EVGRX vs. FIQDX
EVGRX (E-Valuator Growth (70%-85%) RMS Fund) and FIQDX (Fidelity Advisor Strategic Real Return Fund Class Z) are both Diversified Portfolio funds. Over the past 5 years, EVGRX returned 6.85%/yr vs 5.62%/yr for FIQDX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. EVGRX charges 0.98%/yr vs 0.61%/yr for FIQDX.
Performance
EVGRX vs. FIQDX - Performance Comparison
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Returns By Period
In the year-to-date period, EVGRX achieves a 9.85% return, which is significantly higher than FIQDX's 7.02% return.
EVGRX
- 1D
- 1.94%
- 1M
- -1.25%
- 6M
- 6.45%
- YTD
- 9.85%
- 1Y
- 19.64%
- 3Y*
- 13.11%
- 5Y*
- 6.85%
- 10Y*
- 9.06%
- ALL TIME*
- 9.27%
FIQDX
- 1D
- 0.11%
- 1M
- 0.64%
- 6M
- 3.39%
- YTD
- 7.02%
- 1Y
- 13.24%
- 3Y*
- 8.25%
- 5Y*
- 5.62%
- 10Y*
- —
- ALL TIME*
- 6.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
EVGRX vs. FIQDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EVGRX E-Valuator Growth (70%-85%) RMS Fund | 9.85% | 17.21% | 9.46% | 13.75% | -15.04% | 8.67% | 19.99% | 22.25% | -13.74% |
FIQDX Fidelity Advisor Strategic Real Return Fund Class Z | 7.02% | 10.40% | 6.03% | 4.55% | -3.17% | 15.96% | 3.79% | 10.63% | -4.90% |
Correlation
The correlation between EVGRX and FIQDX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.57 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.63 |
Over the past year, the correlation between EVGRX and FIQDX has dropped to 0.39 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
EVGRX vs. FIQDX — Risk / Return Rank
EVGRX
FIQDX
EVGRX vs. FIQDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for E-Valuator Growth (70%-85%) RMS Fund (EVGRX) and Fidelity Advisor Strategic Real Return Fund Class Z (FIQDX). 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.
| EVGRX | FIQDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.51 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.52 | -1.46 |
| Martin ratioReturn relative to average drawdown | 8.43 | 11.39 | -2.97 |
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Drawdowns
EVGRX vs. FIQDX - Drawdown Comparison
The maximum EVGRX drawdown since its inception was -31.15%, which is greater than FIQDX's maximum drawdown of -19.98%. Use the drawdown chart below to compare losses from any high point for EVGRX and FIQDX.
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Drawdown Indicators
| EVGRX | FIQDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.15% | -19.98% | -11.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -3.63% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -5.91% | -10.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.72% | -12.79% | -9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -31.15% | — | — |
Current DrawdownCurrent decline from peak | -2.39% | -2.38% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -2.96% | -1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 1.12% | +1.02% |
Volatility
EVGRX vs. FIQDX - Volatility Comparison
E-Valuator Growth (70%-85%) RMS Fund (EVGRX) has a higher volatility of 3.89% compared to Fidelity Advisor Strategic Real Return Fund Class Z (FIQDX) at 1.71%. This indicates that EVGRX's price experiences larger fluctuations and is considered to be riskier than FIQDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVGRX | FIQDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 1.71% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 3.82% | +7.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 4.96% | +8.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 6.91% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.50% | 7.38% | +6.12% |
EVGRX vs. FIQDX - Expense Ratio Comparison
EVGRX has a 0.98% expense ratio, which is higher than FIQDX's 0.61% expense ratio.
Dividends
EVGRX vs. FIQDX - Dividend Comparison
EVGRX's dividend yield for the trailing twelve months is around 17.80%, more than FIQDX's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EVGRX E-Valuator Growth (70%-85%) RMS Fund | 17.80% | 19.08% | 0.13% | 1.88% | 1.48% | 20.40% | 5.41% | 1.08% | 10.83% | 9.95% | 0.47% |
FIQDX Fidelity Advisor Strategic Real Return Fund Class Z | 3.26% | 4.75% | 4.88% | 5.38% | 7.39% | 5.44% | 2.29% | 3.17% | 8.46% | 0.00% | 0.00% |
Frequently Asked Questions
EVGRX and FIQDX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVGRX has higher volatility (3.89%) compared to FIQDX (1.71%). In terms of maximum drawdown, EVGRX dropped -31.15% vs FIQDX's -19.98%.
FIQDX currently has the higher Sharpe Ratio (2.61 vs 1.38), 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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