EPGAX vs. MGK
Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class A (EPGAX) and Vanguard Mega Cap Growth ETF (MGK).
EPGAX is managed by Fidelity. It was launched on Sep 3, 1996. MGK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mega Cap Growth Index. It was launched on Dec 17, 2007.
Performance
EPGAX vs. MGK - Performance Comparison
Loading graphics...
EPGAX vs. MGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPGAX Fidelity Advisor Equity Growth Fund Class A | -5.44% | 14.27% | 15.57% | 35.25% | -24.67% | 22.66% | 43.38% | 33.69% | -0.04% | 34.83% |
MGK Vanguard Mega Cap Growth ETF | -9.86% | 20.67% | 32.94% | 51.67% | -33.59% | 28.58% | 41.01% | 37.38% | -2.91% | 29.49% |
Returns By Period
In the year-to-date period, EPGAX achieves a -5.44% return, which is significantly higher than MGK's -9.86% return. Over the past 10 years, EPGAX has underperformed MGK with an annualized return of 15.41%, while MGK has yielded a comparatively higher 16.97% annualized return.
EPGAX
- 1D
- 4.33%
- 1M
- -5.36%
- YTD
- -5.44%
- 6M
- -4.99%
- 1Y
- 17.13%
- 3Y*
- 15.34%
- 5Y*
- 8.31%
- 10Y*
- 15.41%
MGK
- 1D
- 1.17%
- 1M
- -4.13%
- YTD
- -9.86%
- 6M
- -7.94%
- 1Y
- 19.83%
- 3Y*
- 22.59%
- 5Y*
- 12.64%
- 10Y*
- 16.97%
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. MGK - Expense Ratio Comparison
EPGAX has a 0.97% expense ratio, which is higher than MGK's 0.05% expense ratio.
Return for Risk
EPGAX vs. MGK — Risk / Return Rank
EPGAX
MGK
EPGAX vs. MGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class A (EPGAX) and Vanguard Mega Cap Growth ETF (MGK). 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.
| EPGAX | MGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.85 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.39 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 1.23 | +0.15 |
Martin ratioReturn relative to average drawdown | 4.84 | 4.27 | +0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EPGAX | MGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.85 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.56 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.60 | -0.12 |
Correlation
The correlation between EPGAX and MGK is 0.95, 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
EPGAX vs. MGK - Dividend Comparison
EPGAX's dividend yield for the trailing twelve months is around 0.66%, more than MGK's 0.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPGAX Fidelity Advisor Equity Growth Fund Class A | 0.66% | 0.62% | 0.00% | 0.56% | 2.26% | 12.86% | 12.06% | 9.56% | 7.10% | 12.35% | 6.39% | 2.37% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
Drawdowns
EPGAX vs. MGK - Drawdown Comparison
The maximum EPGAX drawdown since its inception was -63.20%, which is greater than MGK's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for EPGAX and MGK.
Loading graphics...
Drawdown Indicators
| EPGAX | MGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.20% | -47.97% | -15.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -16.85% | +4.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.60% | -36.01% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.17% | -36.01% | +4.84% |
Current DrawdownCurrent decline from peak | -8.89% | -12.56% | +3.67% |
Average DrawdownAverage peak-to-trough decline | -16.32% | -7.51% | -8.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 4.87% | -1.21% |
Volatility
EPGAX vs. MGK - Volatility Comparison
Fidelity Advisor Equity Growth Fund Class A (EPGAX) has a higher volatility of 7.81% compared to Vanguard Mega Cap Growth ETF (MGK) at 7.13%. This indicates that EPGAX's price experiences larger fluctuations and is considered to be riskier than MGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EPGAX | MGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 7.13% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 12.93% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.88% | 23.35% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.75% | 22.63% | -1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.77% | 21.82% | -1.05% |