FEOPX vs. AMAT
Compare and contrast key facts about Fidelity Enduring Opportunities Fund (FEOPX) and Applied Materials, Inc. (AMAT).
FEOPX is managed by Fidelity. It was launched on Nov 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FEOPX or AMAT.
Key characteristics
| FEOPX | AMAT | |
|---|---|---|
| YTD Return | 18.19% | 16.33% |
| 1Y Return | 32.75% | 33.30% |
| 3Y Return (Ann) | 0.38% | 7.88% |
| 5Y Return (Ann) | 11.56% | 28.65% |
| Sharpe Ratio | 2.53 | 0.83 |
| Sortino Ratio | 3.51 | 1.32 |
| Omega Ratio | 1.46 | 1.17 |
| Calmar Ratio | 1.37 | 1.10 |
| Martin Ratio | 15.69 | 2.51 |
| Ulcer Index | 2.11% | 13.80% |
| Daily Std Dev | 13.06% | 41.62% |
| Max Drawdown | -38.29% | -85.22% |
| Current Drawdown | -0.18% | -26.31% |
Correlation
The correlation between FEOPX and AMAT is 0.71, 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
FEOPX vs. AMAT - Performance Comparison
In the year-to-date period, FEOPX achieves a 18.19% return, which is significantly higher than AMAT's 16.33% 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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Risk-Adjusted Performance
FEOPX vs. AMAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Enduring Opportunities Fund (FEOPX) and Applied Materials, Inc. (AMAT). 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
FEOPX vs. AMAT - Dividend Comparison
FEOPX's dividend yield for the trailing twelve months is around 0.26%, less than AMAT's 0.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEOPX Fidelity Enduring Opportunities Fund | 0.26% | 0.30% | 0.00% | 0.18% | 0.00% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 0.77% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% |
Drawdowns
FEOPX vs. AMAT - Drawdown Comparison
The maximum FEOPX drawdown since its inception was -38.29%, smaller than the maximum AMAT drawdown of -85.22%. Use the drawdown chart below to compare losses from any high point for FEOPX and AMAT. For additional features, visit the drawdowns tool.
Volatility
FEOPX vs. AMAT - Volatility Comparison
The current volatility for Fidelity Enduring Opportunities Fund (FEOPX) is 3.23%, while Applied Materials, Inc. (AMAT) has a volatility of 14.26%. This indicates that FEOPX experiences smaller price fluctuations and is considered to be less risky than AMAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.