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FSCIX vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSCIX vs. VGT - 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 Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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FSCIX vs. VGT - 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%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-29.70%30.45%46.04%48.62%2.46%37.08%

Returns By Period

In the year-to-date period, FSCIX achieves a 0.67% return, which is significantly higher than VGT's -7.34% return. Over the past 10 years, FSCIX has underperformed VGT with an annualized return of 9.96%, while VGT has yielded a comparatively higher 21.35% annualized return.


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%

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSCIX vs. VGT - Expense Ratio Comparison

FSCIX has a 0.97% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

FSCIX vs. VGT — 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

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Fund Class I (FSCIX) and Vanguard Information Technology ETF (VGT). 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.


FSCIXVGTDifference

Sharpe ratio

Return per unit of total volatility

1.05

1.08

-0.03

Sortino ratio

Return per unit of downside risk

1.58

1.65

-0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.49

1.77

-0.28

Martin ratio

Return relative to average drawdown

6.38

5.47

+0.91

FSCIX vs. VGT - Sharpe Ratio Comparison

The current FSCIX Sharpe Ratio is 1.05, which is comparable to the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FSCIX and VGT, 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


FSCIXVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

1.08

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.58

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.88

-0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.61

-0.13

Correlation

The correlation between FSCIX and VGT is 0.76, 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. VGT - Dividend Comparison

FSCIX's dividend yield for the trailing twelve months is around 1.61%, more than VGT's 0.44% 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%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

FSCIX vs. VGT - Drawdown Comparison

The maximum FSCIX drawdown since its inception was -49.58%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for FSCIX and VGT.


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Drawdown Indicators


FSCIXVGTDifference

Max Drawdown

Largest peak-to-trough decline

-49.58%

-54.63%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-16.40%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-32.32%

-35.07%

+2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.41%

-35.07%

-5.34%

Current Drawdown

Current decline from peak

-9.33%

-12.77%

+3.44%

Average Drawdown

Average peak-to-trough decline

-11.00%

-8.00%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

5.30%

-2.09%

Volatility

FSCIX vs. VGT - Volatility Comparison

The current volatility for Fidelity Advisor Small Cap Fund Class I (FSCIX) is 6.46%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that FSCIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSCIXVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.46%

7.99%

-1.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

16.31%

-3.67%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

27.24%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

25.07%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

24.48%

-2.91%