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

Correlation

The correlation between EPGAX and FXAIX is 0.91, 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. FXAIX - 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 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.69%
9.19%
EPGAX
FXAIX

Key characteristics

Sharpe Ratio

EPGAX:

2.05

FXAIX:

2.20

Sortino Ratio

EPGAX:

2.74

FXAIX:

2.93

Omega Ratio

EPGAX:

1.36

FXAIX:

1.41

Calmar Ratio

EPGAX:

1.91

FXAIX:

3.26

Martin Ratio

EPGAX:

11.43

FXAIX:

14.39

Ulcer Index

EPGAX:

2.88%

FXAIX:

1.91%

Daily Std Dev

EPGAX:

16.07%

FXAIX:

12.50%

Max Drawdown

EPGAX:

-62.95%

FXAIX:

-33.79%

Current Drawdown

EPGAX:

-2.90%

FXAIX:

-2.91%

Returns By Period

In the year-to-date period, EPGAX achieves a 31.15% return, which is significantly higher than FXAIX's 25.57% return. Over the past 10 years, EPGAX has underperformed FXAIX with an annualized return of 9.75%, while FXAIX has yielded a comparatively higher 12.86% annualized return.


EPGAX

YTD

31.15%

1M

1.08%

6M

7.13%

1Y

31.22%

5Y*

10.63%

10Y*

9.75%

FXAIX

YTD

25.57%

1M

0.00%

6M

8.86%

1Y

26.21%

5Y*

14.72%

10Y*

12.86%

Compare stocks, funds, or ETFs

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


EPGAX vs. FXAIX - Expense Ratio Comparison

EPGAX has a 0.97% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


EPGAX
Fidelity Advisor Equity Growth Fund Class A
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%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

EPGAX vs. FXAIX - 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 500 Index Fund (FXAIX). 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 2.05, compared to the broader market-1.000.001.002.003.004.002.052.20
The chart of Sortino ratio for EPGAX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.742.93
The chart of Omega ratio for EPGAX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.41
The chart of Calmar ratio for EPGAX, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.0012.0014.001.913.26
The chart of Martin ratio for EPGAX, currently valued at 11.43, compared to the broader market0.0020.0040.0060.0011.4314.39
EPGAX
FXAIX

The current EPGAX Sharpe Ratio is 2.05, which is comparable to the FXAIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EPGAX and FXAIX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.05
2.20
EPGAX
FXAIX

Dividends

EPGAX vs. FXAIX - Dividend Comparison

EPGAX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 0.88%.


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%
FXAIX
Fidelity 500 Index Fund
0.88%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

EPGAX vs. FXAIX - Drawdown Comparison

The maximum EPGAX drawdown since its inception was -62.95%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for EPGAX and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-2.91%
EPGAX
FXAIX

Volatility

EPGAX vs. FXAIX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class A (EPGAX) has a higher volatility of 4.24% compared to Fidelity 500 Index Fund (FXAIX) at 3.70%. This indicates that EPGAX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
3.70%
EPGAX
FXAIX
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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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