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

Correlation

The correlation between FSCDX and VIGAX 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.


-0.50.00.51.00.8

Performance

FSCDX vs. VIGAX - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
232.03%
732.38%
FSCDX
VIGAX

Key characteristics

Sharpe Ratio

FSCDX:

0.67

VIGAX:

2.10

Sortino Ratio

FSCDX:

1.06

VIGAX:

2.72

Omega Ratio

FSCDX:

1.13

VIGAX:

1.38

Calmar Ratio

FSCDX:

0.46

VIGAX:

2.81

Martin Ratio

FSCDX:

3.84

VIGAX:

10.96

Ulcer Index

FSCDX:

3.24%

VIGAX:

3.32%

Daily Std Dev

FSCDX:

18.45%

VIGAX:

17.32%

Max Drawdown

FSCDX:

-51.18%

VIGAX:

-50.66%

Current Drawdown

FSCDX:

-15.76%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, FSCDX achieves a 11.08% return, which is significantly lower than VIGAX's 34.75% return. Over the past 10 years, FSCDX has underperformed VIGAX with an annualized return of 1.61%, while VIGAX has yielded a comparatively higher 15.86% annualized return.


FSCDX

YTD

11.08%

1M

-4.72%

6M

5.29%

1Y

10.73%

5Y*

4.74%

10Y*

1.61%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FSCDX vs. VIGAX - Expense Ratio Comparison

FSCDX has a 1.22% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


FSCDX
Fidelity Advisor Small Cap Fund Class A
Expense ratio chart for FSCDX: current value at 1.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.22%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

FSCDX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class A (FSCDX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FSCDX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.672.10
The chart of Sortino ratio for FSCDX, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.062.72
The chart of Omega ratio for FSCDX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.38
The chart of Calmar ratio for FSCDX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.0014.000.462.81
The chart of Martin ratio for FSCDX, currently valued at 3.84, compared to the broader market0.0020.0040.0060.003.8410.96
FSCDX
VIGAX

The current FSCDX Sharpe Ratio is 0.67, which is lower than the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of FSCDX and VIGAX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.67
2.10
FSCDX
VIGAX

Dividends

FSCDX vs. VIGAX - Dividend Comparison

FSCDX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.32%.


TTM20232022202120202019201820172016201520142013
FSCDX
Fidelity Advisor Small Cap Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.30%0.44%0.68%11.93%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

FSCDX vs. VIGAX - Drawdown Comparison

The maximum FSCDX drawdown since its inception was -51.18%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FSCDX and VIGAX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.76%
-2.50%
FSCDX
VIGAX

Volatility

FSCDX vs. VIGAX - Volatility Comparison

Fidelity Advisor Small Cap Fund Class A (FSCDX) has a higher volatility of 5.55% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.92%. This indicates that FSCDX's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.55%
4.92%
FSCDX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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