VVPLX vs. FGJEX

Last updated Apr 1, 2026

Compare and contrast key facts about Vulcan Value Partners Fund (VVPLX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX).

VVPLX is managed by Vulcan Value Partners. It was launched on Dec 30, 2009. FGJEX is an actively managed fund by Fidelity. It was launched on Mar 20, 2025.

Performance

VVPLX vs. FGJEX - Performance Comparison

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

VVPLX vs. FGJEX - Yearly Performance Comparison

	2026 (YTD)	2025
VVPLX Vulcan Value Partners Fund	-15.88%	12.27%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	-2.99%	24.15%

Returns By Period

In the year-to-date period, VVPLX achieves a -15.88% return, which is significantly lower than FGJEX's -2.99% return.

VVPLX

• 1D: 1.29%
• 1M: -8.43%
• YTD: -15.88%
• 6M: -17.34%
• 1Y: -7.48%
• 3Y*: 9.74%
• 5Y*: 1.19%
• 10Y*: 7.72%

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)

VVPLX vs. FGJEX - Expense Ratio Comparison

VVPLX has a 1.06% expense ratio, which is higher than FGJEX's 0.46% expense ratio.

VVPLX

Vulcan Value Partners Fund

FGJEX

Fidelity Advisor Growth & Income Fund Class Z

Return for Risk

VVPLX vs. FGJEX — Risk / Return Rank

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

VVPLX

VVPLX Risk / Return Rank: 2
VVPLX Sharpe Ratio Rank: 2
VVPLX Sortino Ratio Rank: 2
VVPLX Omega Ratio Rank: 2
VVPLX Calmar Ratio Rank: 2
VVPLX Martin Ratio Rank: 1

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.

VVPLX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vulcan Value Partners Fund (VVPLX) 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.

	VVPLX	FGJEX	Difference
Sharpe ratio Return per unit of total volatility	-0.38	—	—
Sortino ratio Return per unit of downside risk	-0.41	—	—
Omega ratio Gain probability vs. loss probability	0.95	—	—
Calmar ratio Return relative to maximum drawdown	-0.44	—	—
Martin ratio Return relative to average drawdown	-1.41	—	—
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

	VVPLX	FGJEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	2.09	-1.67

Correlation

The correlation between VVPLX and FGJEX is 0.68, 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

VVPLX vs. FGJEX - Dividend Comparison

VVPLX's dividend yield for the trailing twelve months is around 6.96%, less than FGJEX's 9.88% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
VVPLX Vulcan Value Partners Fund	6.96%	5.85%	0.19%	0.05%	5.95%	11.33%	3.54%	4.37%	8.90%	1.69%	1.31%
FGJEX Fidelity Advisor Growth & Income Fund Class Z	9.88%	9.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VVPLX vs. FGJEX - Drawdown Comparison

The maximum VVPLX drawdown since its inception was -47.95%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for VVPLX and FGJEX.

Drawdown Indicators

	VVPLX	FGJEX	Difference
Max Drawdown Largest peak-to-trough decline	-47.95%	-8.32%	-39.63%
Max Drawdown (1Y) Largest decline over 1 year	-20.19%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-47.95%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.95%	—	—
Current Drawdown Current decline from peak	-19.16%	-8.32%	-10.84%
Average Drawdown Average peak-to-trough decline	-9.25%	-1.05%	-8.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.36%	—	—

Volatility

Volatility by Period

	VVPLX	FGJEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.49%	10.78%	+8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.63%	10.78%	+11.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	10.78%	+11.35%