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FIFVX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between FIFVX and ^GSPC 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.


Performance

FIFVX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Founders Fund Class I (FIFVX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIFVX:

0.76

^GSPC:

0.66

Sortino Ratio

FIFVX:

1.04

^GSPC:

0.94

Omega Ratio

FIFVX:

1.15

^GSPC:

1.14

Calmar Ratio

FIFVX:

0.67

^GSPC:

0.60

Martin Ratio

FIFVX:

2.31

^GSPC:

2.28

Ulcer Index

FIFVX:

6.79%

^GSPC:

5.01%

Daily Std Dev

FIFVX:

24.38%

^GSPC:

19.77%

Max Drawdown

FIFVX:

-32.48%

^GSPC:

-56.78%

Current Drawdown

FIFVX:

-5.16%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, FIFVX achieves a 1.54% return, which is significantly higher than ^GSPC's 0.51% return.


FIFVX

YTD

1.54%

1M

7.57%

6M

-1.30%

1Y

18.25%

3Y*

16.46%

5Y*

15.59%

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

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S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FIFVX vs. ^GSPC — Risk-Adjusted Performance Rank

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

FIFVX
The Risk-Adjusted Performance Rank of FIFVX is 5555
Overall Rank
The Sharpe Ratio Rank of FIFVX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFVX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FIFVX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FIFVX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of FIFVX is 5151
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
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.

FIFVX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Founders Fund Class I (FIFVX) and S&P 500 (^GSPC). 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 current FIFVX Sharpe Ratio is 0.76, which is comparable to the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of FIFVX and ^GSPC, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

FIFVX vs. ^GSPC - Drawdown Comparison

The maximum FIFVX drawdown since its inception was -32.48%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FIFVX and ^GSPC.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FIFVX vs. ^GSPC - Volatility Comparison

Fidelity Advisor Founders Fund Class I (FIFVX) has a higher volatility of 5.35% compared to S&P 500 (^GSPC) at 4.77%. This indicates that FIFVX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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