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FDIAX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIAX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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FDIAX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIAX
Fidelity Advisor Limited Term Bond Fund Class A
-0.46%6.38%4.09%5.76%-6.45%-1.62%4.86%5.72%0.40%1.58%
FSPGX
Fidelity Large Cap Growth Index Fund
-13.03%18.54%33.27%42.77%-29.17%27.57%38.46%36.38%-1.79%27.70%

Returns By Period

In the year-to-date period, FDIAX achieves a -0.46% return, which is significantly higher than FSPGX's -13.03% return.


FDIAX

1D
0.26%
1M
-1.37%
YTD
-0.46%
6M
0.73%
1Y
4.00%
3Y*
4.60%
5Y*
1.67%
10Y*
2.01%

FSPGX

1D
-0.45%
1M
-8.63%
YTD
-13.03%
6M
-12.06%
1Y
14.49%
3Y*
19.68%
5Y*
11.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIAX vs. FSPGX - Expense Ratio Comparison

FDIAX has a 0.75% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FDIAX vs. FSPGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDIAX
FDIAX Risk / Return Rank: 9292
Overall Rank
FDIAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDIAX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FDIAX Omega Ratio Rank: 9090
Omega Ratio Rank
FDIAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FDIAX Martin Ratio Rank: 9292
Martin Ratio Rank

FSPGX
FSPGX Risk / Return Rank: 2828
Overall Rank
FSPGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FSPGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
FSPGX Omega Ratio Rank: 3232
Omega Ratio Rank
FSPGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FSPGX Martin Ratio Rank: 2323
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.

FDIAX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) 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.


FDIAXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.66

+1.28

Sortino ratio

Return per unit of downside risk

3.09

1.10

+1.98

Omega ratio

Gain probability vs. loss probability

1.41

1.15

+0.25

Calmar ratio

Return relative to maximum drawdown

2.76

0.72

+2.04

Martin ratio

Return relative to average drawdown

11.16

2.51

+8.64

FDIAX vs. FSPGX - Sharpe Ratio Comparison

The current FDIAX Sharpe Ratio is 1.94, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FDIAX and FSPGX, 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


FDIAXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.66

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.56

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.78

+0.26

Correlation

The correlation between FDIAX and FSPGX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FDIAX vs. FSPGX - Dividend Comparison

FDIAX's dividend yield for the trailing twelve months is around 3.42%, more than FSPGX's 0.40% yield.


TTM20252024202320222021202020192018201720162015
FDIAX
Fidelity Advisor Limited Term Bond Fund Class A
3.42%3.63%2.57%1.90%1.03%1.09%2.09%2.14%1.99%1.48%1.55%1.31%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%0.00%0.00%

Drawdowns

FDIAX vs. FSPGX - Drawdown Comparison

The maximum FDIAX drawdown since its inception was -12.45%, smaller than the maximum FSPGX drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FDIAX and FSPGX.


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Drawdown Indicators


FDIAXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-12.45%

-32.66%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.63%

-16.17%

+14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-9.99%

-32.66%

+22.67%

Max Drawdown (10Y)

Largest decline over 10 years

-10.20%

Current Drawdown

Current decline from peak

-1.37%

-16.17%

+14.80%

Average Drawdown

Average peak-to-trough decline

-1.72%

-6.43%

+4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

4.63%

-4.23%

Volatility

FDIAX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Advisor Limited Term Bond Fund Class A (FDIAX) is 0.80%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 5.33%. This indicates that FDIAX 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.


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Volatility by Period


FDIAXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

5.33%

-4.53%

Volatility (6M)

Calculated over the trailing 6-month period

1.40%

11.79%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.23%

22.32%

-20.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.73%

21.46%

-18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

21.63%

-19.25%