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EKJAX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EKJAX vs. FSSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Premier Large Company Growth Fund (EKJAX) 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, EKJAX achieves a 7.22% return, which is significantly lower than FSSKX's 15.87% return. Over the past 10 years, EKJAX has outperformed FSSKX with an annualized return of 16.44%, while FSSKX has yielded a comparatively lower 15.45% annualized return.


EKJAX

1D
0.50%
1M
3.80%
YTD
7.22%
6M
5.67%
1Y
19.23%
3Y*
24.27%
5Y*
10.74%
10Y*
16.44%

FSSKX

1D
0.34%
1M
5.90%
YTD
15.87%
6M
16.43%
1Y
37.51%
3Y*
22.95%
5Y*
13.25%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EKJAX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EKJAX
Allspring Premier Large Company Growth Fund
7.22%16.28%36.91%33.14%-33.88%13.07%39.03%45.22%1.13%34.03%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
15.87%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between EKJAX and FSSKX is 0.89, 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

0.89

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

0.88

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since May 12, 2008

0.92

The correlation between EKJAX 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

EKJAX vs. FSSKX — Risk / Return Rank

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

EKJAX
EKJAX Risk / Return Rank: 1414
Overall Rank
EKJAX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EKJAX Sortino Ratio Rank: 1515
Sortino Ratio Rank
EKJAX Omega Ratio Rank: 1515
Omega Ratio Rank
EKJAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
EKJAX Martin Ratio Rank: 1212
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8686
Overall Rank
FSSKX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 8181
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
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.

EKJAX vs. FSSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Premier Large Company Growth Fund (EKJAX) 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.


EKJAXFSSKXDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.38

Omega ratioGain probability vs. loss probability

1.20

1.54

-0.34

Calmar ratioReturn relative to maximum drawdown

1.11

4.20

-3.09

Martin ratioReturn relative to average drawdown

3.54

20.28

-16.74

EKJAX vs. FSSKX - Sharpe Ratio Comparison

The current EKJAX Sharpe Ratio is 1.11, which is lower than the FSSKX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of EKJAX 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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Sharpe Ratios by Period


EKJAXFSSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.97

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.75

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.83

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.55

-0.14

Drawdowns

EKJAX vs. FSSKX - Drawdown Comparison

The maximum EKJAX drawdown since its inception was -59.70%, which is greater than FSSKX's maximum drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for EKJAX and FSSKX.


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Drawdown Indicators


EKJAXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-53.43%

-6.27%

Max Drawdown (1Y)

Largest decline over 1 year

-18.10%

-9.20%

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-25.48%

-20.84%

-4.64%

Max Drawdown (5Y)

Largest decline over 5 years

-50.43%

-25.20%

-25.23%

Max Drawdown (10Y)

Largest decline over 10 years

-50.43%

-34.37%

-16.06%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-20.57%

-7.71%

-12.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

1.90%

+3.75%

Volatility

EKJAX vs. FSSKX - Volatility Comparison

Allspring Premier Large Company Growth Fund (EKJAX) has a higher volatility of 4.55% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 3.37%. This indicates that EKJAX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKJAXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.37%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

10.00%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

13.01%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.95%

17.79%

+10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

18.59%

+6.80%

EKJAX vs. FSSKX - Expense Ratio Comparison

EKJAX has a 1.11% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

EKJAX vs. FSSKX - Dividend Comparison

EKJAX's dividend yield for the trailing twelve months is around 30.23%, more than FSSKX's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
EKJAX
Allspring Premier Large Company Growth Fund
30.23%32.41%20.46%40.04%0.00%27.04%12.00%16.22%21.24%28.36%11.30%7.21%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.12%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


EKJAX and FSSKX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EKJAX has higher volatility (4.55%) compared to FSSKX (3.37%). In terms of maximum drawdown, EKJAX dropped -59.70% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.97 vs 1.11), 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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