FGJEX vs. SVPFX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX).

FGJEX is an actively managed fund by Fidelity. It was launched on Mar 20, 2025. SVPFX is managed by Goldman Sachs. It was launched on Mar 28, 2021.

Performance

FGJEX vs. SVPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). The values are adjusted to include any dividend payments, if applicable.

FGJEX vs. SVPFX - Yearly Performance Comparison

	2026 (YTD)	2025
FGJEX Fidelity Advisor Growth & Income Fund Class Z	-0.45%	24.15%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	0.97%	3.32%

Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than SVPFX's 0.97% return.

FGJEX

• 1D: 2.61%
• 1M: -4.79%
• YTD: -0.45%
• 6M: 3.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SVPFX

• 1D: 0.10%
• 1M: -0.15%
• YTD: 0.97%
• 6M: 2.58%
• 1Y: 3.37%
• 3Y*: 4.12%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGJEX vs. SVPFX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is higher than SVPFX's 0.38% expense ratio.

FGJEX

Fidelity Advisor Growth & Income Fund Class Z

SVPFX

Goldman Sachs Strategic Volatility Premium Fund

Return for Risk

FGJEX vs. SVPFX — Risk / Return Rank

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

SVPFX

SVPFX Risk / Return Rank: 20
SVPFX Sharpe Ratio Rank: 13
SVPFX Sortino Ratio Rank: 10
SVPFX Omega Ratio Rank: 39
SVPFX Calmar Ratio Rank: 14
SVPFX Martin Ratio Rank: 23

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. SVPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.

Sharpe Ratios by Period

	FGJEX	SVPFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.34	0.38	+1.96

Correlation

The correlation between FGJEX and SVPFX 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

FGJEX vs. SVPFX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than SVPFX's 2.48% yield.

	TTM	2025	2024	2023	2022	2021
FGJEX Fidelity Advisor Growth & Income Fund Class Z	9.63%	9.59%	0.00%	0.00%	0.00%	0.00%
SVPFX Goldman Sachs Strategic Volatility Premium Fund	2.48%	1.83%	4.37%	4.29%	0.76%	0.38%

Drawdowns

FGJEX vs. SVPFX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for FGJEX and SVPFX.

Drawdown Indicators

	FGJEX	SVPFX	Difference
Max Drawdown Largest peak-to-trough decline	-8.32%	-6.37%	-1.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.22%	—
Current Drawdown Current decline from peak	-5.93%	-0.35%	-5.58%
Average Drawdown Average peak-to-trough decline	-1.07%	-1.99%	+0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.98%	—

Volatility

Volatility by Period

	FGJEX	SVPFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.37%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.08%	8.01%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.08%	5.59%	+5.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.08%	5.59%	+5.49%