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FAGAX vs. EPGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAGAX and EPGAX is 0.90, 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

FAGAX vs. EPGAX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
541.26%
413.55%
FAGAX
EPGAX

Key characteristics

Sharpe Ratio

FAGAX:

0.43

EPGAX:

-0.20

Sortino Ratio

FAGAX:

0.76

EPGAX:

-0.12

Omega Ratio

FAGAX:

1.10

EPGAX:

0.98

Calmar Ratio

FAGAX:

0.44

EPGAX:

-0.17

Martin Ratio

FAGAX:

1.39

EPGAX:

-0.47

Ulcer Index

FAGAX:

8.41%

EPGAX:

11.31%

Daily Std Dev

FAGAX:

27.86%

EPGAX:

25.06%

Max Drawdown

FAGAX:

-65.24%

EPGAX:

-62.95%

Current Drawdown

FAGAX:

-14.27%

EPGAX:

-19.25%

Returns By Period

In the year-to-date period, FAGAX achieves a -7.66% return, which is significantly lower than EPGAX's -5.62% return. Over the past 10 years, FAGAX has outperformed EPGAX with an annualized return of 10.83%, while EPGAX has yielded a comparatively lower 7.34% annualized return.


FAGAX

YTD

-7.66%

1M

4.51%

6M

-8.01%

1Y

11.92%

5Y*

11.76%

10Y*

10.83%

EPGAX

YTD

-5.62%

1M

5.67%

6M

-17.68%

1Y

-5.09%

5Y*

8.00%

10Y*

7.34%

*Annualized

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FAGAX vs. EPGAX - Expense Ratio Comparison

FAGAX has a 1.04% expense ratio, which is higher than EPGAX's 0.97% expense ratio.


Risk-Adjusted Performance

FAGAX vs. EPGAX — Risk-Adjusted Performance Rank

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

FAGAX
The Risk-Adjusted Performance Rank of FAGAX is 5353
Overall Rank
The Sharpe Ratio Rank of FAGAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGAX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of FAGAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FAGAX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FAGAX is 4848
Martin Ratio Rank

EPGAX
The Risk-Adjusted Performance Rank of EPGAX is 1111
Overall Rank
The Sharpe Ratio Rank of EPGAX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of EPGAX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of EPGAX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of EPGAX is 99
Calmar Ratio Rank
The Martin Ratio Rank of EPGAX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FAGAX vs. EPGAX - Risk-Adjusted Performance Comparison

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


The current FAGAX Sharpe Ratio is 0.43, which is higher than the EPGAX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of FAGAX and EPGAX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.43
-0.20
FAGAX
EPGAX

Dividends

FAGAX vs. EPGAX - Dividend Comparison

Neither FAGAX nor EPGAX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FAGAX
Fidelity Advisor Growth Opportunities Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%11.12%
EPGAX
Fidelity Advisor Equity Growth Fund Class A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.74%

Drawdowns

FAGAX vs. EPGAX - Drawdown Comparison

The maximum FAGAX drawdown since its inception was -65.24%, roughly equal to the maximum EPGAX drawdown of -62.95%. Use the drawdown chart below to compare losses from any high point for FAGAX and EPGAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.27%
-19.25%
FAGAX
EPGAX

Volatility

FAGAX vs. EPGAX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class A (FAGAX) and Fidelity Advisor Equity Growth Fund Class A (EPGAX) have volatilities of 8.05% and 7.83%, 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
8.05%
7.83%
FAGAX
EPGAX