FDETX vs. FSPGX
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Large Cap Growth Index Fund (FSPGX).
FDETX is managed by Fidelity. It was launched on Dec 30, 1985. FSPGX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDETX or FSPGX.
Performance
FDETX vs. FSPGX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with FDETX having a 31.26% return and FSPGX slightly higher at 32.03%.
FDETX
31.26%
4.17%
13.71%
38.55%
15.99%
12.58%
FSPGX
32.03%
3.98%
14.90%
37.97%
19.37%
N/A
Key characteristics
| FDETX | FSPGX | |
|---|---|---|
| Sharpe Ratio | 3.20 | 2.26 |
| Sortino Ratio | 4.28 | 2.92 |
| Omega Ratio | 1.60 | 1.41 |
| Calmar Ratio | 4.70 | 2.89 |
| Martin Ratio | 23.56 | 11.32 |
| Ulcer Index | 1.64% | 3.35% |
| Daily Std Dev | 12.03% | 16.78% |
| Max Drawdown | -78.92% | -32.66% |
| Current Drawdown | 0.00% | -0.13% |
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FDETX vs. FSPGX - Expense Ratio Comparison
FDETX has a 0.56% expense ratio, which is higher than FSPGX's 0.04% expense ratio.
Correlation
The correlation between FDETX and FSPGX is 0.78, 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.
Risk-Adjusted Performance
FDETX vs. FSPGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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
FDETX vs. FSPGX - Dividend Comparison
FDETX's dividend yield for the trailing twelve months is around 0.96%, more than FSPGX's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDETX Fidelity Advisor Capital Development Fund Class O | 0.96% | 1.27% | 1.53% | 1.93% | 1.69% | 1.96% | 2.12% | 1.45% | 1.42% | 1.62% | 18.79% | 0.62% |
FSPGX Fidelity Large Cap Growth Index Fund | 0.42% | 0.73% | 0.86% | 0.54% | 0.74% | 0.99% | 1.14% | 0.99% | 0.30% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDETX vs. FSPGX - Drawdown Comparison
The maximum FDETX drawdown since its inception was -78.92%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FDETX and FSPGX. For additional features, visit the drawdowns tool.
Volatility
FDETX vs. FSPGX - Volatility Comparison
The current volatility for Fidelity Advisor Capital Development Fund Class O (FDETX) is 3.95%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.34%. This indicates that FDETX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.