FDETX vs. VGRO.TO
Compare and contrast key facts about Fidelity Advisor Capital Development Fund Class O (FDETX) and Vanguard Growth ETF Portfolio (VGRO.TO).
FDETX is managed by Fidelity. It was launched on Dec 30, 1985. VGRO.TO is an actively managed fund by Vanguard. It was launched on Jan 25, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDETX or VGRO.TO.
Key characteristics
| FDETX | VGRO.TO | |
|---|---|---|
| YTD Return | 29.89% | 19.47% |
| 1Y Return | 39.02% | 24.46% |
| 3Y Return (Ann) | 13.62% | 6.76% |
| 5Y Return (Ann) | 15.92% | 9.51% |
| Sharpe Ratio | 3.44 | 3.42 |
| Sortino Ratio | 4.61 | 4.92 |
| Omega Ratio | 1.65 | 1.66 |
| Calmar Ratio | 5.09 | 5.20 |
| Martin Ratio | 25.77 | 26.91 |
| Ulcer Index | 1.62% | 0.97% |
| Daily Std Dev | 12.12% | 7.67% |
| Max Drawdown | -78.92% | -25.36% |
| Current Drawdown | -0.85% | -0.29% |
Correlation
The correlation between FDETX and VGRO.TO is 0.86, 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
FDETX vs. VGRO.TO - Performance Comparison
In the year-to-date period, FDETX achieves a 29.89% return, which is significantly higher than VGRO.TO's 19.47% 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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FDETX vs. VGRO.TO - Expense Ratio Comparison
FDETX has a 0.56% expense ratio, which is higher than VGRO.TO's 0.24% expense ratio.
Risk-Adjusted Performance
FDETX vs. VGRO.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Capital Development Fund Class O (FDETX) and Vanguard Growth ETF Portfolio (VGRO.TO). 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. VGRO.TO - Dividend Comparison
FDETX's dividend yield for the trailing twelve months is around 0.97%, less than VGRO.TO's 2.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDETX Fidelity Advisor Capital Development Fund Class O | 0.97% | 1.27% | 1.53% | 1.93% | 1.69% | 1.96% | 2.12% | 1.45% | 1.42% | 1.62% | 18.79% | 0.62% |
VGRO.TO Vanguard Growth ETF Portfolio | 2.17% | 2.16% | 2.17% | 1.82% | 1.79% | 2.21% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FDETX vs. VGRO.TO - Drawdown Comparison
The maximum FDETX drawdown since its inception was -78.92%, which is greater than VGRO.TO's maximum drawdown of -25.36%. Use the drawdown chart below to compare losses from any high point for FDETX and VGRO.TO. For additional features, visit the drawdowns tool.
Volatility
FDETX vs. VGRO.TO - Volatility Comparison
Fidelity Advisor Capital Development Fund Class O (FDETX) has a higher volatility of 3.79% compared to Vanguard Growth ETF Portfolio (VGRO.TO) at 2.59%. This indicates that FDETX's price experiences larger fluctuations and is considered to be riskier than VGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.