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FIDGX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIDGX vs. VGT - 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 Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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FIDGX vs. VGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIDGX
Fidelity Advisor Small Cap Growth Fund Class Z
-0.82%11.29%20.67%19.17%-25.25%10.63%36.52%36.54%-4.45%22.27%
VGT
Vanguard Information Technology ETF
-6.16%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%27.90%

Returns By Period

In the year-to-date period, FIDGX achieves a -0.82% return, which is significantly higher than VGT's -6.16% return.


FIDGX

1D
4.93%
1M
-6.50%
YTD
-0.82%
6M
2.26%
1Y
24.18%
3Y*
13.98%
5Y*
4.26%
10Y*

VGT

1D
1.28%
1M
-3.61%
YTD
-6.16%
6M
-5.90%
1Y
29.76%
3Y*
23.10%
5Y*
14.83%
10Y*
21.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FIDGX vs. VGT - Expense Ratio Comparison

FIDGX has a 0.90% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

FIDGX vs. VGT — Risk / Return Rank

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

FIDGX
FIDGX Risk / Return Rank: 5353
Overall Rank
FIDGX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
FIDGX Sortino Ratio Rank: 4949
Sortino Ratio Rank
FIDGX Omega Ratio Rank: 4040
Omega Ratio Rank
FIDGX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FIDGX Martin Ratio Rank: 6363
Martin Ratio Rank

VGT
VGT Risk / Return Rank: 6262
Overall Rank
VGT Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6363
Sortino Ratio Rank
VGT Omega Ratio Rank: 6161
Omega Ratio Rank
VGT Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGT Martin Ratio Rank: 5757
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. VGT - 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 Vanguard Information Technology ETF (VGT). 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.


FIDGXVGTDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.10

-0.13

Sortino ratio

Return per unit of downside risk

1.47

1.67

-0.20

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.70

1.88

-0.18

Martin ratio

Return relative to average drawdown

6.38

5.77

+0.61

FIDGX vs. VGT - Sharpe Ratio Comparison

The current FIDGX Sharpe Ratio is 0.97, which is comparable to the VGT Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FIDGX and VGT, 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


FIDGXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.10

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.59

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.61

-0.09

Correlation

The correlation between FIDGX and VGT is 0.79, 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. VGT - Dividend Comparison

FIDGX's dividend yield for the trailing twelve months is around 6.36%, more than VGT's 0.43% yield.


TTM20252024202320222021202020192018201720162015
FIDGX
Fidelity Advisor Small Cap Growth Fund Class Z
6.36%6.31%1.49%0.00%0.00%19.26%8.17%5.27%14.38%6.92%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

FIDGX vs. VGT - Drawdown Comparison

The maximum FIDGX drawdown since its inception was -38.99%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FIDGX and VGT.


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Drawdown Indicators


FIDGXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-38.99%

-54.63%

+15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-16.40%

+2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-38.99%

-35.07%

-3.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-8.81%

-11.66%

+2.85%

Average Drawdown

Average peak-to-trough decline

-10.96%

-8.00%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

5.35%

-1.67%

Volatility

FIDGX vs. VGT - Volatility Comparison

Fidelity Advisor Small Cap Growth Fund Class Z (FIDGX) has a higher volatility of 9.91% compared to Vanguard Information Technology ETF (VGT) at 8.03%. This indicates that FIDGX's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FIDGXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.91%

8.03%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

16.75%

16.35%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.94%

27.27%

-2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

25.06%

-1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.36%

24.48%

-1.12%