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FSCIX vs. AZBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCIX vs. AZBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Fund Class I (FSCIX) and Virtus Small-Cap Fund (AZBIX). The values are adjusted to include any dividend payments, if applicable.

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FSCIX vs. AZBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSCIX
Fidelity Advisor Small Cap Fund Class I
0.67%12.12%11.59%18.58%-20.51%31.58%17.44%32.70%-16.25%14.09%
AZBIX
Virtus Small-Cap Fund
-0.89%8.49%19.06%14.09%-18.04%18.92%16.98%24.13%-9.25%21.27%

Returns By Period

In the year-to-date period, FSCIX achieves a 0.67% return, which is significantly higher than AZBIX's -0.89% return. Both investments have delivered pretty close results over the past 10 years, with FSCIX having a 9.96% annualized return and AZBIX not far ahead at 10.25%.


FSCIX

1D
-1.77%
1M
-7.89%
YTD
0.67%
6M
4.18%
1Y
22.95%
3Y*
12.39%
5Y*
6.41%
10Y*
9.96%

AZBIX

1D
-1.25%
1M
-7.38%
YTD
-0.89%
6M
-2.42%
1Y
18.07%
3Y*
11.65%
5Y*
5.21%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCIX vs. AZBIX - Expense Ratio Comparison

FSCIX has a 0.97% expense ratio, which is higher than AZBIX's 0.89% expense ratio.


Return for Risk

FSCIX vs. AZBIX — Risk / Return Rank

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

FSCIX
FSCIX Risk / Return Rank: 6161
Overall Rank
FSCIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
FSCIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FSCIX Omega Ratio Rank: 5252
Omega Ratio Rank
FSCIX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FSCIX Martin Ratio Rank: 6868
Martin Ratio Rank

AZBIX
AZBIX Risk / Return Rank: 4848
Overall Rank
AZBIX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
AZBIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
AZBIX Omega Ratio Rank: 3939
Omega Ratio Rank
AZBIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
AZBIX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FSCIX vs. AZBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class I (FSCIX) and Virtus Small-Cap Fund (AZBIX). 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.


FSCIXAZBIXDifference

Sharpe ratio

Return per unit of total volatility

1.05

0.91

+0.14

Sortino ratio

Return per unit of downside risk

1.58

1.38

+0.20

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.34

+0.15

Martin ratio

Return relative to average drawdown

6.38

4.95

+1.43

FSCIX vs. AZBIX - Sharpe Ratio Comparison

The current FSCIX Sharpe Ratio is 1.05, which is comparable to the AZBIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSCIX and AZBIX, 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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Sharpe Ratios by Period


FSCIXAZBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.91

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.26

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.48

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.48

0.00

Correlation

The correlation between FSCIX and AZBIX is 0.94, 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.


Dividends

FSCIX vs. AZBIX - Dividend Comparison

FSCIX's dividend yield for the trailing twelve months is around 1.61%, less than AZBIX's 4.94% yield.


TTM20252024202320222021202020192018201720162015
FSCIX
Fidelity Advisor Small Cap Fund Class I
1.61%1.62%12.26%1.17%4.64%9.81%2.39%3.53%13.10%12.79%2.44%7.76%
AZBIX
Virtus Small-Cap Fund
4.94%4.90%10.82%2.31%4.78%13.82%0.45%0.38%9.62%13.80%0.03%3.59%

Drawdowns

FSCIX vs. AZBIX - Drawdown Comparison

The maximum FSCIX drawdown since its inception was -49.58%, which is greater than AZBIX's maximum drawdown of -40.80%. Use the drawdown chart below to compare losses from any high point for FSCIX and AZBIX.


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Drawdown Indicators


FSCIXAZBIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.58%

-40.80%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-11.76%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-29.85%

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-40.80%

+0.39%

Current Drawdown

Current decline from peak

-9.33%

-8.46%

-0.87%

Average Drawdown

Average peak-to-trough decline

-11.00%

-7.80%

-3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.18%

+0.03%

Volatility

FSCIX vs. AZBIX - Volatility Comparison

Fidelity Advisor Small Cap Fund Class I (FSCIX) and Virtus Small-Cap Fund (AZBIX) have volatilities of 6.46% and 6.27%, 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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Volatility by Period


FSCIXAZBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

6.27%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

12.56%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

19.73%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

20.49%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

21.29%

+0.28%