FDTOX vs. EPGAX
Compare and contrast key facts about Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Advisor Equity Growth Fund Class A (EPGAX).
FDTOX is managed by Fidelity. It was launched on Apr 30, 1999. EPGAX is managed by Fidelity. It was launched on Sep 3, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDTOX or EPGAX.
Key characteristics
| FDTOX | EPGAX | |
|---|---|---|
| YTD Return | 30.05% | 32.14% |
| 1Y Return | 39.41% | 42.04% |
| 3Y Return (Ann) | 9.73% | 4.33% |
| 5Y Return (Ann) | 17.86% | 12.12% |
| 10Y Return (Ann) | 12.50% | 9.82% |
| Sharpe Ratio | 2.83 | 2.82 |
| Sortino Ratio | 3.74 | 3.68 |
| Omega Ratio | 1.52 | 1.51 |
| Calmar Ratio | 3.76 | 0.60 |
| Martin Ratio | 16.28 | 15.86 |
| Ulcer Index | 2.57% | 2.80% |
| Daily Std Dev | 14.68% | 15.71% |
| Max Drawdown | -71.18% | -95.79% |
| Current Drawdown | 0.00% | -63.19% |
Correlation
The correlation between FDTOX and EPGAX is 0.93, 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
FDTOX vs. EPGAX - Performance Comparison
In the year-to-date period, FDTOX achieves a 30.05% return, which is significantly lower than EPGAX's 32.14% return. Over the past 10 years, FDTOX has outperformed EPGAX with an annualized return of 12.50%, while EPGAX has yielded a comparatively lower 9.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FDTOX vs. EPGAX - Expense Ratio Comparison
FDTOX has a 0.80% expense ratio, which is lower than EPGAX's 0.97% expense ratio.
Risk-Adjusted Performance
FDTOX vs. EPGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Advisor Equity Growth Fund Class A (EPGAX). 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.
Dividends
FDTOX vs. EPGAX - Dividend Comparison
FDTOX's dividend yield for the trailing twelve months is around 0.21%, while EPGAX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDTOX Fidelity Advisor Diversified Stock Fund Class A | 0.21% | 0.28% | 0.49% | 0.25% | 0.22% | 0.50% | 0.40% | 1.05% | 1.34% | 1.45% | 10.99% | 2.01% |
EPGAX Fidelity Advisor Equity Growth Fund Class A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.74% | 0.00% | 0.00% |
Drawdowns
FDTOX vs. EPGAX - Drawdown Comparison
The maximum FDTOX drawdown since its inception was -71.18%, smaller than the maximum EPGAX drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for FDTOX and EPGAX. For additional features, visit the drawdowns tool.
Volatility
FDTOX vs. EPGAX - Volatility Comparison
The current volatility for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) is 4.14%, while Fidelity Advisor Equity Growth Fund Class A (EPGAX) has a volatility of 4.37%. This indicates that FDTOX experiences smaller price fluctuations and is considered to be less risky than EPGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.