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FSSKX vs. FGCKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSSKX vs. FGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) and Fidelity Growth Company Fund Class K (FGCKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSSKX achieves a 19.15% return, which is significantly lower than FGCKX's 21.98% return. Over the past 10 years, FSSKX has underperformed FGCKX with an annualized return of 15.29%, while FGCKX has yielded a comparatively higher 22.20% annualized return.


FSSKX

1D
1.67%
1M
2.43%
6M
17.10%
YTD
19.15%
1Y
32.26%
3Y*
22.32%
5Y*
12.80%
10Y*
15.29%
ALL TIME*
11.27%

FGCKX

1D
2.80%
1M
0.29%
6M
20.97%
YTD
21.98%
1Y
33.80%
3Y*
29.26%
5Y*
14.87%
10Y*
22.20%
ALL TIME*
16.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FSSKX vs. FGCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
19.15%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%
FGCKX
Fidelity Growth Company Fund Class K
21.98%18.67%37.30%47.35%-33.82%22.62%67.61%38.50%-4.07%36.89%

Correlation

The correlation between FSSKX and FGCKX is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.92

The correlation between FSSKX and FGCKX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

FSSKX vs. FGCKX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSSKX
FSSKX Risk / Return Rank: 8686
Overall Rank
FSSKX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 8282
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 8080
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
Martin Ratio Rank

FGCKX
FGCKX Risk / Return Rank: 5252
Overall Rank
FGCKX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FGCKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FGCKX Omega Ratio Rank: 4242
Omega Ratio Rank
FGCKX Calmar Ratio Rank: 7070
Calmar Ratio Rank
FGCKX Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSSKX vs. FGCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) and Fidelity Growth Company Fund Class K (FGCKX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FSSKXFGCKXDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.39

1.27

+0.12

Calmar ratioReturn relative to maximum drawdown

3.46

2.64

+0.82

Martin ratioReturn relative to average drawdown

15.62

8.80

+6.82

FSSKX vs. FGCKX - Sharpe Ratio Comparison

The current FSSKX Sharpe Ratio is 2.23, which is higher than the FGCKX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FSSKX and FGCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSSKX vs. FGCKX - Drawdown Comparison

The maximum FSSKX drawdown since its inception was -53.43%, roughly equal to the maximum FGCKX drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for FSSKX and FGCKX.


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Drawdown Indicators


FSSKXFGCKXDifference

Max Drawdown

Largest peak-to-trough decline

-53.43%

-51.01%

-2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-12.55%

+3.35%

Max Drawdown (3Y)

Largest decline over 3 years

-20.84%

-26.20%

+5.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-40.21%

+15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

-40.21%

+5.84%

Current Drawdown

Current decline from peak

0.00%

-1.46%

+1.46%

Average Drawdown

Average peak-to-trough decline

-7.65%

-8.90%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.75%

-1.72%

Volatility

FSSKX vs. FGCKX - Volatility Comparison

The current volatility for Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) is 4.36%, while Fidelity Growth Company Fund Class K (FGCKX) has a volatility of 7.18%. This indicates that FSSKX experiences smaller price fluctuations and is considered to be less risky than FGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSSKXFGCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

7.18%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.57%

16.23%

-4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

20.76%

-6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.97%

24.40%

-6.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

23.58%

-4.97%

FSSKX vs. FGCKX - Expense Ratio Comparison

FSSKX has a 0.58% expense ratio, which is lower than FGCKX's 0.62% expense ratio.


Dividends

FSSKX vs. FGCKX - Dividend Comparison

FSSKX's dividend yield for the trailing twelve months is around 4.01%, while FGCKX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FGCKX
Fidelity Growth Company Fund Class K
0.00%0.00%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.73%6.20%3.96%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.01%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%

Frequently Asked Questions


With a correlation of 0.93, FSSKX and FGCKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FGCKX has higher volatility (7.18%) compared to FSSKX (4.36%). In terms of maximum drawdown, FSSKX dropped -53.43% vs FGCKX's -51.01%.

FSSKX currently has the higher Sharpe Ratio (2.23 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FSSKX and FGCKX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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