PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAIGX vs. FAEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAIGX and FAEGX is 0.87, 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

FAIGX vs. FAEGX - Performance Comparison

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

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
978.79%
1,347.81%
FAIGX
FAEGX

Key characteristics

Sharpe Ratio

FAIGX:

1.89

FAEGX:

2.03

Sortino Ratio

FAIGX:

2.72

FAEGX:

2.71

Omega Ratio

FAIGX:

1.38

FAEGX:

1.36

Calmar Ratio

FAIGX:

2.86

FAEGX:

1.83

Martin Ratio

FAIGX:

11.37

FAEGX:

11.29

Ulcer Index

FAIGX:

1.34%

FAEGX:

2.88%

Daily Std Dev

FAIGX:

8.04%

FAEGX:

16.06%

Max Drawdown

FAIGX:

-44.19%

FAEGX:

-63.80%

Current Drawdown

FAIGX:

-0.89%

FAEGX:

-2.93%

Returns By Period

In the year-to-date period, FAIGX achieves a 14.85% return, which is significantly lower than FAEGX's 30.78% return. Both investments have delivered pretty close results over the past 10 years, with FAIGX having a 8.91% annualized return and FAEGX not far ahead at 9.13%.


FAIGX

YTD

14.85%

1M

0.00%

6M

4.32%

1Y

15.36%

5Y*

10.15%

10Y*

8.91%

FAEGX

YTD

30.78%

1M

1.03%

6M

6.97%

1Y

30.86%

5Y*

10.22%

10Y*

9.13%

Compare stocks, funds, or ETFs

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


FAIGX vs. FAEGX - Expense Ratio Comparison

FAIGX has a 1.06% expense ratio, which is lower than FAEGX's 1.21% 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 FAIGX: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%

Risk-Adjusted Performance

FAIGX vs. FAEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Balanced Fund Class M (FAIGX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). 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 FAIGX, currently valued at 2.02, compared to the broader market-1.000.001.002.003.004.002.022.03
The chart of Sortino ratio for FAIGX, currently valued at 2.90, compared to the broader market-2.000.002.004.006.008.0010.002.902.71
The chart of Omega ratio for FAIGX, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.411.36
The chart of Calmar ratio for FAIGX, currently valued at 3.03, compared to the broader market0.002.004.006.008.0010.0012.0014.003.031.83
The chart of Martin ratio for FAIGX, currently valued at 12.04, compared to the broader market0.0020.0040.0060.0012.0411.29
FAIGX
FAEGX

The current FAIGX Sharpe Ratio is 1.89, which is comparable to the FAEGX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of FAIGX and FAEGX, 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
2.02
2.03
FAIGX
FAEGX

Dividends

FAIGX vs. FAEGX - Dividend Comparison

FAIGX's dividend yield for the trailing twelve months is around 3.58%, while FAEGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FAIGX
Fidelity Advisor Balanced Fund Class M
3.58%1.14%0.79%0.22%0.70%1.05%1.08%0.97%0.95%4.95%7.47%5.28%
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%

Drawdowns

FAIGX vs. FAEGX - Drawdown Comparison

The maximum FAIGX drawdown since its inception was -44.19%, smaller than the maximum FAEGX drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for FAIGX and FAEGX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.89%
-2.93%
FAIGX
FAEGX

Volatility

FAIGX vs. FAEGX - Volatility Comparison

The current volatility for Fidelity Advisor Balanced Fund Class M (FAIGX) is 0.00%, while Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a volatility of 4.19%. This indicates that FAIGX experiences smaller price fluctuations and is considered to be less risky than FAEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember0
4.19%
FAIGX
FAEGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab