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EQPGX vs. IWF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQPGX vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class I (EQPGX) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

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EQPGX vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQPGX
Fidelity Advisor Equity Growth Fund Class I
-5.41%14.60%29.99%35.60%-24.45%22.94%43.80%34.01%0.17%35.19%
IWF
iShares Russell 1000 Growth ETF
-9.05%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Returns By Period

In the year-to-date period, EQPGX achieves a -5.41% return, which is significantly higher than IWF's -9.05% return. Both investments have delivered pretty close results over the past 10 years, with EQPGX having a 17.05% annualized return and IWF not far behind at 16.63%.


EQPGX

1D
4.31%
1M
-5.34%
YTD
-5.41%
6M
-4.89%
1Y
17.45%
3Y*
20.16%
5Y*
11.12%
10Y*
17.05%

IWF

1D
0.87%
1M
-4.65%
YTD
-9.05%
6M
-8.54%
1Y
18.65%
3Y*
21.36%
5Y*
12.41%
10Y*
16.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EQPGX vs. IWF - Expense Ratio Comparison

EQPGX has a 0.71% expense ratio, which is higher than IWF's 0.19% expense ratio.


Return for Risk

EQPGX vs. IWF — Risk / Return Rank

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

EQPGX
EQPGX Risk / Return Rank: 4343
Overall Rank
EQPGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EQPGX Sortino Ratio Rank: 4040
Sortino Ratio Rank
EQPGX Omega Ratio Rank: 3838
Omega Ratio Rank
EQPGX Calmar Ratio Rank: 5555
Calmar Ratio Rank
EQPGX Martin Ratio Rank: 4747
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 4545
Overall Rank
IWF Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 4848
Sortino Ratio Rank
IWF Omega Ratio Rank: 4747
Omega Ratio Rank
IWF Calmar Ratio Rank: 4444
Calmar Ratio Rank
IWF Martin Ratio Rank: 4242
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.

EQPGX vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class I (EQPGX) and iShares Russell 1000 Growth ETF (IWF). 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.


EQPGXIWFDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.32

1.35

-0.04

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.41

1.20

+0.20

Martin ratio

Return relative to average drawdown

4.96

4.08

+0.88

EQPGX vs. IWF - Sharpe Ratio Comparison

The current EQPGX Sharpe Ratio is 0.84, which is comparable to the IWF Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EQPGX and IWF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EQPGXIWFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.58

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.80

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.37

+0.23

Correlation

The correlation between EQPGX and IWF 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

EQPGX vs. IWF - Dividend Comparison

EQPGX's dividend yield for the trailing twelve months is around 0.55%, more than IWF's 0.39% yield.


TTM20252024202320222021202020192018201720162015
EQPGX
Fidelity Advisor Equity Growth Fund Class I
0.55%0.52%10.64%0.48%1.96%11.42%10.84%8.56%6.43%11.57%5.90%2.21%
IWF
iShares Russell 1000 Growth ETF
0.39%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%

Drawdowns

EQPGX vs. IWF - Drawdown Comparison

The maximum EQPGX drawdown since its inception was -62.00%, roughly equal to the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for EQPGX and IWF.


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Drawdown Indicators


EQPGXIWFDifference

Max Drawdown

Largest peak-to-trough decline

-62.00%

-64.25%

+2.25%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-16.27%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-32.72%

+2.91%

Max Drawdown (10Y)

Largest decline over 10 years

-31.11%

-32.72%

+1.61%

Current Drawdown

Current decline from peak

-8.80%

-12.36%

+3.56%

Average Drawdown

Average peak-to-trough decline

-13.80%

-22.21%

+8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

4.80%

-1.17%

Volatility

EQPGX vs. IWF - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class I (EQPGX) has a higher volatility of 7.77% compared to iShares Russell 1000 Growth ETF (IWF) at 6.82%. This indicates that EQPGX's price experiences larger fluctuations and is considered to be riskier than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EQPGXIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

6.82%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

12.39%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

22.41%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

21.41%

-1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

20.92%

-0.43%