FTGRX vs. SSSYX
Compare and contrast key facts about Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and State Street Equity 500 Index Fund Class K (SSSYX).
FTGRX is managed by Fidelity. It was launched on Feb 5, 2008. SSSYX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Sep 17, 2014.
Performance
FTGRX vs. SSSYX - Performance Comparison
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FTGRX vs. SSSYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | -5.21% | 26.22% | 25.36% | 25.83% | -9.51% | 25.63% | 12.30% | 30.47% | -7.95% | 17.25% |
SSSYX State Street Equity 500 Index Fund Class K | -4.34% | 17.81% | 24.99% | 26.27% | -18.16% | 28.51% | 18.31% | 31.38% | -4.38% | 21.61% |
Returns By Period
In the year-to-date period, FTGRX achieves a -5.21% return, which is significantly lower than SSSYX's -4.34% return. Both investments have delivered pretty close results over the past 10 years, with FTGRX having a 14.47% annualized return and SSSYX not far behind at 14.02%.
FTGRX
- 1D
- -0.55%
- 1M
- -7.65%
- YTD
- -5.21%
- 6M
- -0.92%
- 1Y
- 21.82%
- 3Y*
- 20.56%
- 5Y*
- 13.93%
- 10Y*
- 14.47%
SSSYX
- 1D
- 2.92%
- 1M
- -5.02%
- YTD
- -4.34%
- 6M
- -2.15%
- 1Y
- 17.29%
- 3Y*
- 18.28%
- 5Y*
- 11.75%
- 10Y*
- 14.02%
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FTGRX vs. SSSYX - Expense Ratio Comparison
FTGRX has a 1.15% expense ratio, which is higher than SSSYX's 0.02% expense ratio.
Return for Risk
FTGRX vs. SSSYX — Risk / Return Rank
FTGRX
SSSYX
FTGRX vs. SSSYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and State Street Equity 500 Index Fund Class K (SSSYX). 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.
| FTGRX | SSSYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 0.97 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.49 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.52 | +0.16 |
Martin ratioReturn relative to average drawdown | 7.85 | 7.30 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FTGRX | SSSYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 0.97 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.70 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.11 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.11 | +0.43 |
Correlation
The correlation between FTGRX and SSSYX is 0.93, 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
FTGRX vs. SSSYX - Dividend Comparison
FTGRX's dividend yield for the trailing twelve months is around 3.63%, more than SSSYX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTGRX Fidelity Advisor Mega Cap Stock Fund Class M | 3.63% | 3.44% | 2.20% | 1.60% | 3.88% | 4.34% | 7.59% | 12.62% | 21.28% | 15.95% | 1.52% | 3.66% |
SSSYX State Street Equity 500 Index Fund Class K | 1.51% | 1.44% | 1.63% | 1.78% | 2.16% | 2.76% | 1.86% | 4.44% | 5.18% | 5.94% | 2.07% | 1.84% |
Drawdowns
FTGRX vs. SSSYX - Drawdown Comparison
The maximum FTGRX drawdown since its inception was -52.75%, smaller than the maximum SSSYX drawdown of -91.48%. Use the drawdown chart below to compare losses from any high point for FTGRX and SSSYX.
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Drawdown Indicators
| FTGRX | SSSYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -91.48% | +38.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -12.10% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -24.49% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | -35.31% | -91.48% | +56.17% |
Current DrawdownCurrent decline from peak | -9.06% | -6.22% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.20% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.52% | +0.09% |
Volatility
FTGRX vs. SSSYX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) is 4.37%, while State Street Equity 500 Index Fund Class K (SSSYX) has a volatility of 5.34%. This indicates that FTGRX experiences smaller price fluctuations and is considered to be less risky than SSSYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTGRX | SSSYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 5.34% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 9.53% | -0.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.15% | 18.29% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.89% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 124.43% | -106.32% |