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FGIZX vs. VQNPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGIZX and VQNPX is 0.89, 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.


-0.50.00.51.00.9

Performance

FGIZX vs. VQNPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth & Income Fund Class Z (FGIZX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
4.86%
0.39%
FGIZX
VQNPX

Key characteristics

Sharpe Ratio

FGIZX:

1.50

VQNPX:

0.63

Sortino Ratio

FGIZX:

2.03

VQNPX:

0.82

Omega Ratio

FGIZX:

1.29

VQNPX:

1.16

Calmar Ratio

FGIZX:

2.11

VQNPX:

0.68

Martin Ratio

FGIZX:

6.57

VQNPX:

2.35

Ulcer Index

FGIZX:

2.76%

VQNPX:

4.88%

Daily Std Dev

FGIZX:

12.08%

VQNPX:

18.23%

Max Drawdown

FGIZX:

-39.59%

VQNPX:

-61.71%

Current Drawdown

FGIZX:

-3.70%

VQNPX:

-9.09%

Returns By Period

In the year-to-date period, FGIZX achieves a 5.32% return, which is significantly higher than VQNPX's 4.11% return.


FGIZX

YTD

5.32%

1M

0.75%

6M

4.86%

1Y

18.28%

5Y*

11.77%

10Y*

N/A

VQNPX

YTD

4.11%

1M

0.85%

6M

0.39%

1Y

12.22%

5Y*

5.24%

10Y*

5.74%

*Annualized

Compare stocks, funds, or ETFs

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


FGIZX vs. VQNPX - Expense Ratio Comparison

FGIZX has a 0.53% expense ratio, which is higher than VQNPX's 0.32% expense ratio.


FGIZX
Fidelity Advisor Growth & Income Fund Class Z
Expense ratio chart for FGIZX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for VQNPX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

FGIZX vs. VQNPX — Risk-Adjusted Performance Rank

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

FGIZX
The Risk-Adjusted Performance Rank of FGIZX is 7777
Overall Rank
The Sharpe Ratio Rank of FGIZX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of FGIZX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FGIZX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of FGIZX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of FGIZX is 7373
Martin Ratio Rank

VQNPX
The Risk-Adjusted Performance Rank of VQNPX is 3636
Overall Rank
The Sharpe Ratio Rank of VQNPX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VQNPX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VQNPX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VQNPX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of VQNPX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FGIZX vs. VQNPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGIZX) and Vanguard Growth and Income Fund Investor Shares (VQNPX). 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.


Sharpe ratio
The chart of Sharpe ratio for FGIZX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.001.500.63
The chart of Sortino ratio for FGIZX, currently valued at 2.02, compared to the broader market0.002.004.006.008.0010.0012.002.030.82
The chart of Omega ratio for FGIZX, currently valued at 1.29, compared to the broader market1.002.003.004.001.291.16
The chart of Calmar ratio for FGIZX, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.110.68
The chart of Martin ratio for FGIZX, currently valued at 6.57, compared to the broader market0.0020.0040.0060.0080.006.572.35
FGIZX
VQNPX

The current FGIZX Sharpe Ratio is 1.50, which is higher than the VQNPX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FGIZX and VQNPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.50
0.63
FGIZX
VQNPX

Dividends

FGIZX vs. VQNPX - Dividend Comparison

FGIZX's dividend yield for the trailing twelve months is around 1.43%, more than VQNPX's 0.92% yield.


TTM20242023202220212020201920182017201620152014
FGIZX
Fidelity Advisor Growth & Income Fund Class Z
1.43%1.50%1.62%1.63%1.97%2.06%2.10%2.38%1.68%0.00%0.00%0.00%
VQNPX
Vanguard Growth and Income Fund Investor Shares
0.92%0.96%1.20%1.64%1.15%1.36%1.58%1.79%1.47%2.07%1.87%1.65%

Drawdowns

FGIZX vs. VQNPX - Drawdown Comparison

The maximum FGIZX drawdown since its inception was -39.59%, smaller than the maximum VQNPX drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for FGIZX and VQNPX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.70%
-9.09%
FGIZX
VQNPX

Volatility

FGIZX vs. VQNPX - Volatility Comparison

The current volatility for Fidelity Advisor Growth & Income Fund Class Z (FGIZX) is 2.81%, while Vanguard Growth and Income Fund Investor Shares (VQNPX) has a volatility of 3.46%. This indicates that FGIZX experiences smaller price fluctuations and is considered to be less risky than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
2.81%
3.46%
FGIZX
VQNPX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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