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RTYS.L vs. FCIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RTYS.L and FCIGX is 0.44, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

RTYS.L vs. FCIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Russell 2000 UCITS ETF (RTYS.L) and Fidelity Advisor Small Cap Growth Fund Class I (FCIGX). The values are adjusted to include any dividend payments, if applicable.

140.00%160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2025FebruaryMarchApril
188.80%
176.15%
RTYS.L
FCIGX

Key characteristics

Sharpe Ratio

RTYS.L:

-0.02

FCIGX:

0.00

Sortino Ratio

RTYS.L:

0.13

FCIGX:

0.18

Omega Ratio

RTYS.L:

1.02

FCIGX:

1.02

Calmar Ratio

RTYS.L:

-0.02

FCIGX:

0.00

Martin Ratio

RTYS.L:

-0.06

FCIGX:

0.01

Ulcer Index

RTYS.L:

8.85%

FCIGX:

8.78%

Daily Std Dev

RTYS.L:

23.45%

FCIGX:

25.38%

Max Drawdown

RTYS.L:

-42.15%

FCIGX:

-59.05%

Current Drawdown

RTYS.L:

-20.98%

FCIGX:

-26.27%

Returns By Period

In the year-to-date period, RTYS.L achieves a -13.50% return, which is significantly lower than FCIGX's -12.37% return. Over the past 10 years, RTYS.L has outperformed FCIGX with an annualized return of 5.33%, while FCIGX has yielded a comparatively lower 4.34% annualized return.


RTYS.L

YTD

-13.50%

1M

-7.74%

6M

-12.14%

1Y

-1.61%

5Y*

10.90%

10Y*

5.33%

FCIGX

YTD

-12.37%

1M

-6.58%

6M

-12.77%

1Y

-1.63%

5Y*

4.84%

10Y*

4.34%

*Annualized

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RTYS.L vs. FCIGX - Expense Ratio Comparison

RTYS.L has a 0.45% expense ratio, which is lower than FCIGX's 1.04% expense ratio.


Expense ratio chart for FCIGX: current value is 1.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCIGX: 1.04%
Expense ratio chart for RTYS.L: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RTYS.L: 0.45%

Risk-Adjusted Performance

RTYS.L vs. FCIGX — Risk-Adjusted Performance Rank

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

RTYS.L
The Risk-Adjusted Performance Rank of RTYS.L is 2121
Overall Rank
The Sharpe Ratio Rank of RTYS.L is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of RTYS.L is 2121
Sortino Ratio Rank
The Omega Ratio Rank of RTYS.L is 2121
Omega Ratio Rank
The Calmar Ratio Rank of RTYS.L is 2121
Calmar Ratio Rank
The Martin Ratio Rank of RTYS.L is 2020
Martin Ratio Rank

FCIGX
The Risk-Adjusted Performance Rank of FCIGX is 2525
Overall Rank
The Sharpe Ratio Rank of FCIGX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FCIGX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FCIGX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FCIGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FCIGX is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RTYS.L vs. FCIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Russell 2000 UCITS ETF (RTYS.L) and Fidelity Advisor Small Cap Growth Fund Class I (FCIGX). 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.


The chart of Sharpe ratio for RTYS.L, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
RTYS.L: -0.03
FCIGX: -0.06
The chart of Sortino ratio for RTYS.L, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
RTYS.L: 0.12
FCIGX: 0.10
The chart of Omega ratio for RTYS.L, currently valued at 1.02, compared to the broader market0.501.001.502.00
RTYS.L: 1.02
FCIGX: 1.01
The chart of Calmar ratio for RTYS.L, currently valued at -0.02, compared to the broader market0.002.004.006.008.0010.0012.00
RTYS.L: -0.02
FCIGX: -0.04
The chart of Martin ratio for RTYS.L, currently valued at -0.08, compared to the broader market0.0020.0040.0060.00
RTYS.L: -0.08
FCIGX: -0.16

The current RTYS.L Sharpe Ratio is -0.02, which is lower than the FCIGX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of RTYS.L and FCIGX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.03
-0.06
RTYS.L
FCIGX

Dividends

RTYS.L vs. FCIGX - Dividend Comparison

RTYS.L has not paid dividends to shareholders, while FCIGX's dividend yield for the trailing twelve months is around 1.07%.


TTM20242023202220212020201920182017201620152014
RTYS.L
Invesco Russell 2000 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCIGX
Fidelity Advisor Small Cap Growth Fund Class I
1.07%0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.35%

Drawdowns

RTYS.L vs. FCIGX - Drawdown Comparison

The maximum RTYS.L drawdown since its inception was -42.15%, smaller than the maximum FCIGX drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for RTYS.L and FCIGX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.98%
-26.27%
RTYS.L
FCIGX

Volatility

RTYS.L vs. FCIGX - Volatility Comparison

The current volatility for Invesco Russell 2000 UCITS ETF (RTYS.L) is 12.04%, while Fidelity Advisor Small Cap Growth Fund Class I (FCIGX) has a volatility of 15.29%. This indicates that RTYS.L experiences smaller price fluctuations and is considered to be less risky than FCIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.04%
15.29%
RTYS.L
FCIGX