EPGCX vs. FSKAX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class C (EPGCX) and Fidelity Total Market Index Fund (FSKAX).

EPGCX is managed by Fidelity. It was launched on Nov 3, 1997. FSKAX is managed by Fidelity.

Performance

EPGCX vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class C (EPGCX) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

EPGCX vs. FSKAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPGCX Fidelity Advisor Equity Growth Fund Class C	-5.64%	13.38%	9.87%	34.16%	-25.24%	21.72%	42.18%	32.59%	-0.65%	33.80%
FSKAX Fidelity Total Market Index Fund	-3.30%	17.06%	23.89%	26.12%	-19.53%	25.66%	20.79%	30.92%	-5.32%	20.85%

Returns By Period

In the year-to-date period, EPGCX achieves a -5.64% return, which is significantly lower than FSKAX's -3.30% return. Both investments have delivered pretty close results over the past 10 years, with EPGCX having a 14.04% annualized return and FSKAX not far behind at 13.64%.

EPGCX

• 1D: 4.27%
• 1M: -5.46%
• YTD: -5.64%
• 6M: -5.36%
• 1Y: 16.26%
• 3Y*: 12.79%
• 5Y*: 6.54%
• 10Y*: 14.04%

FSKAX

• 1D: 0.71%
• 1M: -3.39%
• YTD: -3.30%
• 6M: -1.48%
• 1Y: 17.58%
• 3Y*: 18.15%
• 5Y*: 10.66%
• 10Y*: 13.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EPGCX vs. FSKAX - Expense Ratio Comparison

EPGCX has a 1.74% expense ratio, which is higher than FSKAX's 0.02% expense ratio.

EPGCX

Fidelity Advisor Equity Growth Fund Class C

FSKAX

Fidelity Total Market Index Fund

Return for Risk

EPGCX vs. FSKAX — Risk / Return Rank

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

EPGCX

EPGCX Risk / Return Rank: 34
EPGCX Sharpe Ratio Rank: 28
EPGCX Sortino Ratio Rank: 32
EPGCX Omega Ratio Rank: 30
EPGCX Calmar Ratio Rank: 42
EPGCX Martin Ratio Rank: 36

FSKAX

FSKAX Risk / Return Rank: 49
FSKAX Sharpe Ratio Rank: 42
FSKAX Sortino Ratio Rank: 45
FSKAX Omega Ratio Rank: 47
FSKAX Calmar Ratio Rank: 49
FSKAX Martin Ratio Rank: 62

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.

EPGCX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class C (EPGCX) and Fidelity Total Market Index Fund (FSKAX). 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.

	EPGCX	FSKAX	Difference
Sharpe ratio Return per unit of total volatility	0.78	0.99	-0.21
Sortino ratio Return per unit of downside risk	1.24	1.52	-0.28
Omega ratio Gain probability vs. loss probability	1.17	1.23	-0.05
Calmar ratio Return relative to maximum drawdown	1.30	1.53	-0.23
Martin ratio Return relative to average drawdown	4.49	7.26	-2.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EPGCX vs. FSKAX - Sharpe Ratio Comparison

The current EPGCX Sharpe Ratio is 0.78, which is comparable to the FSKAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EPGCX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EPGCX	FSKAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	0.99	-0.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.61	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.74	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.79	-0.36

Correlation

The correlation between EPGCX and FSKAX is 0.92, 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

EPGCX vs. FSKAX - Dividend Comparison

EPGCX's dividend yield for the trailing twelve months is around 0.93%, less than FSKAX's 1.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPGCX Fidelity Advisor Equity Growth Fund Class C	0.93%	0.88%	0.00%	0.75%	2.99%	15.94%	14.57%	11.69%	8.45%	13.66%	7.31%	2.67%
FSKAX Fidelity Total Market Index Fund	1.05%	1.01%	1.19%	1.41%	1.62%	1.15%	1.45%	1.94%	2.54%	2.07%	2.43%	0.82%

Drawdowns

EPGCX vs. FSKAX - Drawdown Comparison

The maximum EPGCX drawdown since its inception was -65.66%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for EPGCX and FSKAX.

Drawdown Indicators

	EPGCX	FSKAX	Difference
Max Drawdown Largest peak-to-trough decline	-65.66%	-35.01%	-30.65%
Max Drawdown (1Y) Largest decline over 1 year	-12.92%	-8.92%	-4.00%
Max Drawdown (5Y) Largest decline over 5 years	-33.74%	-25.39%	-8.35%
Max Drawdown (10Y) Largest decline over 10 years	-33.74%	-35.01%	+1.27%
Current Drawdown Current decline from peak	-12.38%	-5.53%	-6.85%
Average Drawdown Average peak-to-trough decline	-18.04%	-4.06%	-13.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.75%	2.62%	+1.13%

Volatility

EPGCX vs. FSKAX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class C (EPGCX) has a higher volatility of 7.78% compared to Fidelity Total Market Index Fund (FSKAX) at 5.53%. This indicates that EPGCX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPGCX	FSKAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	5.53%	+2.25%
Volatility (6M) Calculated over the trailing 6-month period	13.34%	9.87%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	21.87%	18.70%	+3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.24%	17.42%	+3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.04%	18.44%	+2.60%