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FIDGX vs. FSSZX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDGX vs. FSSZX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Growth Fund Class Z (FIDGX) and Fidelity Advisor Stock Selector Small Cap Fund Class Z (FSSZX). The values are adjusted to include any dividend payments, if applicable.

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FIDGX vs. FSSZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDGX
Fidelity Advisor Small Cap Growth Fund Class Z
-5.48%11.29%20.67%19.17%-25.25%10.63%36.52%36.54%-4.45%22.27%
FSSZX
Fidelity Advisor Stock Selector Small Cap Fund Class Z
0.42%14.49%14.62%19.60%-18.17%24.90%21.91%30.62%-8.79%9.74%

Returns By Period

In the year-to-date period, FIDGX achieves a -5.48% return, which is significantly lower than FSSZX's 0.42% return.


FIDGX

1D
-2.45%
1M
-10.06%
YTD
-5.48%
6M
-2.52%
1Y
18.22%
3Y*
12.16%
5Y*
3.60%
10Y*

FSSZX

1D
-1.80%
1M
-8.43%
YTD
0.42%
6M
5.76%
1Y
26.47%
3Y*
14.62%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDGX vs. FSSZX - Expense Ratio Comparison

FIDGX has a 0.90% expense ratio, which is higher than FSSZX's 0.79% expense ratio.


Return for Risk

FIDGX vs. FSSZX — Risk / Return Rank

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

FIDGX
FIDGX Risk / Return Rank: 3636
Overall Rank
FIDGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FIDGX Sortino Ratio Rank: 3434
Sortino Ratio Rank
FIDGX Omega Ratio Rank: 2929
Omega Ratio Rank
FIDGX Calmar Ratio Rank: 4343
Calmar Ratio Rank
FIDGX Martin Ratio Rank: 4040
Martin Ratio Rank

FSSZX
FSSZX Risk / Return Rank: 7070
Overall Rank
FSSZX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FSSZX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FSSZX Omega Ratio Rank: 6262
Omega Ratio Rank
FSSZX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FSSZX Martin Ratio Rank: 7676
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.

FIDGX vs. FSSZX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Growth Fund Class Z (FIDGX) and Fidelity Advisor Stock Selector Small Cap Fund Class Z (FSSZX). 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.


FIDGXFSSZXDifference

Sharpe ratio

Return per unit of total volatility

0.73

1.18

-0.46

Sortino ratio

Return per unit of downside risk

1.15

1.75

-0.60

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.10

1.72

-0.62

Martin ratio

Return relative to average drawdown

4.17

7.36

-3.20

FIDGX vs. FSSZX - Sharpe Ratio Comparison

The current FIDGX Sharpe Ratio is 0.73, which is lower than the FSSZX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of FIDGX and FSSZX, 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


FIDGXFSSZXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

1.18

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.35

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.49

+0.01

Correlation

The correlation between FIDGX and FSSZX is 0.94, 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

FIDGX vs. FSSZX - Dividend Comparison

FIDGX's dividend yield for the trailing twelve months is around 6.67%, more than FSSZX's 0.83% yield.


TTM202520242023202220212020201920182017
FIDGX
Fidelity Advisor Small Cap Growth Fund Class Z
6.67%6.31%1.49%0.00%0.00%19.26%8.17%5.27%14.38%6.92%
FSSZX
Fidelity Advisor Stock Selector Small Cap Fund Class Z
0.83%0.84%2.93%0.35%0.15%10.95%1.40%2.29%22.58%10.60%

Drawdowns

FIDGX vs. FSSZX - Drawdown Comparison

The maximum FIDGX drawdown since its inception was -38.99%, roughly equal to the maximum FSSZX drawdown of -38.43%. Use the drawdown chart below to compare losses from any high point for FIDGX and FSSZX.


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Drawdown Indicators


FIDGXFSSZXDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-38.43%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-13.84%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-38.99%

-30.51%

-8.48%

Current Drawdown

Current decline from peak

-13.09%

-9.83%

-3.26%

Average Drawdown

Average peak-to-trough decline

-10.96%

-8.24%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.24%

+0.40%

Volatility

FIDGX vs. FSSZX - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class Z (FIDGX) has a higher volatility of 8.45% compared to Fidelity Advisor Stock Selector Small Cap Fund Class Z (FSSZX) at 6.91%. This indicates that FIDGX's price experiences larger fluctuations and is considered to be riskier than FSSZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDGXFSSZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

6.91%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

16.05%

13.00%

+3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

22.18%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

21.55%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

22.35%

+0.95%