PortfoliosLab logoPortfoliosLab logo
EQPGX vs. SWLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EQPGX vs. SWLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class I (EQPGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EQPGX vs. SWLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EQPGX
Fidelity Advisor Equity Growth Fund Class I
-4.21%14.60%29.99%35.60%-24.45%22.94%43.80%34.01%0.17%-0.34%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
-9.01%18.55%33.30%42.67%-29.17%27.55%38.43%36.30%-1.59%-0.60%

Returns By Period

In the year-to-date period, EQPGX achieves a -4.21% return, which is significantly higher than SWLGX's -9.01% return.


EQPGX

1D
1.27%
1M
-2.67%
YTD
-4.21%
6M
-4.04%
1Y
17.96%
3Y*
20.66%
5Y*
11.40%
10Y*
17.20%

SWLGX

1D
0.89%
1M
-4.03%
YTD
-9.01%
6M
-8.60%
1Y
17.74%
3Y*
21.50%
5Y*
12.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EQPGX vs. SWLGX - Expense Ratio Comparison

EQPGX has a 0.71% expense ratio, which is higher than SWLGX's 0.04% expense ratio.


Return for Risk

EQPGX vs. SWLGX — Risk / Return Rank

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

EQPGX
EQPGX Risk / Return Rank: 3939
Overall Rank
EQPGX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
EQPGX Sortino Ratio Rank: 3636
Sortino Ratio Rank
EQPGX Omega Ratio Rank: 3434
Omega Ratio Rank
EQPGX Calmar Ratio Rank: 4949
Calmar Ratio Rank
EQPGX Martin Ratio Rank: 4242
Martin Ratio Rank

SWLGX
SWLGX Risk / Return Rank: 3232
Overall Rank
SWLGX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SWLGX Sortino Ratio Rank: 3535
Sortino Ratio Rank
SWLGX Omega Ratio Rank: 3333
Omega Ratio Rank
SWLGX Calmar Ratio Rank: 3434
Calmar Ratio Rank
SWLGX Martin Ratio Rank: 3030
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. SWLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class I (EQPGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.


EQPGXSWLGXDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.83

+0.04

Sortino ratio

Return per unit of downside risk

1.36

1.35

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.54

1.22

+0.31

Martin ratio

Return relative to average drawdown

5.37

4.16

+1.21

EQPGX vs. SWLGX - Sharpe Ratio Comparison

The current EQPGX Sharpe Ratio is 0.87, which is comparable to the SWLGX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EQPGX and SWLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EQPGXSWLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.83

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.59

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.70

-0.11

Correlation

The correlation between EQPGX and SWLGX is 0.97, 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. SWLGX - Dividend Comparison

EQPGX's dividend yield for the trailing twelve months is around 0.55%, more than SWLGX's 0.50% 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%
SWLGX
Schwab U.S. Large-Cap Growth Index Fund
0.50%0.46%0.52%0.67%0.93%1.76%0.67%0.96%1.03%0.00%0.00%0.00%

Drawdowns

EQPGX vs. SWLGX - Drawdown Comparison

The maximum EQPGX drawdown since its inception was -62.00%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for EQPGX and SWLGX.


Loading graphics...

Drawdown Indicators


EQPGXSWLGXDifference

Max Drawdown

Largest peak-to-trough decline

-62.00%

-32.69%

-29.31%

Max Drawdown (1Y)

Largest decline over 1 year

-12.57%

-16.16%

+3.59%

Max Drawdown (5Y)

Largest decline over 5 years

-29.81%

-32.69%

+2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-31.11%

Current Drawdown

Current decline from peak

-7.64%

-12.26%

+4.62%

Average Drawdown

Average peak-to-trough decline

-13.80%

-7.13%

-6.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

4.75%

-1.09%

Volatility

EQPGX vs. SWLGX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class I (EQPGX) has a higher volatility of 7.79% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.81%. This indicates that EQPGX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EQPGXSWLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

6.81%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

12.42%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.86%

22.58%

-0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.16%

21.51%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

22.81%

-2.32%