FGTAX vs. EILGX
FGTAX (Fidelity Advisor Mega Cap Stock Fund Class A) and EILGX (Eaton Vance-Atlanta Capital Focused Growth) are both mutual funds - FGTAX is a Large Cap Blend Equities fund managed by Fidelity, while EILGX is a Large Cap Growth Equities fund managed by Eaton Vance. Over the past 10 years, FGTAX returned 16.10%/yr vs 13.96%/yr for EILGX. Their correlation of 0.83 means they have usually moved in the same direction. FGTAX charges 0.90%/yr vs 0.78%/yr for EILGX.
Performance
FGTAX vs. EILGX - Performance Comparison
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Returns By Period
In the year-to-date period, FGTAX achieves a 11.74% return, which is significantly higher than EILGX's -4.33% return. Over the past 10 years, FGTAX has outperformed EILGX with an annualized return of 16.10%, while EILGX has yielded a comparatively lower 13.96% annualized return.
FGTAX
- 1D
- 1.12%
- 1M
- 1.30%
- 6M
- 8.01%
- YTD
- 11.74%
- 1Y
- 24.53%
- 3Y*
- 23.07%
- 5Y*
- 16.34%
- 10Y*
- 16.10%
- ALL TIME*
- 11.80%
EILGX
- 1D
- -0.36%
- 1M
- 3.17%
- 6M
- -3.32%
- YTD
- -4.33%
- 1Y
- -0.02%
- 3Y*
- 7.99%
- 5Y*
- 4.94%
- 10Y*
- 13.96%
- ALL TIME*
- 8.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FGTAX vs. EILGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | 11.74% | 26.58% | 25.62% | 26.18% | -9.26% | 25.98% | 12.59% | 30.74% | -7.68% | 17.54% |
EILGX Eaton Vance-Atlanta Capital Focused Growth | -4.33% | 10.85% | 10.63% | 25.66% | -20.27% | 30.41% | 27.18% | 38.37% | 8.31% | 27.41% |
Correlation
The correlation between FGTAX and EILGX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2008 | 0.83 |
Over the past year, the correlation between FGTAX and EILGX has dropped to 0.42 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
FGTAX vs. EILGX — Risk / Return Rank
FGTAX
EILGX
FGTAX vs. EILGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) and Eaton Vance-Atlanta Capital Focused Growth (EILGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FGTAX | EILGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.83 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.00 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | -0.06 | +2.57 |
| Martin ratioReturn relative to average drawdown | 10.82 | -0.13 | +10.95 |
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Drawdowns
FGTAX vs. EILGX - Drawdown Comparison
The maximum FGTAX drawdown since its inception was -53.07%, roughly equal to the maximum EILGX drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for FGTAX and EILGX.
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Drawdown Indicators
| FGTAX | EILGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.07% | -51.01% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -15.18% | +6.14% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -15.18% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -27.35% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -35.21% | -30.85% | -4.36% |
Current DrawdownCurrent decline from peak | -0.32% | -6.43% | +6.11% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -7.14% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 7.58% | -5.48% |
Volatility
FGTAX vs. EILGX - Volatility Comparison
The current volatility for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) is 3.77%, while Eaton Vance-Atlanta Capital Focused Growth (EILGX) has a volatility of 5.68%. This indicates that FGTAX experiences smaller price fluctuations and is considered to be less risky than EILGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FGTAX | EILGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 5.68% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.00% | 11.53% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 13.79% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 16.96% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.98% | +0.09% |
FGTAX vs. EILGX - Expense Ratio Comparison
FGTAX has a 0.90% expense ratio, which is higher than EILGX's 0.78% expense ratio.
Dividends
FGTAX vs. EILGX - Dividend Comparison
FGTAX's dividend yield for the trailing twelve months is around 3.33%, less than EILGX's 16.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EILGX Eaton Vance-Atlanta Capital Focused Growth | 16.09% | 15.39% | 4.34% | 0.57% | 0.32% | 2.18% | 0.62% | 0.17% | 19.72% | 54.05% | 17.75% | 23.15% |
FGTAX Fidelity Advisor Mega Cap Stock Fund Class A | 3.33% | 3.72% | 2.48% | 1.86% | 4.17% | 4.61% | 7.84% | 12.91% | 21.65% | 16.21% | 1.75% | 3.75% |
Frequently Asked Questions
FGTAX and EILGX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EILGX has higher volatility (5.68%) compared to FGTAX (3.77%). In terms of maximum drawdown, FGTAX dropped -53.07% vs EILGX's -51.01%.
FGTAX currently has the higher Sharpe Ratio (1.76 vs -0.07), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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