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

Correlation

The correlation between EPGAX and PRWAX is 0.94, 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. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class A (EPGAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.69%
-1.40%
EPGAX
PRWAX

Key characteristics

Sharpe Ratio

EPGAX:

2.05

PRWAX:

1.19

Sortino Ratio

EPGAX:

2.74

PRWAX:

1.52

Omega Ratio

EPGAX:

1.36

PRWAX:

1.25

Calmar Ratio

EPGAX:

1.91

PRWAX:

0.69

Martin Ratio

EPGAX:

11.43

PRWAX:

7.06

Ulcer Index

EPGAX:

2.88%

PRWAX:

2.60%

Daily Std Dev

EPGAX:

16.07%

PRWAX:

15.38%

Max Drawdown

EPGAX:

-62.95%

PRWAX:

-70.45%

Current Drawdown

EPGAX:

-2.90%

PRWAX:

-12.86%

Returns By Period

In the year-to-date period, EPGAX achieves a 31.15% return, which is significantly higher than PRWAX's 16.34% return. Over the past 10 years, EPGAX has outperformed PRWAX with an annualized return of 9.75%, while PRWAX has yielded a comparatively lower 5.96% annualized return.


EPGAX

YTD

31.15%

1M

1.08%

6M

7.13%

1Y

31.22%

5Y*

10.63%

10Y*

9.75%

PRWAX

YTD

16.34%

1M

-8.01%

6M

-1.70%

1Y

17.08%

5Y*

6.48%

10Y*

5.96%

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


EPGAX vs. PRWAX - Expense Ratio Comparison

EPGAX has a 0.97% expense ratio, which is higher than PRWAX's 0.76% 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 PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

EPGAX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class A (EPGAX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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-1.000.001.002.003.004.002.051.19
The chart of Sortino ratio for EPGAX, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.741.52
The chart of Omega ratio for EPGAX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.25
The chart of Calmar ratio for EPGAX, currently valued at 1.91, compared to the broader market0.002.004.006.008.0010.0012.0014.001.910.69
The chart of Martin ratio for EPGAX, currently valued at 11.43, compared to the broader market0.0020.0040.0060.0011.437.06
EPGAX
PRWAX

The current EPGAX Sharpe Ratio is 2.05, which is higher than the PRWAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EPGAX and PRWAX, 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
2.05
1.19
EPGAX
PRWAX

Dividends

EPGAX vs. PRWAX - Dividend Comparison

Neither EPGAX nor PRWAX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
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%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.00%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%0.00%

Drawdowns

EPGAX vs. PRWAX - Drawdown Comparison

The maximum EPGAX drawdown since its inception was -62.95%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for EPGAX and PRWAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.90%
-12.86%
EPGAX
PRWAX

Volatility

EPGAX vs. PRWAX - Volatility Comparison

The current volatility for Fidelity Advisor Equity Growth Fund Class A (EPGAX) is 4.24%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 9.04%. This indicates that EPGAX experiences smaller price fluctuations and is considered to be less risky than PRWAX 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%JulyAugustSeptemberOctoberNovemberDecember
4.24%
9.04%
EPGAX
PRWAX
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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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