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FSCIX vs. VFFSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSCIX and VFFSX is 0.83, 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

FSCIX vs. VFFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Small Cap Fund Class I (FSCIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FSCIX:

0.01

VFFSX:

0.70

Sortino Ratio

FSCIX:

0.07

VFFSX:

1.05

Omega Ratio

FSCIX:

1.01

VFFSX:

1.15

Calmar Ratio

FSCIX:

-0.06

VFFSX:

0.69

Martin Ratio

FSCIX:

-0.17

VFFSX:

2.63

Ulcer Index

FSCIX:

9.26%

VFFSX:

4.92%

Daily Std Dev

FSCIX:

23.49%

VFFSX:

19.80%

Max Drawdown

FSCIX:

-49.58%

VFFSX:

-52.30%

Current Drawdown

FSCIX:

-13.44%

VFFSX:

-3.42%

Returns By Period

In the year-to-date period, FSCIX achieves a -4.96% return, which is significantly lower than VFFSX's 1.06% return.


FSCIX

YTD

-4.96%

1M

4.72%

6M

-12.54%

1Y

0.22%

3Y*

6.77%

5Y*

11.74%

10Y*

7.01%

VFFSX

YTD

1.06%

1M

6.46%

6M

-0.79%

1Y

13.76%

3Y*

14.16%

5Y*

15.93%

10Y*

N/A

*Annualized

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FSCIX vs. VFFSX - Expense Ratio Comparison

FSCIX has a 0.97% expense ratio, which is higher than VFFSX's 0.01% expense ratio.


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

Risk-Adjusted Performance

FSCIX vs. VFFSX — Risk-Adjusted Performance Rank

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

FSCIX
The Risk-Adjusted Performance Rank of FSCIX is 99
Overall Rank
The Sharpe Ratio Rank of FSCIX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FSCIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of FSCIX is 99
Omega Ratio Rank
The Calmar Ratio Rank of FSCIX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FSCIX is 88
Martin Ratio Rank

VFFSX
The Risk-Adjusted Performance Rank of VFFSX is 5858
Overall Rank
The Sharpe Ratio Rank of VFFSX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFSX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VFFSX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VFFSX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VFFSX is 5858
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.

FSCIX vs. VFFSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class I (FSCIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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 FSCIX Sharpe Ratio is 0.01, which is lower than the VFFSX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FSCIX and VFFSX, 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

FSCIX vs. VFFSX - Dividend Comparison

FSCIX's dividend yield for the trailing twelve months is around 12.90%, more than VFFSX's 1.29% yield.


TTM20242023202220212020201920182017201620152014
FSCIX
Fidelity Advisor Small Cap Fund Class I
12.90%12.26%1.17%4.64%9.81%2.39%3.53%13.10%12.79%2.44%7.76%12.39%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.29%1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%

Drawdowns

FSCIX vs. VFFSX - Drawdown Comparison

The maximum FSCIX drawdown since its inception was -49.58%, smaller than the maximum VFFSX drawdown of -52.30%. Use the drawdown chart below to compare losses from any high point for FSCIX and VFFSX.


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

Volatility

FSCIX vs. VFFSX - Volatility Comparison

Fidelity Advisor Small Cap Fund Class I (FSCIX) has a higher volatility of 6.23% compared to Vanguard 500 Index Fund Institutional Select Shares (VFFSX) at 4.82%. This indicates that FSCIX's price experiences larger fluctuations and is considered to be riskier than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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