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

Correlation

The correlation between FAEGX and FAGOX is 0.89, 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.


Performance

FAEGX vs. FAGOX - 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 Advisor Growth Opportunities Fund Class M (FAGOX). 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
1,097.31%
1,213.04%
FAEGX
FAGOX

Key characteristics

Sharpe Ratio

FAEGX:

-0.23

FAGOX:

0.42

Sortino Ratio

FAEGX:

-0.15

FAGOX:

0.74

Omega Ratio

FAEGX:

0.98

FAGOX:

1.10

Calmar Ratio

FAEGX:

-0.19

FAGOX:

0.43

Martin Ratio

FAEGX:

-0.52

FAGOX:

1.35

Ulcer Index

FAEGX:

11.57%

FAGOX:

8.42%

Daily Std Dev

FAEGX:

25.24%

FAGOX:

27.86%

Max Drawdown

FAEGX:

-63.80%

FAGOX:

-65.31%

Current Drawdown

FAEGX:

-19.73%

FAGOX:

-14.33%

Returns By Period

In the year-to-date period, FAEGX achieves a -5.73% return, which is significantly higher than FAGOX's -7.75% return. Over the past 10 years, FAEGX has underperformed FAGOX with an annualized return of 6.69%, while FAGOX has yielded a comparatively higher 9.33% annualized return.


FAEGX

YTD

-5.73%

1M

5.64%

6M

-18.18%

1Y

-5.83%

5Y*

7.54%

10Y*

6.69%

FAGOX

YTD

-7.75%

1M

4.49%

6M

-8.14%

1Y

11.63%

5Y*

11.56%

10Y*

9.33%

*Annualized

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FAEGX vs. FAGOX - Expense Ratio Comparison

FAEGX has a 1.21% expense ratio, which is lower than FAGOX's 1.28% expense ratio.


Risk-Adjusted Performance

FAEGX vs. FAGOX — 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 1010
Overall Rank
The Sharpe Ratio Rank of FAEGX is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of FAEGX is 1111
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 1010
Martin Ratio Rank

FAGOX
The Risk-Adjusted Performance Rank of FAGOX is 5252
Overall Rank
The Sharpe Ratio Rank of FAGOX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGOX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FAGOX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FAGOX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FAGOX is 4848
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. FAGOX - 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 Advisor Growth Opportunities Fund Class M (FAGOX). 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 -0.23, which is lower than the FAGOX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of FAEGX and FAGOX, 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.23
0.42
FAEGX
FAGOX

Dividends

FAEGX vs. FAGOX - Dividend Comparison

FAEGX's dividend yield for the trailing twelve months is around 13.97%, while FAGOX has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FAEGX
Fidelity Advisor Equity Growth Fund Class M
13.97%13.17%0.58%2.34%13.01%12.18%9.80%7.24%12.32%6.48%2.40%
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FAEGX vs. FAGOX - Drawdown Comparison

The maximum FAEGX drawdown since its inception was -63.80%, roughly equal to the maximum FAGOX drawdown of -65.31%. Use the drawdown chart below to compare losses from any high point for FAEGX and FAGOX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-19.73%
-14.33%
FAEGX
FAGOX

Volatility

FAEGX vs. FAGOX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) have volatilities of 7.77% and 8.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
7.77%
8.05%
FAEGX
FAGOX