CHTRX vs. FTRIX
CHTRX (Invesco Charter Fund) and FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) are both Large Cap Blend Equities funds. Over the past 10 years, CHTRX returned 11.28%/yr vs 16.58%/yr for FTRIX. Their correlation of 0.94 means they have usually moved in the same direction. CHTRX charges 1.03%/yr vs 0.65%/yr for FTRIX.
Performance
CHTRX vs. FTRIX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTRX achieves a 9.32% return, which is significantly lower than FTRIX's 15.57% return. Over the past 10 years, CHTRX has underperformed FTRIX with an annualized return of 11.28%, while FTRIX has yielded a comparatively higher 16.58% annualized return.
CHTRX
- 1D
- 1.26%
- 1M
- 3.41%
- 6M
- 9.53%
- YTD
- 9.32%
- 1Y
- 17.55%
- 3Y*
- 18.61%
- 5Y*
- 10.65%
- 10Y*
- 11.28%
- ALL TIME*
- 7.75%
FTRIX
- 1D
- 1.20%
- 1M
- 3.88%
- 6M
- 12.69%
- YTD
- 15.57%
- 1Y
- 27.77%
- 3Y*
- 25.43%
- 5Y*
- 17.40%
- 10Y*
- 16.58%
- ALL TIME*
- 12.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHTRX Invesco Charter Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CHTRX vs. FTRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 9.32% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 13.24% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 15.57% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
Correlation
The correlation between CHTRX and FTRIX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2008 | 0.94 |
The correlation between CHTRX and FTRIX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
CHTRX vs. FTRIX — Risk / Return Rank
CHTRX
FTRIX
CHTRX vs. FTRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Charter Fund (CHTRX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX). 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.
| CHTRX | FTRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.05 | -1.48 |
| Martin ratioReturn relative to average drawdown | 6.42 | 13.19 | -6.77 |
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Drawdowns
CHTRX vs. FTRIX - Drawdown Comparison
The maximum CHTRX drawdown since its inception was -56.30%, which is greater than FTRIX's maximum drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for CHTRX and FTRIX.
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Drawdown Indicators
| CHTRX | FTRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.30% | -52.46% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -10.77% | -9.01% | -1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.50% | -18.49% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -26.77% | -23.31% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -41.18% | -35.22% | -5.96% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.24% | -6.49% | -6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.08% | +0.54% |
Volatility
CHTRX vs. FTRIX - Volatility Comparison
Invesco Charter Fund (CHTRX) and Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) have volatilities of 4.15% and 4.33%, 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.
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Volatility by Period
| CHTRX | FTRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 4.33% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 10.25% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.15% | 12.99% | +0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.74% | +0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 18.10% | +1.08% |
CHTRX vs. FTRIX - Expense Ratio Comparison
CHTRX has a 1.03% expense ratio, which is higher than FTRIX's 0.65% expense ratio.
Dividends
CHTRX vs. FTRIX - Dividend Comparison
CHTRX's dividend yield for the trailing twelve months is around 6.61%, more than FTRIX's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 6.61% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 3.38% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
Frequently Asked Questions
With a correlation of 0.95, CHTRX and FTRIX 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.
FTRIX has higher volatility (4.33%) compared to CHTRX (4.15%). In terms of maximum drawdown, CHTRX dropped -56.30% vs FTRIX's -52.46%.
FTRIX currently has the higher Sharpe Ratio (2.12 vs 1.29), 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.
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