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FGTAX vs. SHRAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGTAX vs. SHRAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) and ClearBridge Aggressive Growth Fund (SHRAX). The values are adjusted to include any dividend payments, if applicable.

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FGTAX vs. SHRAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGTAX
Fidelity Advisor Mega Cap Stock Fund Class A
-2.19%26.58%25.62%26.18%-9.26%25.98%12.59%30.74%-7.68%17.54%
SHRAX
ClearBridge Aggressive Growth Fund
-7.17%13.50%12.02%24.09%-25.43%7.35%19.74%24.26%-7.93%14.22%

Returns By Period

In the year-to-date period, FGTAX achieves a -2.19% return, which is significantly higher than SHRAX's -7.17% return. Over the past 10 years, FGTAX has outperformed SHRAX with an annualized return of 15.11%, while SHRAX has yielded a comparatively lower 7.12% annualized return.


FGTAX

1D
3.13%
1M
-4.73%
YTD
-2.19%
6M
2.33%
1Y
25.96%
3Y*
22.12%
5Y*
14.60%
10Y*
15.11%

SHRAX

1D
3.40%
1M
-6.68%
YTD
-7.17%
6M
-8.75%
1Y
13.06%
3Y*
10.93%
5Y*
1.80%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGTAX vs. SHRAX - Expense Ratio Comparison

FGTAX has a 0.90% expense ratio, which is lower than SHRAX's 1.11% expense ratio.


Return for Risk

FGTAX vs. SHRAX — Risk / Return Rank

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

FGTAX
FGTAX Risk / Return Rank: 8282
Overall Rank
FGTAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FGTAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FGTAX Omega Ratio Rank: 8181
Omega Ratio Rank
FGTAX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FGTAX Martin Ratio Rank: 8989
Martin Ratio Rank

SHRAX
SHRAX Risk / Return Rank: 2626
Overall Rank
SHRAX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SHRAX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SHRAX Omega Ratio Rank: 2323
Omega Ratio Rank
SHRAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
SHRAX Martin Ratio Rank: 2727
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.

FGTAX vs. SHRAX - 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 ClearBridge Aggressive Growth Fund (SHRAX). 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.


FGTAXSHRAXDifference

Sharpe ratio

Return per unit of total volatility

1.45

0.62

+0.84

Sortino ratio

Return per unit of downside risk

2.07

1.04

+1.03

Omega ratio

Gain probability vs. loss probability

1.33

1.14

+0.19

Calmar ratio

Return relative to maximum drawdown

2.22

0.96

+1.26

Martin ratio

Return relative to average drawdown

10.24

3.02

+7.21

FGTAX vs. SHRAX - Sharpe Ratio Comparison

The current FGTAX Sharpe Ratio is 1.45, which is higher than the SHRAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FGTAX and SHRAX, 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


FGTAXSHRAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

0.62

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.09

+0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.34

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.45

+0.11

Correlation

The correlation between FGTAX and SHRAX is 0.86, 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.


Dividends

FGTAX vs. SHRAX - Dividend Comparison

FGTAX's dividend yield for the trailing twelve months is around 3.80%, less than SHRAX's 23.99% yield.


TTM20252024202320222021202020192018201720162015
FGTAX
Fidelity Advisor Mega Cap Stock Fund Class A
3.80%3.72%2.48%1.86%4.17%4.61%7.84%12.91%21.65%16.21%1.75%3.75%
SHRAX
ClearBridge Aggressive Growth Fund
23.99%22.27%20.39%13.77%15.63%26.11%18.42%12.71%18.97%5.97%4.76%4.03%

Drawdowns

FGTAX vs. SHRAX - Drawdown Comparison

The maximum FGTAX drawdown since its inception was -53.07%, smaller than the maximum SHRAX drawdown of -57.26%. Use the drawdown chart below to compare losses from any high point for FGTAX and SHRAX.


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Drawdown Indicators


FGTAXSHRAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.07%

-57.26%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-14.59%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-33.77%

+10.29%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-33.77%

-1.44%

Current Drawdown

Current decline from peak

-6.19%

-11.69%

+5.50%

Average Drawdown

Average peak-to-trough decline

-6.83%

-11.29%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

4.62%

-1.98%

Volatility

FGTAX vs. SHRAX - Volatility Comparison

The current volatility for Fidelity Advisor Mega Cap Stock Fund Class A (FGTAX) is 5.53%, while ClearBridge Aggressive Growth Fund (SHRAX) has a volatility of 7.07%. This indicates that FGTAX experiences smaller price fluctuations and is considered to be less risky than SHRAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGTAXSHRAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

7.07%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

13.63%

-3.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

23.09%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

20.84%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

20.85%

-2.73%