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FIFNX vs. FAEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FIFNX and FAEGX is 0.89, 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.


Performance

FIFNX vs. FAEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Founders Fund (FIFNX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FIFNX:

0.57

FAEGX:

-0.08

Sortino Ratio

FIFNX:

0.94

FAEGX:

0.07

Omega Ratio

FIFNX:

1.13

FAEGX:

1.01

Calmar Ratio

FIFNX:

0.57

FAEGX:

-0.06

Martin Ratio

FIFNX:

1.85

FAEGX:

-0.16

Ulcer Index

FIFNX:

7.48%

FAEGX:

11.62%

Daily Std Dev

FIFNX:

24.42%

FAEGX:

25.60%

Max Drawdown

FIFNX:

-34.82%

FAEGX:

-63.80%

Current Drawdown

FIFNX:

-8.45%

FAEGX:

-16.48%

Returns By Period

In the year-to-date period, FIFNX achieves a -0.34% return, which is significantly higher than FAEGX's -1.91% return.


FIFNX

YTD

-0.34%

1M

12.29%

6M

-5.05%

1Y

13.88%

5Y*

14.22%

10Y*

N/A

FAEGX

YTD

-1.91%

1M

12.05%

6M

-14.67%

1Y

-1.96%

5Y*

8.88%

10Y*

6.97%

*Annualized

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FIFNX vs. FAEGX - Expense Ratio Comparison

FIFNX has a 0.90% expense ratio, which is lower than FAEGX's 1.21% expense ratio.


Risk-Adjusted Performance

FIFNX vs. FAEGX — Risk-Adjusted Performance Rank

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

FIFNX
The Risk-Adjusted Performance Rank of FIFNX is 5858
Overall Rank
The Sharpe Ratio Rank of FIFNX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FIFNX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FIFNX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of FIFNX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FIFNX is 5353
Martin Ratio Rank

FAEGX
The Risk-Adjusted Performance Rank of FAEGX is 1515
Overall Rank
The Sharpe Ratio Rank of FAEGX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of FAEGX is 1515
Sortino Ratio Rank
The Omega Ratio Rank of FAEGX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FAEGX is 1313
Calmar Ratio Rank
The Martin Ratio Rank of FAEGX is 1414
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FIFNX vs. FAEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Founders Fund (FIFNX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). 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.


The current FIFNX Sharpe Ratio is 0.57, which is higher than the FAEGX Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of FIFNX and FAEGX, 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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Dividends

FIFNX vs. FAEGX - Dividend Comparison

Neither FIFNX nor FAEGX has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
FIFNX
Fidelity Founders Fund
0.00%0.00%0.11%0.67%0.23%0.00%0.09%0.00%0.00%0.00%0.00%
FAEGX
Fidelity Advisor Equity Growth Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.40%

Drawdowns

FIFNX vs. FAEGX - Drawdown Comparison

The maximum FIFNX drawdown since its inception was -34.82%, smaller than the maximum FAEGX drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for FIFNX and FAEGX. For additional features, visit the drawdowns tool.


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Volatility

FIFNX vs. FAEGX - Volatility Comparison

Fidelity Founders Fund (FIFNX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX) have volatilities of 6.84% and 7.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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