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FDTOX vs. VIGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDTOX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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FDTOX vs. VIGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
-5.76%13.68%27.66%27.89%-20.14%27.77%27.02%27.81%-5.95%17.73%
VIGIX
Vanguard Growth Index Fund Institutional Shares
-13.83%19.44%32.68%46.77%-33.13%27.27%40.19%37.26%-3.34%27.81%

Returns By Period

In the year-to-date period, FDTOX achieves a -5.76% return, which is significantly higher than VIGIX's -13.83% return. Over the past 10 years, FDTOX has underperformed VIGIX with an annualized return of 14.07%, while VIGIX has yielded a comparatively higher 15.58% annualized return.


FDTOX

1D
-0.73%
1M
-8.70%
YTD
-5.76%
6M
-3.41%
1Y
15.40%
3Y*
17.90%
5Y*
10.73%
10Y*
14.07%

VIGIX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.73%
3Y*
19.57%
5Y*
10.94%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDTOX vs. VIGIX - Expense Ratio Comparison

FDTOX has a 0.80% expense ratio, which is higher than VIGIX's 0.04% expense ratio.


Return for Risk

FDTOX vs. VIGIX — Risk / Return Rank

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

FDTOX
FDTOX Risk / Return Rank: 4141
Overall Rank
FDTOX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FDTOX Sortino Ratio Rank: 3939
Sortino Ratio Rank
FDTOX Omega Ratio Rank: 4141
Omega Ratio Rank
FDTOX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FDTOX Martin Ratio Rank: 4646
Martin Ratio Rank

VIGIX
VIGIX Risk / Return Rank: 2626
Overall Rank
VIGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGIX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGIX Martin Ratio Rank: 2222
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.

FDTOX vs. VIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


FDTOXVIGIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.61

+0.22

Sortino ratio

Return per unit of downside risk

1.26

1.04

+0.22

Omega ratio

Gain probability vs. loss probability

1.19

1.15

+0.04

Calmar ratio

Return relative to maximum drawdown

1.06

0.66

+0.40

Martin ratio

Return relative to average drawdown

4.70

2.38

+2.32

FDTOX vs. VIGIX - Sharpe Ratio Comparison

The current FDTOX Sharpe Ratio is 0.83, which is higher than the VIGIX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FDTOX and VIGIX, 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


FDTOXVIGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.61

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.49

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.73

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.43

-0.03

Correlation

The correlation between FDTOX and VIGIX is 0.91, 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

FDTOX vs. VIGIX - Dividend Comparison

FDTOX's dividend yield for the trailing twelve months is around 7.03%, more than VIGIX's 0.47% yield.


TTM20252024202320222021202020192018201720162015
FDTOX
Fidelity Advisor Diversified Stock Fund Class A
7.03%6.62%14.36%3.39%9.03%17.16%5.14%2.99%13.50%7.81%1.38%8.36%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%

Drawdowns

FDTOX vs. VIGIX - Drawdown Comparison

The maximum FDTOX drawdown since its inception was -72.07%, which is greater than VIGIX's maximum drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for FDTOX and VIGIX.


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Drawdown Indicators


FDTOXVIGIXDifference

Max Drawdown

Largest peak-to-trough decline

-72.07%

-56.95%

-15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-16.51%

+3.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.38%

-35.62%

+8.24%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-35.62%

+5.23%

Current Drawdown

Current decline from peak

-10.04%

-16.51%

+6.47%

Average Drawdown

Average peak-to-trough decline

-19.62%

-16.36%

-3.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.56%

-1.73%

Volatility

FDTOX vs. VIGIX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Vanguard Growth Index Fund Institutional Shares (VIGIX) have volatilities of 5.39% and 5.52%, 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.


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Volatility by Period


FDTOXVIGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.52%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

11.14%

12.10%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

19.16%

22.69%

-3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

22.30%

-2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.53%

21.49%

-1.96%