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FGJMX vs. MOGLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGJMX vs. MOGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Communication Services Class I (FGJMX) and Gabelli Media Mogul Fund (MOGLX). The values are adjusted to include any dividend payments, if applicable.

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FGJMX vs. MOGLX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FGJMX
Fidelity Advisor Communication Services Class I
-7.55%37.24%35.98%56.89%-38.29%15.96%35.51%13.43%
MOGLX
Gabelli Media Mogul Fund
3.88%22.85%1.12%10.23%-31.12%7.69%0.25%5.24%

Returns By Period

In the year-to-date period, FGJMX achieves a -7.55% return, which is significantly lower than MOGLX's 3.88% return.


FGJMX

1D
4.70%
1M
-7.26%
YTD
-7.55%
6M
-4.05%
1Y
32.39%
3Y*
30.72%
5Y*
11.64%
10Y*

MOGLX

1D
2.59%
1M
-3.36%
YTD
3.88%
6M
8.77%
1Y
26.50%
3Y*
10.34%
5Y*
-1.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGJMX vs. MOGLX - Expense Ratio Comparison

FGJMX has a 0.75% expense ratio, which is lower than MOGLX's 0.90% expense ratio.


Return for Risk

FGJMX vs. MOGLX — Risk / Return Rank

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

FGJMX
FGJMX Risk / Return Rank: 7474
Overall Rank
FGJMX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FGJMX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FGJMX Omega Ratio Rank: 7070
Omega Ratio Rank
FGJMX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FGJMX Martin Ratio Rank: 7070
Martin Ratio Rank

MOGLX
MOGLX Risk / Return Rank: 7575
Overall Rank
MOGLX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MOGLX Sortino Ratio Rank: 7979
Sortino Ratio Rank
MOGLX Omega Ratio Rank: 6767
Omega Ratio Rank
MOGLX Calmar Ratio Rank: 8383
Calmar Ratio Rank
MOGLX Martin Ratio Rank: 7171
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.

FGJMX vs. MOGLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Communication Services Class I (FGJMX) and Gabelli Media Mogul Fund (MOGLX). 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.


FGJMXMOGLXDifference

Sharpe ratio

Return per unit of total volatility

1.44

1.54

-0.10

Sortino ratio

Return per unit of downside risk

2.08

2.20

-0.12

Omega ratio

Gain probability vs. loss probability

1.29

1.28

0.00

Calmar ratio

Return relative to maximum drawdown

1.99

2.29

-0.30

Martin ratio

Return relative to average drawdown

7.54

8.01

-0.46

FGJMX vs. MOGLX - Sharpe Ratio Comparison

The current FGJMX Sharpe Ratio is 1.44, which is comparable to the MOGLX Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of FGJMX and MOGLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGJMXMOGLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.54

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.06

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.07

+0.65

Correlation

The correlation between FGJMX and MOGLX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGJMX vs. MOGLX - Dividend Comparison

FGJMX's dividend yield for the trailing twelve months is around 9.02%, more than MOGLX's 0.47% yield.


TTM20252024202320222021202020192018
FGJMX
Fidelity Advisor Communication Services Class I
9.02%8.34%7.12%0.00%0.00%5.92%3.74%35.50%8.87%
MOGLX
Gabelli Media Mogul Fund
0.47%0.49%1.44%0.93%1.33%2.09%0.74%0.00%0.00%

Drawdowns

FGJMX vs. MOGLX - Drawdown Comparison

The maximum FGJMX drawdown since its inception was -47.41%, roughly equal to the maximum MOGLX drawdown of -45.76%. Use the drawdown chart below to compare losses from any high point for FGJMX and MOGLX.


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Drawdown Indicators


FGJMXMOGLXDifference

Max Drawdown

Largest peak-to-trough decline

-47.41%

-45.76%

-1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-16.91%

-11.68%

-5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-47.41%

-40.66%

-6.75%

Current Drawdown

Current decline from peak

-13.00%

-13.33%

+0.33%

Average Drawdown

Average peak-to-trough decline

-10.94%

-21.88%

+10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

3.35%

+1.12%

Volatility

FGJMX vs. MOGLX - Volatility Comparison

Fidelity Advisor Communication Services Class I (FGJMX) has a higher volatility of 8.76% compared to Gabelli Media Mogul Fund (MOGLX) at 5.75%. This indicates that FGJMX's price experiences larger fluctuations and is considered to be riskier than MOGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGJMXMOGLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

5.75%

+3.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

10.14%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.49%

17.16%

+6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.24%

18.25%

+4.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.07%

21.89%

+2.18%