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FAGAX vs. AXA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGAX vs. AXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and AXA SA (AXA.DE). The values are adjusted to include any dividend payments, if applicable.

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FAGAX vs. AXA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
-13.66%22.17%38.71%45.14%-38.40%11.31%68.60%40.26%14.87%34.66%
AXA.DE
AXA SA
-6.06%42.89%16.28%23.16%0.64%30.52%-2.27%38.40%-23.37%23.82%
Different Trading Currencies

FAGAX is traded in USD, while AXA.DE is traded in EUR. To make them comparable, the AXA.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FAGAX achieves a -13.66% return, which is significantly lower than AXA.DE's -6.06% return. Over the past 10 years, FAGAX has outperformed AXA.DE with an annualized return of 18.64%, while AXA.DE has yielded a comparatively lower 14.04% annualized return.


FAGAX

1D
-1.17%
1M
-9.95%
YTD
-13.66%
6M
-12.33%
1Y
18.39%
3Y*
22.90%
5Y*
7.34%
10Y*
18.64%

AXA.DE

1D
2.09%
1M
-7.31%
YTD
-6.06%
6M
-4.64%
1Y
12.37%
3Y*
20.86%
5Y*
17.75%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FAGAX vs. AXA.DE — Risk / Return Rank

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

FAGAX
FAGAX Risk / Return Rank: 3535
Overall Rank
FAGAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FAGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FAGAX Omega Ratio Rank: 3838
Omega Ratio Rank
FAGAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FAGAX Martin Ratio Rank: 3232
Martin Ratio Rank

AXA.DE
AXA.DE Risk / Return Rank: 4545
Overall Rank
AXA.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
AXA.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
AXA.DE Omega Ratio Rank: 4242
Omega Ratio Rank
AXA.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
AXA.DE Martin Ratio Rank: 4747
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.

FAGAX vs. AXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and AXA SA (AXA.DE). 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.


FAGAXAXA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.51

+0.24

Sortino ratio

Return per unit of downside risk

1.19

0.79

+0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

0.93

0.75

+0.18

Martin ratio

Return relative to average drawdown

3.40

1.36

+2.04

FAGAX vs. AXA.DE - Sharpe Ratio Comparison

The current FAGAX Sharpe Ratio is 0.75, which is higher than the AXA.DE Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FAGAX and AXA.DE, 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


FAGAXAXA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.51

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.73

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.50

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.16

+0.30

Correlation

The correlation between FAGAX and AXA.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FAGAX vs. AXA.DE - Dividend Comparison

FAGAX's dividend yield for the trailing twelve months is around 4.76%, less than AXA.DE's 5.48% yield.


TTM20252024202320222021202020192018201720162015
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
4.76%4.11%0.00%0.00%0.00%10.19%5.45%4.10%11.99%7.67%15.44%11.12%
AXA.DE
AXA SA
5.48%5.22%5.78%5.76%5.87%5.44%10.95%5.31%6.66%4.67%4.58%3.74%

Drawdowns

FAGAX vs. AXA.DE - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, smaller than the maximum AXA.DE drawdown of -82.92%. Use the drawdown chart below to compare losses from any high point for FAGAX and AXA.DE.


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Drawdown Indicators


FAGAXAXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.24%

-97.07%

+31.83%

Max Drawdown (1Y)

Largest decline over 1 year

-16.19%

-13.60%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-44.70%

-24.68%

-20.02%

Max Drawdown (10Y)

Largest decline over 10 years

-44.70%

-50.95%

+6.25%

Current Drawdown

Current decline from peak

-16.19%

-49.21%

+33.02%

Average Drawdown

Average peak-to-trough decline

-15.27%

-81.97%

+66.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

7.89%

-3.46%

Volatility

FAGAX vs. AXA.DE - Volatility Comparison

The current volatility for Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) is 6.78%, while AXA SA (AXA.DE) has a volatility of 7.19%. This indicates that FAGAX experiences smaller price fluctuations and is considered to be less risky than AXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGAXAXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

7.19%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

14.15%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.01%

24.14%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

24.17%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

28.02%

-4.24%