TANDX vs. FGJEX

Last updated Apr 1, 2026

Compare and contrast key facts about Castle Tandem Fund (TANDX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX).

TANDX is managed by Castle Investment Management. It was launched on Mar 15, 2019. FGJEX is an actively managed fund by Fidelity. It was launched on Mar 20, 2025.

Performance

TANDX vs. FGJEX - Performance Comparison

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

TANDX vs. FGJEX - Yearly Performance Comparison

	2026 (YTD)	2025
TANDX Castle Tandem Fund	-9.28%	1.28%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	-2.99%	24.15%

Returns By Period

In the year-to-date period, TANDX achieves a -9.28% return, which is significantly lower than FGJEX's -2.99% return.

TANDX

• 1D: 0.79%
• 1M: -6.24%
• YTD: -9.28%
• 6M: -10.00%
• 1Y: -10.50%
• 3Y*: 2.42%
• 5Y*: 3.29%
• 10Y*: —

FGJEX

• 1D: -0.41%
• 1M: -7.13%
• YTD: -2.99%
• 6M: 0.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TANDX vs. FGJEX - Expense Ratio Comparison

TANDX has a 1.59% expense ratio, which is higher than FGJEX's 0.46% expense ratio.

TANDX

Castle Tandem Fund

FGJEX

Fidelity Advisor Growth & Income Fund Class Z

Return for Risk

TANDX vs. FGJEX — Risk / Return Rank

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

TANDX

TANDX Risk / Return Rank: 0
TANDX Sharpe Ratio Rank: 1
TANDX Sortino Ratio Rank: 0
TANDX Omega Ratio Rank: 1
TANDX Calmar Ratio Rank: 0
TANDX Martin Ratio Rank: 0

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.

TANDX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Castle Tandem Fund (TANDX) 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.

	TANDX	FGJEX	Difference
Sharpe ratio Return per unit of total volatility	-0.81	—	—
Sortino ratio Return per unit of downside risk	-1.07	—	—
Omega ratio Gain probability vs. loss probability	0.86	—	—
Calmar ratio Return relative to maximum drawdown	-0.79	—	—
Martin ratio Return relative to average drawdown	-2.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TANDX	FGJEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.01	2.09	-2.08

Correlation

The correlation between TANDX and FGJEX is 0.59, 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.

Dividends

TANDX vs. FGJEX - Dividend Comparison

TANDX's dividend yield for the trailing twelve months is around 6.80%, less than FGJEX's 9.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
TANDX Castle Tandem Fund	6.80%	6.17%	3.71%	2.10%	1.48%	4.57%	0.33%	0.37%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	9.88%	9.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TANDX vs. FGJEX - Drawdown Comparison

The maximum TANDX drawdown since its inception was -95.17%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for TANDX and FGJEX.

Drawdown Indicators

	TANDX	FGJEX	Difference
Max Drawdown Largest peak-to-trough decline	-95.17%	-8.32%	-86.85%
Max Drawdown (1Y) Largest decline over 1 year	-13.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-95.17%	—	—
Current Drawdown Current decline from peak	-95.13%	-8.32%	-86.81%
Average Drawdown Average peak-to-trough decline	-18.89%	-1.05%	-17.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.43%	—	—

Volatility

Volatility by Period

	TANDX	FGJEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.00%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.28%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	10.78%	+1.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1,010.25%	10.78%	+999.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	852.68%	10.78%	+841.90%