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FCIGX vs. VSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCIGX vs. VSGIX - 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 Index Fund Institutional Shares (VSGIX). The values are adjusted to include any dividend payments, if applicable.

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FCIGX vs. VSGIX - 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%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
-3.91%8.44%14.95%23.07%-28.39%5.70%35.29%32.77%-5.70%21.94%

Returns By Period

In the year-to-date period, FCIGX achieves a -5.51% return, which is significantly lower than VSGIX's -3.91% return. Over the past 10 years, FCIGX has outperformed VSGIX with an annualized return of 12.75%, while VSGIX has yielded a comparatively lower 9.99% 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%

VSGIX

1D
-1.76%
1M
-9.43%
YTD
-3.91%
6M
-2.46%
1Y
15.68%
3Y*
10.86%
5Y*
1.70%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCIGX vs. VSGIX - Expense Ratio Comparison

FCIGX has a 1.04% expense ratio, which is higher than VSGIX's 0.06% expense ratio.


Return for Risk

FCIGX vs. VSGIX — 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

VSGIX
VSGIX Risk / Return Rank: 2929
Overall Rank
VSGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VSGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VSGIX Omega Ratio Rank: 2626
Omega Ratio Rank
VSGIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VSGIX Martin Ratio Rank: 3333
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. VSGIX - 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 Index Fund Institutional Shares (VSGIX). 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.


FCIGXVSGIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.63

+0.09

Sortino ratio

Return per unit of downside risk

1.14

1.04

+0.10

Omega ratio

Gain probability vs. loss probability

1.15

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.09

0.87

+0.22

Martin ratio

Return relative to average drawdown

4.12

3.51

+0.61

FCIGX vs. VSGIX - Sharpe Ratio Comparison

The current FCIGX Sharpe Ratio is 0.72, which is comparable to the VSGIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FCIGX and VSGIX, 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


FCIGXVSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.63

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.07

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.44

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.37

+0.09

Correlation

The correlation between FCIGX and VSGIX is 0.97, 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. VSGIX - Dividend Comparison

FCIGX's dividend yield for the trailing twelve months is around 6.74%, more than VSGIX's 0.56% 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%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.56%0.55%0.55%0.68%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%

Drawdowns

FCIGX vs. VSGIX - Drawdown Comparison

The maximum FCIGX drawdown since its inception was -61.04%, roughly equal to the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for FCIGX and VSGIX.


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Drawdown Indicators


FCIGXVSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-58.66%

-2.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-14.50%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-39.05%

-38.36%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.05%

-38.70%

-0.35%

Current Drawdown

Current decline from peak

-13.12%

-11.38%

-1.74%

Average Drawdown

Average peak-to-trough decline

-11.41%

-11.40%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.59%

+0.05%

Volatility

FCIGX vs. VSGIX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) has a higher volatility of 8.40% compared to Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) at 7.60%. This indicates that FCIGX's price experiences larger fluctuations and is considered to be riskier than VSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCIGXVSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

7.60%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

15.12%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

24.20%

+0.31%

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%

22.88%

-0.20%