SPUSX vs. FGJEX

Last updated Aug 1, 2026

SPUSX (Symmetry Panoramic US Equity Fund) and FGJEX (Fidelity Advisor Growth & Income Fund Class Z) are both Large Cap Blend Equities funds. Over the past year, SPUSX returned 22.25% vs 20.83% for FGJEX. Their correlation of 0.90 means they have usually moved in the same direction. SPUSX charges 0.64%/yr vs 0.46%/yr for FGJEX.

Performance

SPUSX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Symmetry Panoramic US Equity Fund (SPUSX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPUSX achieves a 13.09% return, which is significantly higher than FGJEX's 10.81% return.

SPUSX

• 1D: 1.23%
• 1M: -0.12%
• 6M: 9.92%
• YTD: 13.09%
• 1Y: 22.25%
• 3Y*: 17.27%
• 5Y*: 11.10%
• 10Y*: —
• ALL TIME*: 12.88%

FGJEX

• 1D: 1.62%
• 1M: 0.69%
• 6M: 7.67%
• YTD: 10.81%
• 1Y: 20.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FGJEX Fidelity Advisor Growth & Income Fund Class Z	$0.00	$0.00	$0.00
SPUSX Symmetry Panoramic US Equity Fund	$0.00	$0.00	$0.00

SPUSX vs. FGJEX - Yearly Performance Comparison

	2026 (YTD)	2025
SPUSX Symmetry Panoramic US Equity Fund	13.09%	20.35%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	10.81%	24.15%

Correlation

The correlation between SPUSX and FGJEX is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (All Time) Calculated using the full available price history since Apr 28, 2025	0.90

The correlation between SPUSX and FGJEX has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

Return for Risk

SPUSX vs. FGJEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPUSX

SPUSX Risk / Return Rank: 73
SPUSX Sharpe Ratio Rank: 69
SPUSX Sortino Ratio Rank: 68
SPUSX Omega Ratio Rank: 66
SPUSX Calmar Ratio Rank: 76
SPUSX Martin Ratio Rank: 85

FGJEX

FGJEX Risk / Return Rank: 72
FGJEX Sharpe Ratio Rank: 73
FGJEX Sortino Ratio Rank: 71
FGJEX Omega Ratio Rank: 71
FGJEX Calmar Ratio Rank: 68
FGJEX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPUSX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Symmetry Panoramic US Equity Fund (SPUSX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). 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.

	SPUSX	FGJEX	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.68	-0.05
Sortino ratio: Return per unit of downside risk	2.33	2.39	-0.06
Omega ratio: Gain probability vs. loss probability	1.29	1.30	-0.01
Calmar ratio: Return relative to maximum drawdown	2.49	2.23	+0.26
Martin ratio: Return relative to average drawdown	10.66	9.43	+1.23

SPUSX vs. FGJEX - Sharpe Ratio Comparison

The current SPUSX Sharpe Ratio is 1.63, which is comparable to the FGJEX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SPUSX and FGJEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SPUSX vs. FGJEX - Drawdown Comparison

The maximum SPUSX drawdown since its inception was -36.46%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for SPUSX and FGJEX.

Drawdown Indicators

	SPUSX	FGJEX	Difference
Max Drawdown Largest peak-to-trough decline	-36.46%	-8.32%	-28.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-8.32%	+0.18%
Max Drawdown (3Y) Largest decline over 3 years	-20.15%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.72%	—	—
Current Drawdown Current decline from peak	-1.14%	0.00%	-1.14%
Average Drawdown Average peak-to-trough decline	-5.16%	-1.01%	-4.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.97%	-0.07%

Volatility

SPUSX vs. FGJEX - Volatility Comparison

Symmetry Panoramic US Equity Fund (SPUSX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX) have volatilities of 2.93% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPUSX	FGJEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	2.92%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	8.30%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	12.45%	11.04%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.63%	10.86%	+5.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.99%	10.86%	+8.13%

SPUSX vs. FGJEX - Expense Ratio Comparison

SPUSX has a 0.64% expense ratio, which is higher than FGJEX's 0.46% expense ratio.

Dividends

SPUSX vs. FGJEX - Dividend Comparison

SPUSX's dividend yield for the trailing twelve months is around 5.56%, less than FGJEX's 8.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
FGJEX Fidelity Advisor Growth & Income Fund Class Z	8.60%	9.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPUSX Symmetry Panoramic US Equity Fund	5.56%	6.29%	15.88%	4.05%	3.88%	6.99%	1.11%	1.99%	0.44%

Frequently Asked Questions

Can I hold both SPUSX and FGJEX in my portfolio?

With a correlation of 0.90, SPUSX and FGJEX 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.

Which is riskier, SPUSX or FGJEX?

SPUSX has higher volatility (2.93%) compared to FGJEX (2.92%). In terms of maximum drawdown, SPUSX dropped -36.46% vs FGJEX's -8.32%.

Which has better risk-adjusted returns?

FGJEX currently has the higher Sharpe Ratio (1.68 vs 1.63), 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.