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EPGCX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPGCX vs. FSSKX - 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 Advisor Stock Selector All Cap Fund Class K (FSSKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPGCX achieves a 14.97% return, which is significantly lower than FSSKX's 15.87% return. Both investments have delivered pretty close results over the past 10 years, with EPGCX having a 16.12% annualized return and FSSKX not far behind at 15.45%.


EPGCX

1D
0.39%
1M
7.21%
YTD
14.97%
6M
14.30%
1Y
29.61%
3Y*
17.63%
5Y*
10.22%
10Y*
16.12%

FSSKX

1D
0.34%
1M
5.90%
YTD
15.87%
6M
16.43%
1Y
37.51%
3Y*
22.95%
5Y*
13.25%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPGCX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EPGCX
Fidelity Advisor Equity Growth Fund Class C
14.97%13.38%9.87%34.16%-25.24%21.72%42.18%32.59%-0.65%33.80%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
15.87%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between EPGCX and FSSKX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.93

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since May 12, 2008

0.94

The correlation between EPGCX and FSSKX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

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Return for Risk

EPGCX vs. FSSKX — Risk / Return Rank

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

EPGCX
EPGCX Risk / Return Rank: 3939
Overall Rank
EPGCX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EPGCX Sortino Ratio Rank: 3737
Sortino Ratio Rank
EPGCX Omega Ratio Rank: 3939
Omega Ratio Rank
EPGCX Calmar Ratio Rank: 3939
Calmar Ratio Rank
EPGCX Martin Ratio Rank: 4141
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8686
Overall Rank
FSSKX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 8181
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
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.

EPGCX vs. FSSKX - 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 Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.


EPGCXFSSKXDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.97

-1.10

Sortino ratio

Return per unit of downside risk

2.53

3.97

-1.44

Omega ratio

Gain probability vs. loss probability

1.33

1.54

-0.20

Calmar ratio

Return relative to maximum drawdown

2.36

4.20

-1.84

Martin ratio

Return relative to average drawdown

8.87

20.28

-11.42

EPGCX vs. FSSKX - Sharpe Ratio Comparison

The current EPGCX Sharpe Ratio is 1.87, which is lower than the FSSKX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of EPGCX and FSSKX, 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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Sharpe Ratios by Period


EPGCXFSSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.97

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.75

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.83

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.55

-0.08

Drawdowns

EPGCX vs. FSSKX - Drawdown Comparison

The maximum EPGCX drawdown since its inception was -65.66%, which is greater than FSSKX's maximum drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for EPGCX and FSSKX.


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Drawdown Indicators


EPGCXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-65.66%

-53.43%

-12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.92%

-9.20%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-33.74%

-20.84%

-12.90%

Max Drawdown (5Y)

Largest decline over 5 years

-33.74%

-25.20%

-8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-33.74%

-34.37%

+0.63%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-17.95%

-7.71%

-10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

1.90%

+1.53%

Volatility

EPGCX vs. FSSKX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class C (EPGCX) has a higher volatility of 4.17% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 3.37%. This indicates that EPGCX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPGCXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

3.37%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

10.00%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.31%

13.01%

+3.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

17.79%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.11%

18.59%

+2.52%

EPGCX vs. FSSKX - Expense Ratio Comparison

EPGCX has a 1.74% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

EPGCX vs. FSSKX - Dividend Comparison

EPGCX's dividend yield for the trailing twelve months is around 0.77%, less than FSSKX's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
EPGCX
Fidelity Advisor Equity Growth Fund Class C
0.77%0.88%0.00%0.75%2.99%15.94%14.57%11.69%8.45%13.66%7.31%2.67%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.12%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%

Frequently Asked Questions


With a correlation of 0.95, EPGCX and FSSKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EPGCX has higher volatility (4.17%) compared to FSSKX (3.37%). In terms of maximum drawdown, EPGCX dropped -65.66% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.97 vs 1.87), 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.

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