PortfoliosLab logoPortfoliosLab logo
FGDIX vs. FSPGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDIX vs. FSPGX - Performance Comparison

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

Loading graphics...

FGDIX vs. FSPGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGDIX
Fidelity Advisor Gold Fund Class I
1.81%142.97%14.91%-0.39%-13.42%-10.45%26.84%35.51%-12.96%5.02%
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, FGDIX achieves a 1.81% return, which is significantly higher than FSPGX's -13.03% return.


FGDIX

1D
-0.23%
1M
-25.43%
YTD
1.81%
6M
14.64%
1Y
84.61%
3Y*
36.42%
5Y*
20.15%
10Y*
14.04%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGDIX vs. FSPGX - Expense Ratio Comparison

FGDIX has a 0.76% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Return for Risk

FGDIX vs. FSPGX — Risk / Return Rank

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

FGDIX
FGDIX Risk / Return Rank: 9090
Overall Rank
FGDIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FGDIX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FGDIX Omega Ratio Rank: 8585
Omega Ratio Rank
FGDIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FGDIX Martin Ratio Rank: 9191
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.

FGDIX vs. FSPGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Gold Fund Class I (FGDIX) 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.


FGDIXFSPGXDifference

Sharpe ratio

Return per unit of total volatility

2.02

0.66

+1.37

Sortino ratio

Return per unit of downside risk

2.29

1.10

+1.18

Omega ratio

Gain probability vs. loss probability

1.34

1.15

+0.19

Calmar ratio

Return relative to maximum drawdown

2.84

0.72

+2.12

Martin ratio

Return relative to average drawdown

10.65

2.51

+8.14

FGDIX vs. FSPGX - Sharpe Ratio Comparison

The current FGDIX Sharpe Ratio is 2.02, which is higher than the FSPGX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FGDIX 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.


Loading graphics...

Sharpe Ratios by Period


FGDIXFSPGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.66

+1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.56

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.78

-0.63

Correlation

The correlation between FGDIX and FSPGX is 0.18, 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

FGDIX vs. FSPGX - Dividend Comparison

FGDIX's dividend yield for the trailing twelve months is around 2.06%, more than FSPGX's 0.40% yield.


TTM2025202420232022202120202019201820172016
FGDIX
Fidelity Advisor Gold Fund Class I
2.06%2.10%3.58%0.97%0.36%1.59%4.40%0.41%0.00%0.23%3.65%
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%

Drawdowns

FGDIX vs. FSPGX - Drawdown Comparison

The maximum FGDIX drawdown since its inception was -77.15%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FGDIX and FSPGX.


Loading graphics...

Drawdown Indicators


FGDIXFSPGXDifference

Max Drawdown

Largest peak-to-trough decline

-77.15%

-32.66%

-44.49%

Max Drawdown (1Y)

Largest decline over 1 year

-29.85%

-16.17%

-13.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

-32.66%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

Current Drawdown

Current decline from peak

-25.43%

-16.17%

-9.26%

Average Drawdown

Average peak-to-trough decline

-39.98%

-6.43%

-33.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

4.63%

+3.32%

Volatility

FGDIX vs. FSPGX - Volatility Comparison

Fidelity Advisor Gold Fund Class I (FGDIX) has a higher volatility of 15.39% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.33%. This indicates that FGDIX's price experiences larger fluctuations and is considered to be riskier than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FGDIXFSPGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

5.33%

+10.06%

Volatility (6M)

Calculated over the trailing 6-month period

35.03%

11.79%

+23.24%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

22.32%

+20.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.76%

21.46%

+11.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

21.63%

+11.42%