FIDLX vs. VOOG
Compare and contrast key facts about Fidelity Advisor Large Cap Fund Class Z (FIDLX) and Vanguard S&P 500 Growth ETF (VOOG).
FIDLX is managed by Fidelity. It was launched on Feb 1, 2017. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FIDLX or VOOG.
Key characteristics
| FIDLX | VOOG | |
|---|---|---|
| YTD Return | 29.74% | 34.79% |
| 1Y Return | 42.49% | 44.82% |
| 3Y Return (Ann) | 13.31% | 7.84% |
| 5Y Return (Ann) | 16.01% | 18.08% |
| Sharpe Ratio | 3.22 | 2.65 |
| Sortino Ratio | 4.40 | 3.39 |
| Omega Ratio | 1.64 | 1.48 |
| Calmar Ratio | 5.24 | 2.73 |
| Martin Ratio | 22.89 | 14.08 |
| Ulcer Index | 1.86% | 3.21% |
| Daily Std Dev | 13.21% | 17.04% |
| Max Drawdown | -37.51% | -32.73% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FIDLX and VOOG is 0.78, 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.
Performance
FIDLX vs. VOOG - Performance Comparison
In the year-to-date period, FIDLX achieves a 29.74% return, which is significantly lower than VOOG's 34.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FIDLX vs. VOOG - Expense Ratio Comparison
FIDLX has a 0.42% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
FIDLX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class Z (FIDLX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
FIDLX vs. VOOG - Dividend Comparison
FIDLX's dividend yield for the trailing twelve months is around 0.78%, more than VOOG's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FIDLX Fidelity Advisor Large Cap Fund Class Z | 0.78% | 1.02% | 1.39% | 1.89% | 2.03% | 66.81% | 2.22% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.60% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
FIDLX vs. VOOG - Drawdown Comparison
The maximum FIDLX drawdown since its inception was -37.51%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FIDLX and VOOG. For additional features, visit the drawdowns tool.
Volatility
FIDLX vs. VOOG - Volatility Comparison
The current volatility for Fidelity Advisor Large Cap Fund Class Z (FIDLX) is 3.99%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. This indicates that FIDLX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.