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FGJEX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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FGJEX vs. FSKAX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -2.99% return, which is significantly higher than FSKAX's -3.98% return.


FGJEX

1D
-0.41%
1M
-7.13%
YTD
-2.99%
6M
0.63%
1Y
3Y*
5Y*
10Y*

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJEX vs. FSKAX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FGJEX vs. FSKAX — Risk / Return Rank

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

FGJEX

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX 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.

FGJEX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Fidelity Total Market Index Fund (FSKAX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FGJEX vs. FSKAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

2.09

0.79

+1.30

Correlation

The correlation between FGJEX and FSKAX 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

FGJEX vs. FSKAX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.88%, more than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.88%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FGJEX vs. FSKAX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum FSKAX drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FGJEX and FSKAX.


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Drawdown Indicators


FGJEXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-35.01%

+26.69%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.01%

Current Drawdown

Current decline from peak

-8.32%

-6.20%

-2.12%

Average Drawdown

Average peak-to-trough decline

-1.05%

-4.05%

+3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

Volatility

FGJEX vs. FSKAX - Volatility Comparison


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Volatility by Period


FGJEXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

10.78%

18.69%

-7.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.78%

17.42%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

18.44%

-7.66%