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FIGCX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIGCX and VOO is 0.82, 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

FIGCX vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FIGCX:

0.40

VOO:

0.74

Sortino Ratio

FIGCX:

0.58

VOO:

1.04

Omega Ratio

FIGCX:

1.07

VOO:

1.15

Calmar Ratio

FIGCX:

0.35

VOO:

0.68

Martin Ratio

FIGCX:

1.30

VOO:

2.58

Ulcer Index

FIGCX:

4.54%

VOO:

4.93%

Daily Std Dev

FIGCX:

18.61%

VOO:

19.54%

Max Drawdown

FIGCX:

-56.09%

VOO:

-33.99%

Current Drawdown

FIGCX:

-1.06%

VOO:

-3.55%

Returns By Period

In the year-to-date period, FIGCX achieves a 9.38% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, FIGCX has underperformed VOO with an annualized return of 6.15%, while VOO has yielded a comparatively higher 12.81% annualized return.


FIGCX

YTD

9.38%

1M

4.53%

6M

5.19%

1Y

6.27%

3Y*

9.13%

5Y*

7.91%

10Y*

6.15%

VOO

YTD

0.90%

1M

5.53%

6M

-1.46%

1Y

13.29%

3Y*

14.31%

5Y*

15.89%

10Y*

12.81%

*Annualized

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Vanguard S&P 500 ETF

FIGCX vs. VOO - Expense Ratio Comparison

FIGCX has a 2.05% expense ratio, which is higher than VOO's 0.03% expense ratio.


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

Risk-Adjusted Performance

FIGCX vs. VOO — Risk-Adjusted Performance Rank

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

FIGCX
The Risk-Adjusted Performance Rank of FIGCX is 2929
Overall Rank
The Sharpe Ratio Rank of FIGCX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FIGCX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FIGCX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FIGCX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FIGCX is 3232
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

FIGCX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor International Growth Fund Class C (FIGCX) and Vanguard S&P 500 ETF (VOO). 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 FIGCX Sharpe Ratio is 0.40, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FIGCX and VOO, 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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Dividends

FIGCX vs. VOO - Dividend Comparison

FIGCX's dividend yield for the trailing twelve months is around 0.35%, less than VOO's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FIGCX
Fidelity Advisor International Growth Fund Class C
0.35%0.38%0.00%1.52%1.56%0.00%0.00%0.00%0.00%0.15%0.07%0.00%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FIGCX vs. VOO - Drawdown Comparison

The maximum FIGCX drawdown since its inception was -56.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FIGCX and VOO.


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

Volatility

FIGCX vs. VOO - Volatility Comparison

The current volatility for Fidelity Advisor International Growth Fund Class C (FIGCX) is 3.79%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that FIGCX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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