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FGJEX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJEX vs. NWAUX - Performance Comparison

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

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FGJEX vs. NWAUX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FGJEX achieves a -0.45% return, which is significantly lower than NWAUX's 9.49% return.


FGJEX

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

NWAUX

1D
-0.20%
1M
-1.80%
YTD
9.49%
6M
7.91%
1Y
4.79%
3Y*
17.34%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJEX vs. NWAUX - Expense Ratio Comparison

FGJEX has a 0.46% expense ratio, which is lower than NWAUX's 0.74% expense ratio.


Return for Risk

FGJEX vs. NWAUX — Risk / Return Rank

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

FGJEX

NWAUX
NWAUX Risk / Return Rank: 1313
Overall Rank
NWAUX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1010
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1313
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. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth & Income Fund Class Z (FGJEX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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. NWAUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FGJEXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

2.34

0.82

+1.52

Correlation

The correlation between FGJEX and NWAUX 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. NWAUX - Dividend Comparison

FGJEX's dividend yield for the trailing twelve months is around 9.63%, more than NWAUX's 4.70% yield.


TTM20252024202320222021
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%0.00%0.00%0.00%0.00%
NWAUX
Nationwide GQG US Quality Equity Fund
4.70%4.35%13.58%0.40%1.93%0.60%

Drawdowns

FGJEX vs. NWAUX - Drawdown Comparison

The maximum FGJEX drawdown since its inception was -8.32%, smaller than the maximum NWAUX drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for FGJEX and NWAUX.


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Drawdown Indicators


FGJEXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-8.32%

-21.07%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-5.93%

-7.22%

+1.29%

Average Drawdown

Average peak-to-trough decline

-1.07%

-6.85%

+5.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

Volatility

FGJEX vs. NWAUX - Volatility Comparison


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Volatility by Period


FGJEXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

11.08%

12.55%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.08%

16.10%

-5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.08%

16.04%

-4.96%