PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FVIAX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FVIAX and VUG is -0.21. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.2

Performance

FVIAX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Government Income Fund Class A (FVIAX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
43.27%
798.41%
FVIAX
VUG

Key characteristics

Sharpe Ratio

FVIAX:

-0.04

VUG:

2.11

Sortino Ratio

FVIAX:

-0.02

VUG:

2.74

Omega Ratio

FVIAX:

1.00

VUG:

1.39

Calmar Ratio

FVIAX:

-0.01

VUG:

2.81

Martin Ratio

FVIAX:

-0.11

VUG:

11.02

Ulcer Index

FVIAX:

2.22%

VUG:

3.31%

Daily Std Dev

FVIAX:

5.68%

VUG:

17.27%

Max Drawdown

FVIAX:

-21.37%

VUG:

-50.68%

Current Drawdown

FVIAX:

-14.73%

VUG:

-2.41%

Returns By Period

In the year-to-date period, FVIAX achieves a -0.13% return, which is significantly lower than VUG's 34.89% return. Over the past 10 years, FVIAX has underperformed VUG with an annualized return of 0.07%, while VUG has yielded a comparatively higher 15.88% annualized return.


FVIAX

YTD

-0.13%

1M

-0.74%

6M

0.17%

1Y

0.08%

5Y*

-1.55%

10Y*

0.07%

VUG

YTD

34.89%

1M

3.42%

6M

12.16%

1Y

35.02%

5Y*

18.91%

10Y*

15.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FVIAX vs. VUG - Expense Ratio Comparison

FVIAX has a 0.77% expense ratio, which is higher than VUG's 0.04% expense ratio.


FVIAX
Fidelity Advisor Government Income Fund Class A
Expense ratio chart for FVIAX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FVIAX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Government Income Fund Class A (FVIAX) and Vanguard Growth ETF (VUG). 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.


Sharpe ratio
The chart of Sharpe ratio for FVIAX, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00-0.041.99
The chart of Sortino ratio for FVIAX, currently valued at -0.02, compared to the broader market-2.000.002.004.006.008.0010.00-0.022.60
The chart of Omega ratio for FVIAX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.37
The chart of Calmar ratio for FVIAX, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.012.65
The chart of Martin ratio for FVIAX, currently valued at -0.11, compared to the broader market0.0020.0040.0060.00-0.1110.37
FVIAX
VUG

The current FVIAX Sharpe Ratio is -0.04, which is lower than the VUG Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FVIAX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
1.99
FVIAX
VUG

Dividends

FVIAX vs. VUG - Dividend Comparison

FVIAX's dividend yield for the trailing twelve months is around 2.86%, more than VUG's 0.33% yield.


TTM20232022202120202019201820172016201520142013
FVIAX
Fidelity Advisor Government Income Fund Class A
2.86%2.23%1.17%0.48%0.79%1.78%1.76%1.47%1.32%2.12%1.57%1.13%
VUG
Vanguard Growth ETF
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

FVIAX vs. VUG - Drawdown Comparison

The maximum FVIAX drawdown since its inception was -21.37%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FVIAX and VUG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.73%
-2.41%
FVIAX
VUG

Volatility

FVIAX vs. VUG - Volatility Comparison

The current volatility for Fidelity Advisor Government Income Fund Class A (FVIAX) is 1.80%, while Vanguard Growth ETF (VUG) has a volatility of 4.87%. This indicates that FVIAX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.80%
4.87%
FVIAX
VUG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab