FZADX vs. VOO
Compare and contrast key facts about Fidelity Advisor Dividend Growth Fund Class Z (FZADX) and Vanguard S&P 500 ETF (VOO).
FZADX is managed by Fidelity. It was launched on Aug 13, 2013. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZADX or VOO.
Key characteristics
| FZADX | VOO | |
|---|---|---|
| YTD Return | 30.84% | 26.59% |
| 1Y Return | 43.93% | 38.23% |
| 3Y Return (Ann) | 11.13% | 9.99% |
| 5Y Return (Ann) | 12.82% | 15.91% |
| 10Y Return (Ann) | 10.44% | 13.40% |
| Sharpe Ratio | 3.04 | 3.11 |
| Sortino Ratio | 4.02 | 4.14 |
| Omega Ratio | 1.56 | 1.58 |
| Calmar Ratio | 4.44 | 4.54 |
| Martin Ratio | 19.94 | 20.72 |
| Ulcer Index | 2.19% | 1.85% |
| Daily Std Dev | 14.35% | 12.33% |
| Max Drawdown | -41.31% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FZADX and VOO 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.
Performance
FZADX vs. VOO - Performance Comparison
In the year-to-date period, FZADX achieves a 30.84% return, which is significantly higher than VOO's 26.59% return. Over the past 10 years, FZADX has underperformed VOO with an annualized return of 10.44%, while VOO has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FZADX vs. VOO - Expense Ratio Comparison
FZADX has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
FZADX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Dividend Growth Fund Class Z (FZADX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
FZADX vs. VOO - Dividend Comparison
FZADX's dividend yield for the trailing twelve months is around 1.06%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZADX Fidelity Advisor Dividend Growth Fund Class Z | 1.06% | 1.34% | 2.01% | 0.93% | 1.67% | 1.70% | 2.33% | 1.82% | 1.47% | 2.20% | 10.63% | 0.92% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
FZADX vs. VOO - Drawdown Comparison
The maximum FZADX drawdown since its inception was -41.31%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FZADX and VOO. For additional features, visit the drawdowns tool.
Volatility
FZADX vs. VOO - Volatility Comparison
Fidelity Advisor Dividend Growth Fund Class Z (FZADX) has a higher volatility of 4.43% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that FZADX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.