FAEGX vs. SBLGX
Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class M (FAEGX) and ClearBridge Large Cap Growth Fund (SBLGX).
FAEGX is managed by Fidelity. It was launched on Sep 10, 1992. SBLGX is managed by Franklin Templeton. It was launched on Aug 29, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAEGX or SBLGX.
Key characteristics
| FAEGX | SBLGX | |
|---|---|---|
| YTD Return | 31.39% | 30.95% |
| 1Y Return | 41.08% | 29.39% |
| 3Y Return (Ann) | 3.86% | -3.21% |
| 5Y Return (Ann) | 11.58% | 6.62% |
| 10Y Return (Ann) | 9.17% | 7.73% |
| Sharpe Ratio | 2.62 | 1.69 |
| Sortino Ratio | 3.45 | 2.12 |
| Omega Ratio | 1.47 | 1.34 |
| Calmar Ratio | 0.54 | 0.88 |
| Martin Ratio | 14.67 | 8.75 |
| Ulcer Index | 2.81% | 3.33% |
| Daily Std Dev | 15.70% | 17.28% |
| Max Drawdown | -95.89% | -53.70% |
| Current Drawdown | -66.46% | -10.17% |
Correlation
The correlation between FAEGX and SBLGX is 0.91, 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. SBLGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with FAEGX having a 31.39% return and SBLGX slightly lower at 30.95%. Over the past 10 years, FAEGX has outperformed SBLGX with an annualized return of 9.17%, while SBLGX has yielded a comparatively lower 7.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FAEGX vs. SBLGX - Expense Ratio Comparison
FAEGX has a 1.21% expense ratio, which is higher than SBLGX's 0.99% expense ratio.
Risk-Adjusted Performance
FAEGX vs. SBLGX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) and ClearBridge Large Cap Growth Fund (SBLGX). 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.
Dividends
FAEGX vs. SBLGX - Dividend Comparison
Neither FAEGX nor SBLGX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SBLGX ClearBridge Large Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.15% | 0.01% | 0.00% | 0.08% | 0.02% |
Drawdowns
FAEGX vs. SBLGX - Drawdown Comparison
The maximum FAEGX drawdown since its inception was -95.89%, which is greater than SBLGX's maximum drawdown of -53.70%. Use the drawdown chart below to compare losses from any high point for FAEGX and SBLGX. For additional features, visit the drawdowns tool.
Volatility
FAEGX vs. SBLGX - Volatility Comparison
Fidelity Advisor Equity Growth Fund Class M (FAEGX) and ClearBridge Large Cap Growth Fund (SBLGX) have volatilities of 4.36% and 4.51%, 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.