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EPGAX vs. FATEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPGAX and FATEX is 0.90, 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.


-0.50.00.51.00.9

Performance

EPGAX vs. FATEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class A (EPGAX) and Fidelity Advisor Technology Fund Class M (FATEX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.80%
13.84%
EPGAX
FATEX

Key characteristics

Sharpe Ratio

EPGAX:

2.03

FATEX:

1.66

Sortino Ratio

EPGAX:

2.71

FATEX:

2.21

Omega Ratio

EPGAX:

1.36

FATEX:

1.29

Calmar Ratio

EPGAX:

1.89

FATEX:

1.73

Martin Ratio

EPGAX:

11.30

FATEX:

8.04

Ulcer Index

EPGAX:

2.88%

FATEX:

4.86%

Daily Std Dev

EPGAX:

16.09%

FATEX:

23.61%

Max Drawdown

EPGAX:

-62.95%

FATEX:

-82.59%

Current Drawdown

EPGAX:

-1.91%

FATEX:

-1.52%

Returns By Period

In the year-to-date period, EPGAX achieves a 32.49% return, which is significantly lower than FATEX's 38.79% return. Over the past 10 years, EPGAX has underperformed FATEX with an annualized return of 9.77%, while FATEX has yielded a comparatively higher 14.13% annualized return.


EPGAX

YTD

32.49%

1M

1.57%

6M

8.80%

1Y

32.34%

5Y*

10.83%

10Y*

9.77%

FATEX

YTD

38.79%

1M

3.39%

6M

13.84%

1Y

39.13%

5Y*

17.00%

10Y*

14.13%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EPGAX vs. FATEX - Expense Ratio Comparison

EPGAX has a 0.97% expense ratio, which is lower than FATEX's 1.21% expense ratio.


FATEX
Fidelity Advisor Technology Fund Class M
Expense ratio chart for FATEX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for EPGAX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

EPGAX vs. FATEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class A (EPGAX) and Fidelity Advisor Technology Fund Class M (FATEX). 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.


Sharpe ratio
The chart of Sharpe ratio for EPGAX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.031.66
The chart of Sortino ratio for EPGAX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.21
The chart of Omega ratio for EPGAX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.29
The chart of Calmar ratio for EPGAX, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.0014.001.891.73
The chart of Martin ratio for EPGAX, currently valued at 11.30, compared to the broader market0.0020.0040.0060.0011.308.04
EPGAX
FATEX

The current EPGAX Sharpe Ratio is 2.03, which is comparable to the FATEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of EPGAX and FATEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.03
1.66
EPGAX
FATEX

Dividends

EPGAX vs. FATEX - Dividend Comparison

Neither EPGAX nor FATEX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EPGAX
Fidelity Advisor Equity Growth Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.74%0.00%0.00%
FATEX
Fidelity Advisor Technology Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.60%8.70%1.18%

Drawdowns

EPGAX vs. FATEX - Drawdown Comparison

The maximum EPGAX drawdown since its inception was -62.95%, smaller than the maximum FATEX drawdown of -82.59%. Use the drawdown chart below to compare losses from any high point for EPGAX and FATEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.91%
-1.52%
EPGAX
FATEX

Volatility

EPGAX vs. FATEX - Volatility Comparison

The current volatility for Fidelity Advisor Equity Growth Fund Class A (EPGAX) is 4.33%, while Fidelity Advisor Technology Fund Class M (FATEX) has a volatility of 5.83%. This indicates that EPGAX experiences smaller price fluctuations and is considered to be less risky than FATEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
5.83%
EPGAX
FATEX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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