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FGJEX vs. GQEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. GQEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and GQG Partners US Select Quality Equity Fund (GQEIX). The values are adjusted to include any dividend payments, if applicable.

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FGJEX vs. GQEIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than GQEIX's 9.61% return.


FGJEX

1D
2.61%
1M
-4.79%
YTD
-0.45%
6M
3.18%
1Y
3Y*
5Y*
10Y*

GQEIX

1D
-0.18%
1M
-1.83%
YTD
9.61%
6M
8.10%
1Y
5.59%
3Y*
17.98%
5Y*
12.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJEX vs. GQEIX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is lower than GQEIX's 0.49% expense ratio.


Return for Risk

FGJEX vs. GQEIX — Risk / Return Rank

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

FGJEX

GQEIX
GQEIX Risk / Return Rank: 1616
Overall Rank
GQEIX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEIX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEIX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEIX Calmar Ratio Rank: 2323
Calmar Ratio Rank
GQEIX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGJEX vs. GQEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and GQG Partners US Select Quality Equity Fund (GQEIX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FGJEX vs. GQEIX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXGQEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

0.76

+1.58

Correlation

The correlation between FGJEX and GQEIX is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGJEX vs. GQEIX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than GQEIX's 6.73% yield.


TTM20252024202320222021202020192018
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GQEIX
GQG Partners US Select Quality Equity Fund
6.73%7.38%5.41%0.63%4.50%1.50%0.67%0.65%0.12%

Drawdowns

FGJEX vs. GQEIX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum GQEIX drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for FGJEX and GQEIX.


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Drawdown Indicators


FGJEXGQEIXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-28.48%

+20.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.44%

Current Drawdown

Current decline from peak

-5.93%

-6.26%

+0.33%

Average Drawdown

Average peak-to-trough decline

-1.07%

-5.69%

+4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

Volatility

FGJEX vs. GQEIX - Volatility Comparison


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Volatility by Period


FGJEXGQEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

12.44%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

15.88%

-4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

18.88%

-7.80%