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FSTAX vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTAX vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Strategic Income Fund Class A (FSTAX) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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FSTAX vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTAX
Fidelity Advisor Strategic Income Fund Class A
-0.88%8.68%4.93%8.82%-11.98%3.22%7.21%10.74%-2.94%7.63%
VOOG
Vanguard S&P 500 Growth ETF
-8.17%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, FSTAX achieves a -0.88% return, which is significantly higher than VOOG's -8.17% return. Over the past 10 years, FSTAX has underperformed VOOG with an annualized return of 3.84%, while VOOG has yielded a comparatively higher 15.71% annualized return.


FSTAX

1D
0.00%
1M
-2.65%
YTD
-0.88%
6M
0.34%
1Y
6.86%
3Y*
6.09%
5Y*
2.33%
10Y*
3.84%

VOOG

1D
4.02%
1M
-5.34%
YTD
-8.17%
6M
-6.12%
1Y
22.53%
3Y*
21.80%
5Y*
12.17%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTAX vs. VOOG - Expense Ratio Comparison

FSTAX has a 0.97% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

FSTAX vs. VOOG — Risk / Return Rank

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

FSTAX
FSTAX Risk / Return Rank: 9292
Overall Rank
FSTAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FSTAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FSTAX Omega Ratio Rank: 9090
Omega Ratio Rank
FSTAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FSTAX Martin Ratio Rank: 9191
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6666
Overall Rank
VOOG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6565
Omega Ratio Rank
VOOG Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6969
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.

FSTAX vs. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Strategic Income Fund Class A (FSTAX) and Vanguard S&P 500 Growth ETF (VOOG). 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.


FSTAXVOOGDifference

Sharpe ratio

Return per unit of total volatility

2.03

1.02

+1.01

Sortino ratio

Return per unit of downside risk

2.82

1.58

+1.23

Omega ratio

Gain probability vs. loss probability

1.40

1.22

+0.18

Calmar ratio

Return relative to maximum drawdown

2.71

1.66

+1.05

Martin ratio

Return relative to average drawdown

10.69

6.53

+4.17

FSTAX vs. VOOG - Sharpe Ratio Comparison

The current FSTAX Sharpe Ratio is 2.03, which is higher than the VOOG Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FSTAX and VOOG, 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


FSTAXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

1.02

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.76

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.83

-0.35

Correlation

The correlation between FSTAX and VOOG is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FSTAX vs. VOOG - Dividend Comparison

FSTAX's dividend yield for the trailing twelve months is around 3.80%, more than VOOG's 0.54% yield.


TTM20252024202320222021202020192018201720162015
FSTAX
Fidelity Advisor Strategic Income Fund Class A
3.80%4.05%3.21%3.70%2.70%4.01%4.32%4.06%3.50%3.70%3.49%2.89%
VOOG
Vanguard S&P 500 Growth ETF
0.54%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

FSTAX vs. VOOG - Drawdown Comparison

The maximum FSTAX drawdown since its inception was -23.29%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FSTAX and VOOG.


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Drawdown Indicators


FSTAXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-23.29%

-32.73%

+9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.65%

-13.71%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-32.73%

+16.55%

Max Drawdown (10Y)

Largest decline over 10 years

-16.18%

-32.73%

+16.55%

Current Drawdown

Current decline from peak

-2.65%

-10.25%

+7.60%

Average Drawdown

Average peak-to-trough decline

-4.86%

-5.00%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

3.50%

-2.83%

Volatility

FSTAX vs. VOOG - Volatility Comparison

The current volatility for Fidelity Advisor Strategic Income Fund Class A (FSTAX) is 1.53%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.15%. This indicates that FSTAX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.53%

7.15%

-5.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.38%

12.62%

-10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

22.25%

-18.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

21.16%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.40%

20.65%

-16.25%