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FIDLX vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIDLX and VOOG is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FIDLX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Large Cap Fund Class Z (FIDLX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%NovemberDecember2025FebruaryMarchApril
270.96%
225.64%
FIDLX
VOOG

Key characteristics

Sharpe Ratio

FIDLX:

0.24

VOOG:

0.65

Sortino Ratio

FIDLX:

0.47

VOOG:

1.05

Omega Ratio

FIDLX:

1.07

VOOG:

1.15

Calmar Ratio

FIDLX:

0.23

VOOG:

0.73

Martin Ratio

FIDLX:

0.83

VOOG:

2.58

Ulcer Index

FIDLX:

5.87%

VOOG:

6.30%

Daily Std Dev

FIDLX:

20.21%

VOOG:

24.91%

Max Drawdown

FIDLX:

-40.12%

VOOG:

-32.73%

Current Drawdown

FIDLX:

-11.71%

VOOG:

-11.72%

Returns By Period

In the year-to-date period, FIDLX achieves a -3.26% return, which is significantly higher than VOOG's -7.16% return.


FIDLX

YTD

-3.26%

1M

-3.18%

6M

-7.46%

1Y

5.55%

5Y*

15.22%

10Y*

N/A

VOOG

YTD

-7.16%

1M

-1.48%

6M

-3.25%

1Y

16.68%

5Y*

16.45%

10Y*

13.81%

*Annualized

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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.


Expense ratio chart for FIDLX: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FIDLX: 0.42%
Expense ratio chart for VOOG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOG: 0.10%

Risk-Adjusted Performance

FIDLX vs. VOOG — Risk-Adjusted Performance Rank

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

FIDLX
The Risk-Adjusted Performance Rank of FIDLX is 3838
Overall Rank
The Sharpe Ratio Rank of FIDLX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FIDLX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FIDLX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of FIDLX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of FIDLX is 3737
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 6868
Overall Rank
The Sharpe Ratio Rank of VOOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FIDLX, currently valued at 0.24, compared to the broader market-1.000.001.002.003.00
FIDLX: 0.24
VOOG: 0.65
The chart of Sortino ratio for FIDLX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
FIDLX: 0.47
VOOG: 1.05
The chart of Omega ratio for FIDLX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.00
FIDLX: 1.07
VOOG: 1.15
The chart of Calmar ratio for FIDLX, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.00
FIDLX: 0.23
VOOG: 0.73
The chart of Martin ratio for FIDLX, currently valued at 0.83, compared to the broader market0.0010.0020.0030.0040.0050.00
FIDLX: 0.83
VOOG: 2.58

The current FIDLX Sharpe Ratio is 0.24, which is lower than the VOOG Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of FIDLX and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.24
0.65
FIDLX
VOOG

Dividends

FIDLX vs. VOOG - Dividend Comparison

FIDLX's dividend yield for the trailing twelve months is around 0.86%, more than VOOG's 0.60% yield.


TTM20242023202220212020201920182017201620152014
FIDLX
Fidelity Advisor Large Cap Fund Class Z
0.86%0.84%1.02%1.39%1.89%2.03%66.81%2.22%1.49%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.60%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

FIDLX vs. VOOG - Drawdown Comparison

The maximum FIDLX drawdown since its inception was -40.12%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.71%
-11.72%
FIDLX
VOOG

Volatility

FIDLX vs. VOOG - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class Z (FIDLX) is 14.27%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 16.37%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.27%
16.37%
FIDLX
VOOG