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What are the advantages/disadvantages of having a fixed 4 x versus having an adjustable 2.5-7?
I guess I'm wondering why not the 2.5-7 as it includes the 4?
Obviously I'm just starting out and know nothing.
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The 4x will be smaller and lighter in most instances. Fixed power scopes tend to be a bit brighter in the same product line than their variable cousins, as there are fewer internal lenses. Each lens surface has some parasitic light loss and reflection. 4x is often plenty for most .22LR purposes and is just about ideal for simple plinking and shooting small "critters" within the effective range of .22LR.
Having said that, I have both fixed and variable .22LR scopes, Weaver, Redfield and Leupold. The best combination of optical quality, slim lines, light weight and value are the Leupold VX-1 and VX-2 series in 2-7x. Be sure to either get the rimfire parallax models, or adjustable parallax. Some scopes, notably Leupold, have a removable front cap in front of the objective lens. Behind that is a slotted adjustment ring for changing parallax. That can be used to make their centerfire scopes parallax correct for rimfire distances. I've done that with some of my Leupold variables that are on rimfire rifles. Many people do not know that this is the only difference between Leupold's rimfire scopes and their centerfire scopes in the VX-1 and VX-2 lines.