FALAX vs. TRLGX

In the year-to-date period, FALAX achieves a -3.38% return, which is significantly higher than TRLGX's -6.99% return. Over the past 10 years, FALAX has underperformed TRLGX with an annualized return of 5.80%, while TRLGX has yielded a comparatively higher 10.17% annualized return.

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FALAX has a 0.80% expense ratio, which is higher than TRLGX's 0.55% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class A (FALAX) and T. Rowe Price Large-Cap Growth Fund (TRLGX). 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 FALAX Sharpe Ratio is 0.20, which is comparable to the TRLGX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FALAX and TRLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FALAX's dividend yield for the trailing twelve months is around 0.55%, while TRLGX has not paid dividends to shareholders.

The maximum FALAX drawdown since its inception was -62.96%, which is greater than TRLGX's maximum drawdown of -56.16%. Use the drawdown chart below to compare losses from any high point for FALAX and TRLGX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Advisor Large Cap Fund Class A (FALAX) is 14.27%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 16.23%. This indicates that FALAX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.