PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAEGX vs. FAGOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAEGX and FAGOX is 0.93, 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.


-0.50.00.51.00.9

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.

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,347.81%
1,347.15%
FAEGX
FAGOX

Key characteristics

Sharpe Ratio

FAEGX:

2.03

FAGOX:

2.17

Sortino Ratio

FAEGX:

2.71

FAGOX:

2.83

Omega Ratio

FAEGX:

1.36

FAGOX:

1.39

Calmar Ratio

FAEGX:

1.83

FAGOX:

1.59

Martin Ratio

FAEGX:

11.29

FAGOX:

12.66

Ulcer Index

FAEGX:

2.88%

FAGOX:

3.49%

Daily Std Dev

FAEGX:

16.06%

FAGOX:

20.35%

Max Drawdown

FAEGX:

-63.80%

FAGOX:

-65.31%

Current Drawdown

FAEGX:

-2.93%

FAGOX:

-3.18%

Returns By Period

In the year-to-date period, FAEGX achieves a 30.78% return, which is significantly lower than FAGOX's 40.69% return. Over the past 10 years, FAEGX has underperformed FAGOX with an annualized return of 9.13%, while FAGOX has yielded a comparatively higher 10.89% annualized return.


FAEGX

YTD

30.78%

1M

1.03%

6M

6.97%

1Y

30.86%

5Y*

10.22%

10Y*

9.13%

FAGOX

YTD

40.69%

1M

2.63%

6M

13.44%

1Y

41.78%

5Y*

14.25%

10Y*

10.89%

Compare stocks, funds, or ETFs

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


FAEGX vs. FAGOX - Expense Ratio Comparison

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


FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
Expense ratio chart for FAGOX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for FAEGX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FAEGX, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.002.032.17
The chart of Sortino ratio for FAEGX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.83
The chart of Omega ratio for FAEGX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.361.39
The chart of Calmar ratio for FAEGX, currently valued at 1.83, compared to the broader market0.002.004.006.008.0010.0012.0014.001.831.59
The chart of Martin ratio for FAEGX, currently valued at 11.29, compared to the broader market0.0020.0040.0060.0011.2912.66
FAEGX
FAGOX

The current FAEGX Sharpe Ratio is 2.03, which is comparable to the FAGOX Sharpe Ratio of 2.17. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.03
2.17
FAEGX
FAGOX

Dividends

FAEGX vs. FAGOX - Dividend Comparison

Neither FAEGX nor FAGOX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
FAEGX
Fidelity Advisor Equity Growth Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.93%
-3.18%
FAEGX
FAGOX

Volatility

FAEGX vs. FAGOX - Volatility Comparison

The current volatility for Fidelity Advisor Equity Growth Fund Class M (FAEGX) is 4.19%, while Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a volatility of 5.81%. This indicates that FAEGX experiences smaller price fluctuations and is considered to be less risky than FAGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
5.81%
FAEGX
FAGOX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab