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FAHCX vs. PRDGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAHCX and PRDGX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

FAHCX vs. PRDGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Advantage Fund Class I (FAHCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
608.20%
958.52%
FAHCX
PRDGX

Key characteristics

Sharpe Ratio

FAHCX:

2.10

PRDGX:

1.13

Sortino Ratio

FAHCX:

3.06

PRDGX:

1.52

Omega Ratio

FAHCX:

1.42

PRDGX:

1.22

Calmar Ratio

FAHCX:

1.78

PRDGX:

1.29

Martin Ratio

FAHCX:

13.38

PRDGX:

6.19

Ulcer Index

FAHCX:

0.74%

PRDGX:

1.93%

Daily Std Dev

FAHCX:

4.66%

PRDGX:

10.59%

Max Drawdown

FAHCX:

-48.54%

PRDGX:

-49.79%

Current Drawdown

FAHCX:

-2.21%

PRDGX:

-8.42%

Returns By Period

The year-to-date returns for both stocks are quite close, with FAHCX having a 10.07% return and PRDGX slightly lower at 9.93%. Over the past 10 years, FAHCX has underperformed PRDGX with an annualized return of 5.77%, while PRDGX has yielded a comparatively higher 10.91% annualized return.


FAHCX

YTD

10.07%

1M

-0.99%

6M

3.93%

1Y

10.28%

5Y*

4.95%

10Y*

5.77%

PRDGX

YTD

9.93%

1M

-5.64%

6M

-0.39%

1Y

10.92%

5Y*

10.08%

10Y*

10.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FAHCX vs. PRDGX - Expense Ratio Comparison

FAHCX has a 0.74% expense ratio, which is higher than PRDGX's 0.62% expense ratio.


FAHCX
Fidelity Advisor High Income Advantage Fund Class I
Expense ratio chart for FAHCX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%

Risk-Adjusted Performance

FAHCX vs. PRDGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Advantage Fund Class I (FAHCX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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 FAHCX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.100.94
The chart of Sortino ratio for FAHCX, currently valued at 3.06, compared to the broader market-2.000.002.004.006.008.0010.003.061.29
The chart of Omega ratio for FAHCX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.18
The chart of Calmar ratio for FAHCX, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.781.07
The chart of Martin ratio for FAHCX, currently valued at 13.38, compared to the broader market0.0020.0040.0060.0013.385.15
FAHCX
PRDGX

The current FAHCX Sharpe Ratio is 2.10, which is higher than the PRDGX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FAHCX and PRDGX, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.10
0.94
FAHCX
PRDGX

Dividends

FAHCX vs. PRDGX - Dividend Comparison

FAHCX's dividend yield for the trailing twelve months is around 4.28%, more than PRDGX's 0.75% yield.


TTM20232022202120202019201820172016201520142013
FAHCX
Fidelity Advisor High Income Advantage Fund Class I
4.28%5.12%4.73%3.23%3.71%4.45%6.08%4.94%4.74%5.28%4.71%6.19%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
0.75%1.16%1.14%0.78%1.03%1.24%1.76%1.22%1.53%1.78%1.30%1.22%

Drawdowns

FAHCX vs. PRDGX - Drawdown Comparison

The maximum FAHCX drawdown since its inception was -48.54%, roughly equal to the maximum PRDGX drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for FAHCX and PRDGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.21%
-8.42%
FAHCX
PRDGX

Volatility

FAHCX vs. PRDGX - Volatility Comparison

The current volatility for Fidelity Advisor High Income Advantage Fund Class I (FAHCX) is 1.61%, while T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) has a volatility of 5.16%. This indicates that FAHCX experiences smaller price fluctuations and is considered to be less risky than PRDGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.61%
5.16%
FAHCX
PRDGX
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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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