PortfoliosLab logoPortfoliosLab logo
FCIGX vs. VBK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIGX vs. VBK - 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 Growth ETF (VBK). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FCIGX vs. VBK - 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%
VBK
Vanguard Small-Cap Growth ETF
0.16%8.50%16.50%21.45%-28.44%5.66%35.44%32.75%-5.70%21.87%

Returns By Period

In the year-to-date period, FCIGX achieves a -5.51% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, FCIGX has outperformed VBK with an annualized return of 12.75%, while VBK has yielded a comparatively lower 10.46% 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%

VBK

1D
4.37%
1M
-5.52%
YTD
0.16%
6M
1.80%
1Y
20.70%
3Y*
12.47%
5Y*
2.16%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCIGX vs. VBK - Expense Ratio Comparison

FCIGX has a 1.04% expense ratio, which is higher than VBK's 0.07% expense ratio.


Return for Risk

FCIGX vs. VBK — 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

VBK
VBK Risk / Return Rank: 5555
Overall Rank
VBK Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VBK Sortino Ratio Rank: 5454
Sortino Ratio Rank
VBK Omega Ratio Rank: 4949
Omega Ratio Rank
VBK Calmar Ratio Rank: 6060
Calmar Ratio Rank
VBK Martin Ratio Rank: 6161
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. VBK - 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 Vanguard Small-Cap Growth ETF (VBK). 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.


FCIGXVBKDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.85

-0.13

Sortino ratio

Return per unit of downside risk

1.14

1.34

-0.20

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.09

1.38

-0.29

Martin ratio

Return relative to average drawdown

4.12

5.52

-1.40

FCIGX vs. VBK - Sharpe Ratio Comparison

The current FCIGX Sharpe Ratio is 0.72, which is comparable to the VBK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FCIGX and VBK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FCIGXVBKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.85

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.09

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.46

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.40

+0.06

Correlation

The correlation between FCIGX and VBK is 0.96, 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

FCIGX vs. VBK - Dividend Comparison

FCIGX's dividend yield for the trailing twelve months is around 6.74%, more than VBK's 0.52% 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%
VBK
Vanguard Small-Cap Growth ETF
0.52%0.54%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%

Drawdowns

FCIGX vs. VBK - Drawdown Comparison

The maximum FCIGX drawdown since its inception was -61.04%, roughly equal to the maximum VBK drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for FCIGX and VBK.


Loading graphics...

Drawdown Indicators


FCIGXVBKDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-58.68%

-2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-14.56%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-38.39%

-0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-38.70%

-0.35%

Current Drawdown

Current decline from peak

-13.12%

-7.57%

-5.55%

Average Drawdown

Average peak-to-trough decline

-11.41%

-10.22%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.65%

-0.01%

Volatility

FCIGX vs. VBK - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) and Vanguard Small-Cap Growth ETF (VBK) have volatilities of 8.40% and 8.73%, 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.


Loading graphics...

Volatility by Period


FCIGXVBKDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

8.73%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

15.41%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

24.44%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.32%

23.49%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.68%

22.80%

-0.12%