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

Correlation

The correlation between FCIGX and VB is 0.85, 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.


Performance

FCIGX vs. VB - 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 Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCIGX:

0.08

VB:

0.23

Sortino Ratio

FCIGX:

0.34

VB:

0.45

Omega Ratio

FCIGX:

1.04

VB:

1.06

Calmar Ratio

FCIGX:

0.09

VB:

0.18

Martin Ratio

FCIGX:

0.31

VB:

0.55

Ulcer Index

FCIGX:

9.77%

VB:

8.20%

Daily Std Dev

FCIGX:

25.51%

VB:

22.75%

Max Drawdown

FCIGX:

-59.05%

VB:

-59.57%

Current Drawdown

FCIGX:

-19.98%

VB:

-9.92%

Returns By Period

In the year-to-date period, FCIGX achieves a -4.89% return, which is significantly lower than VB's -2.30% return. Over the past 10 years, FCIGX has underperformed VB with an annualized return of 5.05%, while VB has yielded a comparatively higher 8.22% annualized return.


FCIGX

YTD

-4.89%

1M

12.95%

6M

-7.60%

1Y

2.20%

3Y*

11.70%

5Y*

5.07%

10Y*

5.05%

VB

YTD

-2.30%

1M

12.94%

6M

-4.73%

1Y

5.18%

3Y*

9.77%

5Y*

12.98%

10Y*

8.22%

*Annualized

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Vanguard Small-Cap ETF

FCIGX vs. VB - Expense Ratio Comparison

FCIGX has a 1.04% expense ratio, which is higher than VB's 0.05% expense ratio.


Risk-Adjusted Performance

FCIGX vs. VB — 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 2424
Overall Rank
The Sharpe Ratio Rank of FCIGX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FCIGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FCIGX is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FCIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FCIGX is 2323
Martin Ratio Rank

VB
The Risk-Adjusted Performance Rank of VB is 2525
Overall Rank
The Sharpe Ratio Rank of VB is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VB is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VB is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of VB is 2424
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. VB - 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 Vanguard Small-Cap ETF (VB). 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 current FCIGX Sharpe Ratio is 0.08, which is lower than the VB Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FCIGX and VB, 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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Dividends

FCIGX vs. VB - Dividend Comparison

FCIGX's dividend yield for the trailing twelve months is around 1.43%, which matches VB's 1.44% yield.


TTM20242023202220212020201920182017201620152014
FCIGX
Fidelity Advisor Small Cap Growth Fund Class I
1.43%1.36%0.00%0.00%19.19%8.16%5.29%14.29%6.87%0.76%4.32%8.35%
VB
Vanguard Small-Cap ETF
1.44%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%

Drawdowns

FCIGX vs. VB - Drawdown Comparison

The maximum FCIGX drawdown since its inception was -59.05%, roughly equal to the maximum VB drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for FCIGX and VB. For additional features, visit the drawdowns tool.


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Volatility

FCIGX vs. VB - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) and Vanguard Small-Cap ETF (VB) have volatilities of 6.35% and 6.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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