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FAGOX vs. PNOPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGOX vs. PNOPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Putnam Sustainable Leaders Fund (PNOPX). The values are adjusted to include any dividend payments, if applicable.

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FAGOX vs. PNOPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
-9.60%21.86%38.37%44.80%-38.56%11.05%68.19%39.94%14.61%34.34%
PNOPX
Putnam Sustainable Leaders Fund
-9.32%10.93%22.97%26.23%-22.86%23.44%28.57%35.86%-0.90%29.07%

Returns By Period

The year-to-date returns for both investments are quite close, with FAGOX having a -9.60% return and PNOPX slightly higher at -9.32%. Over the past 10 years, FAGOX has outperformed PNOPX with an annualized return of 18.91%, while PNOPX has yielded a comparatively lower 13.72% annualized return.


FAGOX

1D
4.76%
1M
-5.84%
YTD
-9.60%
6M
-8.63%
1Y
22.40%
3Y*
24.51%
5Y*
7.64%
10Y*
18.91%

PNOPX

1D
2.73%
1M
-5.88%
YTD
-9.32%
6M
-6.62%
1Y
8.72%
3Y*
13.65%
5Y*
6.84%
10Y*
13.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGOX vs. PNOPX - Expense Ratio Comparison

FAGOX has a 1.28% expense ratio, which is higher than PNOPX's 0.99% expense ratio.


Return for Risk

FAGOX vs. PNOPX — Risk / Return Rank

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

FAGOX
FAGOX Risk / Return Rank: 5151
Overall Rank
FAGOX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FAGOX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FAGOX Omega Ratio Rank: 4949
Omega Ratio Rank
FAGOX Calmar Ratio Rank: 5757
Calmar Ratio Rank
FAGOX Martin Ratio Rank: 5050
Martin Ratio Rank

PNOPX
PNOPX Risk / Return Rank: 2020
Overall Rank
PNOPX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
PNOPX Sortino Ratio Rank: 1818
Sortino Ratio Rank
PNOPX Omega Ratio Rank: 1919
Omega Ratio Rank
PNOPX Calmar Ratio Rank: 2323
Calmar Ratio Rank
PNOPX Martin Ratio Rank: 2323
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.

FAGOX vs. PNOPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) and Putnam Sustainable Leaders Fund (PNOPX). 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.


FAGOXPNOPXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.50

+0.47

Sortino ratio

Return per unit of downside risk

1.49

0.84

+0.66

Omega ratio

Gain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratio

Return relative to maximum drawdown

1.43

0.74

+0.69

Martin ratio

Return relative to average drawdown

5.15

2.63

+2.52

FAGOX vs. PNOPX - Sharpe Ratio Comparison

The current FAGOX Sharpe Ratio is 0.98, which is higher than the PNOPX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FAGOX and PNOPX, 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


FAGOXPNOPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.50

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.40

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.76

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.04

Correlation

The correlation between FAGOX and PNOPX is 0.88, 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

FAGOX vs. PNOPX - Dividend Comparison

FAGOX's dividend yield for the trailing twelve months is around 4.65%, less than PNOPX's 12.37% yield.


TTM20252024202320222021202020192018201720162015
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
4.65%4.21%0.00%0.00%0.00%10.01%5.29%4.15%12.10%7.48%15.51%11.14%
PNOPX
Putnam Sustainable Leaders Fund
12.37%11.22%9.25%2.96%8.38%11.69%7.41%7.14%20.24%4.91%0.00%12.64%

Drawdowns

FAGOX vs. PNOPX - Drawdown Comparison

The maximum FAGOX drawdown since its inception was -65.31%, smaller than the maximum PNOPX drawdown of -74.15%. Use the drawdown chart below to compare losses from any high point for FAGOX and PNOPX.


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Drawdown Indicators


FAGOXPNOPXDifference

Max Drawdown

Largest peak-to-trough decline

-65.31%

-74.15%

+8.84%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-13.06%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-44.84%

-29.13%

-15.71%

Max Drawdown (10Y)

Largest decline over 10 years

-44.84%

-30.29%

-14.55%

Current Drawdown

Current decline from peak

-12.29%

-10.69%

-1.60%

Average Drawdown

Average peak-to-trough decline

-13.60%

-24.14%

+10.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

3.66%

+0.86%

Volatility

FAGOX vs. PNOPX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a higher volatility of 8.51% compared to Putnam Sustainable Leaders Fund (PNOPX) at 5.34%. This indicates that FAGOX's price experiences larger fluctuations and is considered to be riskier than PNOPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FAGOXPNOPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

5.34%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

14.81%

9.55%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

18.23%

+6.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.88%

17.35%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

18.13%

+5.70%