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FAEGX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAEGX vs. FSKAX - 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 Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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FAEGX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAEGX
Fidelity Advisor Equity Growth Fund Class M
-5.52%13.98%14.72%34.88%-24.83%22.39%43.02%33.25%-0.19%34.52%
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FAEGX achieves a -5.52% return, which is significantly lower than FSKAX's -3.98% return. Over the past 10 years, FAEGX has outperformed FSKAX with an annualized return of 15.08%, while FSKAX has yielded a comparatively lower 13.56% annualized return.


FAEGX

1D
4.29%
1M
-5.39%
YTD
-5.52%
6M
-5.14%
1Y
16.86%
3Y*
14.86%
5Y*
7.94%
10Y*
15.08%

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAEGX vs. FSKAX - Expense Ratio Comparison

FAEGX has a 1.21% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FAEGX vs. FSKAX — Risk / Return Rank

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

FAEGX
FAEGX Risk / Return Rank: 4141
Overall Rank
FAEGX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FAEGX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FAEGX Omega Ratio Rank: 3636
Omega Ratio Rank
FAEGX Calmar Ratio Rank: 5353
Calmar Ratio Rank
FAEGX Martin Ratio Rank: 4444
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
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.

FAEGX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Fidelity Total Market Index Fund (FSKAX). 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.


FAEGXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.98

-0.17

Sortino ratio

Return per unit of downside risk

1.28

1.49

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.05

Calmar ratio

Return relative to maximum drawdown

1.36

1.50

-0.14

Martin ratio

Return relative to average drawdown

4.71

7.20

-2.49

FAEGX vs. FSKAX - Sharpe Ratio Comparison

The current FAEGX Sharpe Ratio is 0.81, which is comparable to the FSKAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FAEGX and FSKAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FAEGXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.98

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.61

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.74

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.79

-0.28

Correlation

The correlation between FAEGX and FSKAX is 0.92, 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

FAEGX vs. FSKAX - Dividend Comparison

FAEGX's dividend yield for the trailing twelve months is around 0.69%, less than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FAEGX
Fidelity Advisor Equity Growth Fund Class M
0.69%0.65%0.00%0.58%2.34%13.01%12.18%9.80%7.24%12.32%6.48%2.40%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FAEGX vs. FSKAX - Drawdown Comparison

The maximum FAEGX drawdown since its inception was -63.85%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FAEGX and FSKAX.


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Drawdown Indicators


FAEGXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.85%

-35.01%

-28.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.79%

-12.42%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-31.02%

-25.39%

-5.63%

Max Drawdown (10Y)

Largest decline over 10 years

-31.16%

-35.01%

+3.85%

Current Drawdown

Current decline from peak

-9.01%

-6.20%

-2.81%

Average Drawdown

Average peak-to-trough decline

-16.23%

-4.05%

-12.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.60%

+1.09%

Volatility

FAEGX vs. FSKAX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a higher volatility of 7.78% compared to Fidelity Total Market Index Fund (FSKAX) at 5.52%. This indicates that FAEGX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAEGXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

5.52%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

9.85%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

21.85%

18.69%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

17.42%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

18.44%

+2.36%