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

Correlation

The correlation between FAEGX and VFIAX 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. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
251.80%
572.71%
FAEGX
VFIAX

Key characteristics

Sharpe Ratio

FAEGX:

1.78

VFIAX:

1.96

Sortino Ratio

FAEGX:

2.41

VFIAX:

2.63

Omega Ratio

FAEGX:

1.32

VFIAX:

1.37

Calmar Ratio

FAEGX:

1.60

VFIAX:

2.92

Martin Ratio

FAEGX:

9.94

VFIAX:

12.96

Ulcer Index

FAEGX:

2.88%

VFIAX:

1.91%

Daily Std Dev

FAEGX:

16.09%

VFIAX:

12.58%

Max Drawdown

FAEGX:

-63.80%

VFIAX:

-55.20%

Current Drawdown

FAEGX:

-4.38%

VFIAX:

-3.62%

Returns By Period

In the year-to-date period, FAEGX achieves a 28.83% return, which is significantly higher than VFIAX's 24.61% return. Over the past 10 years, FAEGX has underperformed VFIAX with an annualized return of 8.92%, while VFIAX has yielded a comparatively higher 12.94% annualized return.


FAEGX

YTD

28.83%

1M

-0.33%

6M

5.32%

1Y

30.58%

5Y*

9.89%

10Y*

8.92%

VFIAX

YTD

24.61%

1M

-0.72%

6M

7.88%

1Y

26.54%

5Y*

14.51%

10Y*

12.94%

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. VFIAX - Expense Ratio Comparison

FAEGX has a 1.21% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


FAEGX
Fidelity Advisor Equity Growth Fund Class M
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%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

FAEGX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 1.78, compared to the broader market-1.000.001.002.003.004.001.781.96
The chart of Sortino ratio for FAEGX, currently valued at 2.41, compared to the broader market-2.000.002.004.006.008.0010.002.412.63
The chart of Omega ratio for FAEGX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.37
The chart of Calmar ratio for FAEGX, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.0012.0014.001.602.92
The chart of Martin ratio for FAEGX, currently valued at 9.94, compared to the broader market0.0020.0040.0060.009.9412.96
FAEGX
VFIAX

The current FAEGX Sharpe Ratio is 1.78, which is comparable to the VFIAX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of FAEGX and VFIAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.78
1.96
FAEGX
VFIAX

Dividends

FAEGX vs. VFIAX - Dividend Comparison

FAEGX has not paid dividends to shareholders, while VFIAX's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
VFIAX
Vanguard 500 Index Fund Admiral Shares
0.91%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

FAEGX vs. VFIAX - Drawdown Comparison

The maximum FAEGX drawdown since its inception was -63.80%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for FAEGX and VFIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.38%
-3.62%
FAEGX
VFIAX

Volatility

FAEGX vs. VFIAX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a higher volatility of 3.91% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.62%. This indicates that FAEGX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
3.62%
FAEGX
VFIAX
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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.

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