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FAEGX vs. FAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAEGX and FAGIX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FAEGX vs. FAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Fidelity Capital & Income Fund (FAGIX). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%December2025FebruaryMarchAprilMay
1,090.57%
1,139.78%
FAEGX
FAGIX

Key characteristics

Sharpe Ratio

FAEGX:

-0.21

FAGIX:

0.87

Sortino Ratio

FAEGX:

-0.11

FAGIX:

1.22

Omega Ratio

FAEGX:

0.98

FAGIX:

1.18

Calmar Ratio

FAEGX:

-0.17

FAGIX:

0.83

Martin Ratio

FAEGX:

-0.45

FAGIX:

3.15

Ulcer Index

FAEGX:

11.43%

FAGIX:

1.92%

Daily Std Dev

FAEGX:

25.23%

FAGIX:

6.90%

Max Drawdown

FAEGX:

-63.80%

FAGIX:

-37.80%

Current Drawdown

FAEGX:

-20.18%

FAGIX:

-2.69%

Returns By Period

In the year-to-date period, FAEGX achieves a -6.26% return, which is significantly lower than FAGIX's -0.29% return. Over the past 10 years, FAEGX has outperformed FAGIX with an annualized return of 6.57%, while FAGIX has yielded a comparatively lower 4.56% annualized return.


FAEGX

YTD

-6.26%

1M

13.55%

6M

-17.46%

1Y

-6.55%

5Y*

7.44%

10Y*

6.57%

FAGIX

YTD

-0.29%

1M

4.71%

6M

-0.50%

1Y

5.94%

5Y*

6.84%

10Y*

4.56%

*Annualized

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FAEGX vs. FAGIX - Expense Ratio Comparison

FAEGX has a 1.21% expense ratio, which is higher than FAGIX's 0.67% expense ratio.


Risk-Adjusted Performance

FAEGX vs. FAGIX — Risk-Adjusted Performance Rank

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

FAEGX
The Risk-Adjusted Performance Rank of FAEGX is 99
Overall Rank
The Sharpe Ratio Rank of FAEGX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of FAEGX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of FAEGX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of FAEGX is 88
Calmar Ratio Rank
The Martin Ratio Rank of FAEGX is 99
Martin Ratio Rank

FAGIX
The Risk-Adjusted Performance Rank of FAGIX is 7070
Overall Rank
The Sharpe Ratio Rank of FAGIX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGIX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FAGIX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FAGIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FAGIX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAEGX vs. FAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Fidelity Capital & Income Fund (FAGIX). 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.


The current FAEGX Sharpe Ratio is -0.21, which is lower than the FAGIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FAEGX and FAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
-0.24
0.87
FAEGX
FAGIX

Dividends

FAEGX vs. FAGIX - Dividend Comparison

FAEGX's dividend yield for the trailing twelve months is around 14.04%, more than FAGIX's 4.60% yield.


TTM20242023202220212020201920182017201620152014
FAEGX
Fidelity Advisor Equity Growth Fund Class M
14.04%13.17%0.58%2.34%13.01%12.18%9.80%7.24%12.32%6.48%2.40%0.00%
FAGIX
Fidelity Capital & Income Fund
4.60%5.03%5.29%4.85%3.41%3.78%4.25%5.28%4.01%4.12%5.01%8.08%

Drawdowns

FAEGX vs. FAGIX - Drawdown Comparison

The maximum FAEGX drawdown since its inception was -63.80%, which is greater than FAGIX's maximum drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for FAEGX and FAGIX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.18%
-2.69%
FAEGX
FAGIX

Volatility

FAEGX vs. FAGIX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a higher volatility of 12.45% compared to Fidelity Capital & Income Fund (FAGIX) at 3.09%. This indicates that FAEGX's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.45%
3.09%
FAEGX
FAGIX