PortfoliosLab logoPortfoliosLab logo
EPGAX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPGAX vs. IBIT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EPGAX achieves a 9.95% return, which is significantly higher than IBIT's -27.41% return.


EPGAX

1D
2.41%
1M
-2.18%
YTD
9.95%
6M
11.02%
1Y
22.35%
3Y*
17.84%
5Y*
10.31%
10Y*
17.17%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPGAX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
EPGAX
Fidelity Advisor Equity Growth Fund Class A
9.95%14.27%14.77%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between EPGAX and IBIT is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.40

Compare stocks, funds, or ETFs

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


Return for Risk

EPGAX vs. IBIT — Risk / Return Rank

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

EPGAX
EPGAX Risk / Return Rank: 3333
Overall Rank
EPGAX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EPGAX Sortino Ratio Rank: 2929
Sortino Ratio Rank
EPGAX Omega Ratio Rank: 3232
Omega Ratio Rank
EPGAX Calmar Ratio Rank: 3434
Calmar Ratio Rank
EPGAX Martin Ratio Rank: 3737
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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.

EPGAX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class A (EPGAX) and iShares Bitcoin Trust ETF (IBIT). 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.


EPGAXIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.24

0.85

+0.38

Calmar ratioReturn relative to maximum drawdown

1.79

-0.78

+2.57

Martin ratioReturn relative to average drawdown

6.64

-1.37

+8.01

EPGAX vs. IBIT - Sharpe Ratio Comparison

The current EPGAX Sharpe Ratio is 1.31, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of EPGAX and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EPGAX vs. IBIT - Drawdown Comparison

The maximum EPGAX drawdown since its inception was -63.20%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for EPGAX and IBIT.


Loading charts...

Drawdown Indicators


EPGAXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-63.20%

-52.11%

-11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-52.11%

+39.44%

Max Drawdown (3Y)

Largest decline over 3 years

-30.60%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

Current Drawdown

Current decline from peak

-4.68%

-49.45%

+44.77%

Average Drawdown

Average peak-to-trough decline

-16.23%

-16.53%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

29.64%

-26.24%

Volatility

EPGAX vs. IBIT - Volatility Comparison

The current volatility for Fidelity Advisor Equity Growth Fund Class A (EPGAX) is 6.93%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that EPGAX experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EPGAXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

12.07%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

34.45%

-20.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

44.10%

-26.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

50.26%

-29.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

50.26%

-29.36%

EPGAX vs. IBIT - Expense Ratio Comparison

EPGAX has a 0.97% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

EPGAX vs. IBIT - Dividend Comparison

EPGAX's dividend yield for the trailing twelve months is around 0.56%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EPGAX
Fidelity Advisor Equity Growth Fund Class A
0.56%0.62%0.00%0.56%2.26%12.86%12.06%9.56%7.10%12.35%6.39%2.37%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EPGAX and IBIT have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to EPGAX (6.93%). In terms of maximum drawdown, EPGAX dropped -63.20% vs IBIT's -52.11%.

EPGAX currently has the higher Sharpe Ratio (1.31 vs -0.92), 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

Find the right allocation for EPGAX and IBIT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer