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FALGX vs. FAGOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FALGX and FAGOX 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

FALGX vs. FAGOX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FALGX:

0.44

FAGOX:

0.67

Sortino Ratio

FALGX:

0.71

FAGOX:

1.07

Omega Ratio

FALGX:

1.11

FAGOX:

1.15

Calmar Ratio

FALGX:

0.40

FAGOX:

0.70

Martin Ratio

FALGX:

1.34

FAGOX:

2.20

Ulcer Index

FALGX:

6.49%

FAGOX:

8.47%

Daily Std Dev

FALGX:

20.50%

FAGOX:

28.22%

Max Drawdown

FALGX:

-63.84%

FAGOX:

-65.31%

Current Drawdown

FALGX:

-5.87%

FAGOX:

-8.92%

Returns By Period

In the year-to-date period, FALGX achieves a 3.57% return, which is significantly higher than FAGOX's -1.93% return. Over the past 10 years, FALGX has underperformed FAGOX with an annualized return of 6.19%, while FAGOX has yielded a comparatively higher 9.90% annualized return.


FALGX

YTD

3.57%

1M

12.36%

6M

-4.51%

1Y

9.02%

5Y*

16.18%

10Y*

6.19%

FAGOX

YTD

-1.93%

1M

13.66%

6M

-2.62%

1Y

18.85%

5Y*

13.37%

10Y*

9.90%

*Annualized

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FALGX vs. FAGOX - Expense Ratio Comparison

FALGX has a 1.05% expense ratio, which is lower than FAGOX's 1.28% expense ratio.


Risk-Adjusted Performance

FALGX vs. FAGOX — Risk-Adjusted Performance Rank

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

FALGX
The Risk-Adjusted Performance Rank of FALGX is 4747
Overall Rank
The Sharpe Ratio Rank of FALGX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FALGX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FALGX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of FALGX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FALGX is 4444
Martin Ratio Rank

FAGOX
The Risk-Adjusted Performance Rank of FAGOX is 6565
Overall Rank
The Sharpe Ratio Rank of FAGOX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGOX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FAGOX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FAGOX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FAGOX is 5959
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.

FALGX vs. FAGOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Large Cap Fund Class M (FALGX) and Fidelity Advisor Growth Opportunities Fund Class M (FAGOX). 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 FALGX Sharpe Ratio is 0.44, which is lower than the FAGOX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of FALGX and FAGOX, 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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Dividends

FALGX vs. FAGOX - Dividend Comparison

FALGX's dividend yield for the trailing twelve months is around 0.25%, while FAGOX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FALGX
Fidelity Advisor Large Cap Fund Class M
0.25%0.26%0.48%0.81%1.37%1.53%1.67%1.41%0.89%0.85%0.59%4.59%
FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FALGX vs. FAGOX - Drawdown Comparison

The maximum FALGX drawdown since its inception was -63.84%, roughly equal to the maximum FAGOX drawdown of -65.31%. Use the drawdown chart below to compare losses from any high point for FALGX and FAGOX. For additional features, visit the drawdowns tool.


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Volatility

FALGX vs. FAGOX - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class M (FALGX) is 5.59%, while Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a volatility of 7.64%. This indicates that FALGX experiences smaller price fluctuations and is considered to be less risky than FAGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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