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

Correlation

The correlation between FALGX and FAGOX is 0.86, 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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.01%
15.64%
FALGX
FAGOX

Key characteristics

Sharpe Ratio

FALGX:

2.05

FAGOX:

2.21

Sortino Ratio

FALGX:

2.76

FAGOX:

2.88

Omega Ratio

FALGX:

1.38

FAGOX:

1.39

Calmar Ratio

FALGX:

3.09

FAGOX:

1.62

Martin Ratio

FALGX:

14.57

FAGOX:

12.89

Ulcer Index

FALGX:

1.73%

FAGOX:

3.49%

Daily Std Dev

FALGX:

12.29%

FAGOX:

20.34%

Max Drawdown

FALGX:

-63.84%

FAGOX:

-65.31%

Current Drawdown

FALGX:

-1.96%

FAGOX:

-0.89%

Returns By Period

In the year-to-date period, FALGX achieves a 28.34% return, which is significantly lower than FAGOX's 44.02% return. Over the past 10 years, FALGX has underperformed FAGOX with an annualized return of 7.01%, while FAGOX has yielded a comparatively higher 11.02% annualized return.


FALGX

YTD

28.34%

1M

-0.94%

6M

10.10%

1Y

25.19%

5Y*

10.10%

10Y*

7.01%

FAGOX

YTD

44.02%

1M

4.65%

6M

15.93%

1Y

45.00%

5Y*

14.56%

10Y*

11.02%

Compare stocks, funds, or ETFs

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


FALGX vs. FAGOX - Expense Ratio Comparison

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


FAGOX
Fidelity Advisor Growth Opportunities Fund Class M
Expense ratio chart for FAGOX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for FALGX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FALGX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.052.21
The chart of Sortino ratio for FALGX, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.762.88
The chart of Omega ratio for FALGX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.39
The chart of Calmar ratio for FALGX, currently valued at 3.09, compared to the broader market0.002.004.006.008.0010.0012.0014.003.091.62
The chart of Martin ratio for FALGX, currently valued at 14.57, compared to the broader market0.0020.0040.0060.0014.5712.89
FALGX
FAGOX

The current FALGX Sharpe Ratio is 2.05, which is comparable to the FAGOX Sharpe Ratio of 2.21. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.05
2.21
FALGX
FAGOX

Dividends

FALGX vs. FAGOX - Dividend Comparison

FALGX's dividend yield for the trailing twelve months is around 0.37%, while FAGOX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FALGX
Fidelity Advisor Large Cap Fund Class M
0.00%0.48%0.81%1.37%1.53%1.67%1.41%0.89%0.85%0.59%4.59%7.28%
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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.96%
-0.89%
FALGX
FAGOX

Volatility

FALGX vs. FAGOX - Volatility Comparison

The current volatility for Fidelity Advisor Large Cap Fund Class M (FALGX) is 3.63%, while Fidelity Advisor Growth Opportunities Fund Class M (FAGOX) has a volatility of 5.98%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
5.98%
FALGX
FAGOX
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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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