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GFACX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GFACX vs. FSSKX - Performance Comparison

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

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Returns By Period

In the year-to-date period, GFACX achieves a 8.34% return, which is significantly lower than FSSKX's 15.12% return. Both investments have delivered pretty close results over the past 10 years, with GFACX having a 15.39% annualized return and FSSKX not far ahead at 15.78%.


GFACX

1D
-0.53%
1M
1.89%
YTD
8.34%
6M
7.41%
1Y
21.84%
3Y*
22.99%
5Y*
10.62%
10Y*
15.39%

FSSKX

1D
-0.40%
1M
1.43%
YTD
15.12%
6M
14.27%
1Y
34.10%
3Y*
22.34%
5Y*
12.74%
10Y*
15.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GFACX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFACX
American Funds The Growth Fund of America Fund Class C
8.34%18.80%27.01%36.20%-31.28%18.41%36.84%27.20%-3.93%25.13%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
15.12%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between GFACX and FSSKX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

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

0.96

The correlation between GFACX and FSSKX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

GFACX vs. FSSKX — Risk / Return Rank

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

GFACX
GFACX Risk / Return Rank: 2727
Overall Rank
GFACX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFACX Sortino Ratio Rank: 2626
Sortino Ratio Rank
GFACX Omega Ratio Rank: 2828
Omega Ratio Rank
GFACX Calmar Ratio Rank: 2323
Calmar Ratio Rank
GFACX Martin Ratio Rank: 3030
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8484
Overall Rank
FSSKX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 7878
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
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.

GFACX vs. FSSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America Fund Class C (GFACX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.


GFACXFSSKXDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.26

1.47

-0.21

Calmar ratioReturn relative to maximum drawdown

1.66

3.88

-2.22

Martin ratioReturn relative to average drawdown

6.32

18.22

-11.90

GFACX vs. FSSKX - Sharpe Ratio Comparison

The current GFACX Sharpe Ratio is 1.42, which is lower than the FSSKX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of GFACX and FSSKX, 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

GFACX vs. FSSKX - Drawdown Comparison

The maximum GFACX drawdown since its inception was -52.39%, roughly equal to the maximum FSSKX drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for GFACX and FSSKX.


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Drawdown Indicators


GFACXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-53.43%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-9.20%

-4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-20.84%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-36.81%

-25.20%

-11.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-34.37%

-2.44%

Current Drawdown

Current decline from peak

-1.61%

-0.64%

-0.97%

Average Drawdown

Average peak-to-trough decline

-9.14%

-7.69%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

1.95%

+1.70%

Volatility

GFACX vs. FSSKX - Volatility Comparison

American Funds The Growth Fund of America Fund Class C (GFACX) has a higher volatility of 6.78% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 5.35%. This indicates that GFACX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFACXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

5.35%

+1.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

11.07%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

13.81%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

17.91%

+2.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

18.64%

+1.14%

GFACX vs. FSSKX - Expense Ratio Comparison

GFACX has a 1.35% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

GFACX vs. FSSKX - Dividend Comparison

GFACX's dividend yield for the trailing twelve months is around 11.47%, more than FSSKX's 4.15% yield.


PositionTTM20252024202320222021202020192018201720162015
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.15%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%
GFACX
American Funds The Growth Fund of America Fund Class C
11.47%12.43%10.01%7.82%4.22%9.11%4.48%7.03%12.28%7.04%6.43%8.73%

Frequently Asked Questions


With a correlation of 0.95, GFACX and FSSKX 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.

GFACX has higher volatility (6.78%) compared to FSSKX (5.35%). In terms of maximum drawdown, GFACX dropped -52.39% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.59 vs 1.42), 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 GFACX and FSSKX

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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