.02% |
| 10Y Return (Ann) | 8.16% | 8.59% |
| Sharpe Ratio | 2.87 | 2.05 |
| Sortino Ratio | 3.75 | 3.01 |
| Omega Ratio | 1.47 | 1.37 |
| Calmar Ratio | 1.40 | 1.67 |
| Martin Ratio | 17.54 | 11.57 |
| Ulcer Index | 3.24% | 3.83% |
| Daily Std Dev | 19.84% | 21.61% |
| Max Drawdown | -59.05% | -42.15% |
| Current Drawdown | -8.09% | 0.00% |
Correlation
The correlation between FCIGX and RTYS.L is 0.52, 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.
Performance
FCIGX vs. RTYS.L - Performance Comparison
In the year-to-date period, FCIGX achieves a 31.09% return, which is significantly higher than RTYS.L's 19.23% return. Over the past 10 years, FCIGX has underperformed RTYS.L with an annualized return of 8.16%, while RTYS.L has yielded a comparatively higher 8.59% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FCIGX vs. RTYS.L - Expense Ratio Comparison
FCIGX has a 1.04% expense ratio, which is higher than RTYS.L's 0.45% expense ratio.
Risk-Adjusted Performance
FCIGX vs. RTYS.L - 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 Invesco Russell 2000 UCITS ETF (RTYS.L). 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.
Dividends
FCIGX vs. RTYS.L - Dividend Comparison
FCIGX's dividend yield for the trailing twelve months is around 0.79%, while RTYS.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCIGX Fidelity Advisor Small Cap Growth Fund Class I | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.32% | 8.35% | 16.94% |
RTYS.L Invesco Russell 2000 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FCIGX vs. RTYS.L - Drawdown Comparison
The maximum FCIGX drawdown since its inception was -59.05%, which is greater than RTYS.L's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for FCIGX and RTYS.L. For additional features, visit the drawdowns tool.
Volatility
FCIGX vs. RTYS.L - Volatility Comparison
The current volatility for Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) is 5.72%, while Invesco Russell 2000 UCITS ETF (RTYS.L) has a volatility of 6.88%. This indicates that FCIGX experiences smaller price fluctuations and is considered to be less risky than RTYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.