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EILGX vs. FGTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EILGX vs. FGTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX). The values are adjusted to include any dividend payments, if applicable.

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EILGX vs. FGTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EILGX
Eaton Vance-Atlanta Capital Focused Growth
-11.94%10.85%10.63%25.66%-20.27%30.41%27.18%38.37%8.31%27.41%
FGTAX
Fidelity Advisor Mega Cap Stock Fund Class A
-5.15%26.58%25.62%26.18%-9.26%25.98%12.59%30.74%-7.68%17.54%

Returns By Period

In the year-to-date period, EILGX achieves a -11.94% return, which is significantly lower than FGTAX's -5.15% return. Over the past 10 years, EILGX has underperformed FGTAX with an annualized return of 13.40%, while FGTAX has yielded a comparatively higher 14.76% annualized return.


EILGX

1D
1.19%
1M
-7.91%
YTD
-11.94%
6M
-9.95%
1Y
-2.44%
3Y*
8.30%
5Y*
6.64%
10Y*
13.40%

FGTAX

1D
-0.55%
1M
-7.42%
YTD
-5.15%
6M
-0.64%
1Y
22.74%
3Y*
20.87%
5Y*
14.23%
10Y*
14.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EILGX vs. FGTAX - Expense Ratio Comparison

EILGX has a 0.78% expense ratio, which is lower than FGTAX's 0.90% expense ratio.


Return for Risk

EILGX vs. FGTAX — Risk / Return Rank

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

EILGX
EILGX Risk / Return Rank: 44
Overall Rank
EILGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
EILGX Sortino Ratio Rank: 44
Sortino Ratio Rank
EILGX Omega Ratio Rank: 44
Omega Ratio Rank
EILGX Calmar Ratio Rank: 33
Calmar Ratio Rank
EILGX Martin Ratio Rank: 33
Martin Ratio Rank

FGTAX
FGTAX Risk / Return Rank: 7676
Overall Rank
FGTAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FGTAX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGTAX Omega Ratio Rank: 7878
Omega Ratio Rank
FGTAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FGTAX Martin Ratio Rank: 8181
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.

EILGX vs. FGTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX). 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.


EILGXFGTAXDifference

Sharpe ratio

Return per unit of total volatility

-0.11

1.28

-1.39

Sortino ratio

Return per unit of downside risk

-0.04

1.84

-1.88

Omega ratio

Gain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.25

1.71

-1.95

Martin ratio

Return relative to average drawdown

-0.85

7.97

-8.82

EILGX vs. FGTAX - Sharpe Ratio Comparison

The current EILGX Sharpe Ratio is -0.11, which is lower than the FGTAX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EILGX and FGTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EILGXFGTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

1.28

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.86

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.82

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.55

-0.11

Correlation

The correlation between EILGX and FGTAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EILGX vs. FGTAX - Dividend Comparison

EILGX's dividend yield for the trailing twelve months is around 17.48%, more than FGTAX's 3.92% yield.


TTM20252024202320222021202020192018201720162015
EILGX
Eaton Vance-Atlanta Capital Focused Growth
17.48%15.39%4.34%0.57%0.32%2.18%0.62%0.17%19.72%54.05%17.75%23.15%
FGTAX
Fidelity Advisor Mega Cap Stock Fund Class A
3.92%3.72%2.48%1.86%4.17%4.61%7.84%12.91%21.65%16.21%1.75%3.75%

Drawdowns

EILGX vs. FGTAX - Drawdown Comparison

The maximum EILGX drawdown since its inception was -51.01%, roughly equal to the maximum FGTAX drawdown of -53.07%. Use the drawdown chart below to compare losses from any high point for EILGX and FGTAX.


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Drawdown Indicators


EILGXFGTAXDifference

Max Drawdown

Largest peak-to-trough decline

-51.01%

-53.07%

+2.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.90%

-12.16%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-27.35%

-23.48%

-3.87%

Max Drawdown (10Y)

Largest decline over 10 years

-30.85%

-35.21%

+4.36%

Current Drawdown

Current decline from peak

-13.88%

-9.04%

-4.84%

Average Drawdown

Average peak-to-trough decline

-7.09%

-6.83%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.61%

+1.69%

Volatility

EILGX vs. FGTAX - Volatility Comparison

Eaton Vance-Atlanta Capital Focused Growth (EILGX) and Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) have volatilities of 4.23% and 4.35%, 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


EILGXFGTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.35%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

9.25%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

18.15%

-2.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

16.65%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

18.09%

-0.22%