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FSCDX vs. FCAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCDX and FCAGX is 0.85, 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

FSCDX vs. FCAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Fund Class A (FSCDX) and Fidelity Advisor Small Cap Growth Fund Class A (FCAGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSCDX:

-0.07

FCAGX:

0.04

Sortino Ratio

FSCDX:

-0.03

FCAGX:

0.13

Omega Ratio

FSCDX:

1.00

FCAGX:

1.02

Calmar Ratio

FSCDX:

-0.12

FCAGX:

-0.03

Martin Ratio

FSCDX:

-0.35

FCAGX:

-0.08

Ulcer Index

FSCDX:

9.19%

FCAGX:

10.00%

Daily Std Dev

FSCDX:

23.40%

FCAGX:

25.56%

Max Drawdown

FSCDX:

-49.89%

FCAGX:

-59.24%

Current Drawdown

FSCDX:

-14.54%

FCAGX:

-15.19%

Returns By Period

In the year-to-date period, FSCDX achieves a -6.12% return, which is significantly higher than FCAGX's -7.12% return. Over the past 10 years, FSCDX has underperformed FCAGX with an annualized return of 6.62%, while FCAGX has yielded a comparatively higher 10.07% annualized return.


FSCDX

YTD

-6.12%

1M

4.29%

6M

-13.05%

1Y

-2.92%

3Y*

8.58%

5Y*

11.84%

10Y*

6.62%

FCAGX

YTD

-7.12%

1M

5.84%

6M

-13.90%

1Y

-0.37%

3Y*

10.91%

5Y*

9.51%

10Y*

10.07%

*Annualized

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FSCDX vs. FCAGX - Expense Ratio Comparison

FSCDX has a 1.22% expense ratio, which is lower than FCAGX's 1.29% expense ratio.


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

Risk-Adjusted Performance

FSCDX vs. FCAGX — Risk-Adjusted Performance Rank

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

FSCDX
The Risk-Adjusted Performance Rank of FSCDX is 1010
Overall Rank
The Sharpe Ratio Rank of FSCDX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCDX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of FSCDX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of FSCDX is 99
Calmar Ratio Rank
The Martin Ratio Rank of FSCDX is 99
Martin Ratio Rank

FCAGX
The Risk-Adjusted Performance Rank of FCAGX is 1515
Overall Rank
The Sharpe Ratio Rank of FCAGX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FCAGX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FCAGX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FCAGX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FCAGX is 1515
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.

FSCDX vs. FCAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class A (FSCDX) and Fidelity Advisor Small Cap Growth Fund Class A (FCAGX). 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 FSCDX Sharpe Ratio is -0.07, which is lower than the FCAGX Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of FSCDX and FCAGX, 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

Dividends

FSCDX vs. FCAGX - Dividend Comparison

FSCDX's dividend yield for the trailing twelve months is around 15.21%, more than FCAGX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FSCDX
Fidelity Advisor Small Cap Fund Class A
15.21%14.28%1.36%5.36%10.98%2.70%3.97%14.60%14.03%2.35%8.39%12.96%
FCAGX
Fidelity Advisor Small Cap Growth Fund Class A
1.29%1.20%0.00%0.00%20.36%8.58%5.58%14.80%7.05%0.79%4.32%8.61%

Drawdowns

FSCDX vs. FCAGX - Drawdown Comparison

The maximum FSCDX drawdown since its inception was -49.89%, smaller than the maximum FCAGX drawdown of -59.24%. Use the drawdown chart below to compare losses from any high point for FSCDX and FCAGX.


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

Volatility

FSCDX vs. FCAGX - Volatility Comparison

Fidelity Advisor Small Cap Fund Class A (FSCDX) and Fidelity Advisor Small Cap Growth Fund Class A (FCAGX) have volatilities of 5.72% and 5.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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