Asset Comparison and Correlation

Assuming 30 trading days horizon, Vanguard is expected to generate 1.19 times less return on investment than Fidelity. But when comparing it to its historical volatility, Vanguard 500 Index Admiral is 1.05 times less risky than Fidelity. It trades about 0.67 of its potential returns per unit of risk. Fidelity Advisor Large Cap A is currently generating about 0.76 of returns per unit of risk over similar time horizon. If you would invest  2,268  in Fidelity Advisor Large Cap A on April 18, 2013 and sell it today you would earn a total of  212.00  from holding Fidelity Advisor Large Cap A or generate 9.35% return on investment over 30 days.