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FGDIX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDIX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Gold Fund Class I (FGDIX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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FGDIX vs. VOO - 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%8.59%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, FGDIX achieves a 1.81% return, which is significantly higher than VOO's -4.42% return. Both investments have delivered pretty close results over the past 10 years, with FGDIX having a 14.04% annualized return and VOO not far ahead at 14.05%.


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%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDIX vs. VOO - Expense Ratio Comparison

FGDIX has a 0.76% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

FGDIX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Gold Fund Class I (FGDIX) and Vanguard S&P 500 ETF (VOO). 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.


FGDIXVOODifference

Sharpe ratio

Return per unit of total volatility

2.02

0.98

+1.04

Sortino ratio

Return per unit of downside risk

2.29

1.50

+0.79

Omega ratio

Gain probability vs. loss probability

1.34

1.23

+0.12

Calmar ratio

Return relative to maximum drawdown

2.84

1.53

+1.30

Martin ratio

Return relative to average drawdown

10.65

7.29

+3.36

FGDIX vs. VOO - Sharpe Ratio Comparison

The current FGDIX Sharpe Ratio is 2.02, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGDIX and VOO, 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


FGDIXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

0.98

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.70

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.78

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.83

-0.68

Correlation

The correlation between FGDIX and VOO is 0.21, 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. VOO - Dividend Comparison

FGDIX's dividend yield for the trailing twelve months is around 2.06%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

FGDIX vs. VOO - Drawdown Comparison

The maximum FGDIX drawdown since its inception was -77.15%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FGDIX and VOO.


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Drawdown Indicators


FGDIXVOODifference

Max Drawdown

Largest peak-to-trough decline

-77.15%

-33.99%

-43.16%

Max Drawdown (1Y)

Largest decline over 1 year

-29.85%

-11.98%

-17.87%

Max Drawdown (5Y)

Largest decline over 5 years

-45.95%

-24.52%

-21.43%

Max Drawdown (10Y)

Largest decline over 10 years

-50.57%

-33.99%

-16.58%

Current Drawdown

Current decline from peak

-25.43%

-6.29%

-19.14%

Average Drawdown

Average peak-to-trough decline

-39.98%

-3.72%

-36.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.95%

2.52%

+5.43%

Volatility

FGDIX vs. VOO - Volatility Comparison

Fidelity Advisor Gold Fund Class I (FGDIX) has a higher volatility of 15.39% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that FGDIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDIXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.39%

5.29%

+10.10%

Volatility (6M)

Calculated over the trailing 6-month period

35.03%

9.44%

+25.59%

Volatility (1Y)

Calculated over the trailing 1-year period

42.73%

18.10%

+24.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.76%

16.82%

+15.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

17.99%

+15.06%