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EPGAX vs. VUSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPGAX vs. VUSXX

Last updated Jun 13, 2026

EPGAX (Fidelity Advisor Equity Growth Fund Class A) and VUSXX (Vanguard Treasury Money Market Fund) are both mutual funds - EPGAX is a Large Cap Growth Equities fund managed by Fidelity, while VUSXX is a Money Market fund actively managed by Vanguard. Over the past 5 years, EPGAX returned 10.31%/yr vs 1.56%/yr for VUSXX. At a correlation of -0.02, they often move in opposite directions. EPGAX charges 0.97%/yr vs 0.07%/yr for VUSXX.

Performance

EPGAX vs. VUSXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, EPGAX achieves a 9.95% return, which is significantly higher than VUSXX's 1.51% 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%

VUSXX

1D
0.00%
1M
0.31%
YTD
1.51%
6M
1.84%
1Y
3.98%
3Y*
2.61%
5Y*
1.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPGAX vs. VUSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EPGAX
Fidelity Advisor Equity Growth Fund Class A		9.95%14.27%15.57%35.25%-24.67%14.09%
VUSXX
Vanguard Treasury Money Market Fund		1.51%4.25%1.65%0.43%0.00%0.00%

Correlation

The correlation between EPGAX and VUSXX is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

-0.02

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Fidelity Advisor Equity Growth Fund Class A

Vanguard Treasury Money Market Fund

Often compared with EPGAX:
EPGAX vs. FAGAXEPGAX vs. FKDNXEPGAX vs. AGTHXEPGAX vs. FXAIXEPGAX vs. SPYEPGAX vs. TRRDXEPGAX vs. FBGRX
Often compared with VUSXX:
VUSXX vs. VMFXXVUSXX vs. SGOVVUSXX vs. VMRXXVUSXX vs. VBILVUSXX vs. VGSHVUSXX vs. USFRVUSXX vs. VOO

Return for Risk

EPGAX vs. VUSXX — 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
VUSXX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. VUSXX - 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 Treasury Money Market Fund (VUSXX). 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.

EPGAXVUSXXDifference
Sharpe ratioReturn per unit of total volatility
1.31
3.68

-2.36

Sortino ratioReturn per unit of downside risk
1.81

—

—

Omega ratioGain probability vs. loss probability

1.24

—

—

Calmar ratioReturn relative to maximum drawdown

1.79

—

—

Martin ratioReturn relative to average drawdown

6.64

—

—

EPGAX vs. VUSXX - Sharpe Ratio Comparison

The current EPGAX Sharpe Ratio is 1.31, which is lower than the VUSXX Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of EPGAX and VUSXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EPGAX vs. VUSXX - Drawdown Comparison

The maximum EPGAX drawdown since its inception was -63.20%, which is greater than VUSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EPGAX and VUSXX.

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Drawdown Indicators

EPGAXVUSXXDifference

Max Drawdown

Largest peak-to-trough decline

-63.20%

0.00%

-63.20%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

0.00%

-12.67%

Max Drawdown (3Y)

Largest decline over 3 years

-30.60%

0.00%

-30.60%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

0.00%

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-31.17%

—

—

Current Drawdown

Current decline from peak

-4.68%

0.00%

-4.68%

Average Drawdown

Average peak-to-trough decline

-16.23%

0.00%

-16.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

0.00%

+3.40%

Volatility

EPGAX vs. VUSXX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class A (EPGAX) has a higher volatility of 6.93% compared to Vanguard Treasury Money Market Fund (VUSXX) at 0.31%. This indicates that EPGAX's price experiences larger fluctuations and is considered to be riskier than VUSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EPGAXVUSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

0.31%

+6.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.97%

0.79%

+13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.25%

1.12%

+16.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

0.75%

+20.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.90%

0.74%

+20.16%

EPGAX vs. VUSXX - Expense Ratio Comparison

EPGAX has a 0.97% expense ratio, which is higher than VUSXX's 0.07% expense ratio.

Dividends

EPGAX vs. VUSXX - Dividend Comparison

EPGAX's dividend yield for the trailing twelve months is around 0.56%, less than VUSXX's 3.89% yield.

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%
VUSXX
Vanguard Treasury Money Market Fund		3.89%4.15%1.63%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EPGAX and VUSXX have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPGAX has higher volatility (6.93%) compared to VUSXX (0.31%). In terms of maximum drawdown, EPGAX dropped -63.20% vs VUSXX's 0.00%.

VUSXX currently has the higher Sharpe Ratio (3.68 vs 1.31), 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

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

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