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EIFGX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIFGX vs. FSSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EIFGX achieves a 2.66% return, which is significantly lower than FSSKX's 13.18% return. Over the past 10 years, EIFGX has outperformed FSSKX with an annualized return of 17.58%, while FSSKX has yielded a comparatively lower 15.58% annualized return.


EIFGX

1D
-1.41%
1M
-4.51%
YTD
2.66%
6M
1.64%
1Y
13.48%
3Y*
23.45%
5Y*
11.12%
10Y*
17.58%

FSSKX

1D
-1.68%
1M
-0.27%
YTD
13.18%
6M
11.97%
1Y
30.66%
3Y*
21.65%
5Y*
12.21%
10Y*
15.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIFGX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIFGX
Eaton Vance Focused Growth Opportunities Fund
2.66%14.48%42.07%42.23%-32.01%16.33%44.64%35.77%0.68%25.44%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
13.18%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between EIFGX and FSSKX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.92

The correlation between EIFGX and FSSKX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

EIFGX vs. FSSKX — Risk / Return Rank

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

EIFGX
EIFGX Risk / Return Rank: 1515
Overall Rank
EIFGX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EIFGX Sortino Ratio Rank: 1515
Sortino Ratio Rank
EIFGX Omega Ratio Rank: 1515
Omega Ratio Rank
EIFGX Calmar Ratio Rank: 1313
Calmar Ratio Rank
EIFGX Martin Ratio Rank: 1616
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8181
Overall Rank
FSSKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 7575
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9292
Martin Ratio Rank
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.

EIFGX vs. FSSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.


EIFGXFSSKXDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.69

Omega ratioGain probability vs. loss probability

1.18

1.42

-0.24

Calmar ratioReturn relative to maximum drawdown

1.05

3.49

-2.44

Martin ratioReturn relative to average drawdown

3.70

16.35

-12.65

EIFGX vs. FSSKX - Sharpe Ratio Comparison

The current EIFGX Sharpe Ratio is 0.97, which is lower than the FSSKX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of EIFGX and FSSKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EIFGX vs. FSSKX - Drawdown Comparison

The maximum EIFGX drawdown since its inception was -36.93%, smaller than the maximum FSSKX drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for EIFGX and FSSKX.


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Drawdown Indicators


EIFGXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-53.43%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-9.20%

-5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.85%

-20.84%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.93%

-25.20%

-11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-36.93%

-34.37%

-2.56%

Current Drawdown

Current decline from peak

-6.49%

-2.32%

-4.17%

Average Drawdown

Average peak-to-trough decline

-5.89%

-7.69%

+1.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

1.96%

+2.18%

Volatility

EIFGX vs. FSSKX - Volatility Comparison

Eaton Vance Focused Growth Opportunities Fund (EIFGX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) have volatilities of 5.65% and 5.62%, 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


EIFGXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

5.62%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

11.14%

+1.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.79%

13.90%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

17.93%

+4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

18.61%

+3.15%

EIFGX vs. FSSKX - Expense Ratio Comparison

EIFGX has a 0.76% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

EIFGX vs. FSSKX - Dividend Comparison

EIFGX's dividend yield for the trailing twelve months is around 24.67%, more than FSSKX's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
EIFGX
Eaton Vance Focused Growth Opportunities Fund
24.67%25.32%10.78%2.74%32.69%16.44%8.74%9.36%10.11%0.29%0.00%1.25%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.22%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%

Frequently Asked Questions


With a correlation of 0.92, EIFGX and FSSKX 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.

EIFGX has higher volatility (5.65%) compared to FSSKX (5.62%). In terms of maximum drawdown, EIFGX dropped -36.93% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.32 vs 0.97), 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.

Portfolio Optimizer

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