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

Correlation

The correlation between FIFNX and FAIGX is 0.90, 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.


-0.50.00.51.00.9

Performance

FIFNX vs. FAIGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.53%
4.50%
FIFNX
FAIGX

Key characteristics

Sharpe Ratio

FIFNX:

1.80

FAIGX:

1.89

Sortino Ratio

FIFNX:

2.40

FAIGX:

2.72

Omega Ratio

FIFNX:

1.32

FAIGX:

1.38

Calmar Ratio

FIFNX:

2.41

FAIGX:

2.86

Martin Ratio

FIFNX:

11.22

FAIGX:

11.37

Ulcer Index

FIFNX:

2.79%

FAIGX:

1.34%

Daily Std Dev

FIFNX:

17.49%

FAIGX:

8.04%

Max Drawdown

FIFNX:

-34.82%

FAIGX:

-44.19%

Current Drawdown

FIFNX:

-6.13%

FAIGX:

-0.89%

Returns By Period

In the year-to-date period, FIFNX achieves a 30.90% return, which is significantly higher than FAIGX's 14.85% return.


FIFNX

YTD

30.90%

1M

-2.69%

6M

11.53%

1Y

31.19%

5Y*

15.82%

10Y*

N/A

FAIGX

YTD

14.85%

1M

0.00%

6M

4.50%

1Y

15.32%

5Y*

10.15%

10Y*

8.88%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FIFNX vs. FAIGX - Expense Ratio Comparison

FIFNX has a 0.90% expense ratio, which is lower than FAIGX's 1.06% expense ratio.


FAIGX
Fidelity Advisor Balanced Fund Class M
Expense ratio chart for FAIGX: current value at 1.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.06%
Expense ratio chart for FIFNX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

FIFNX vs. FAIGX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FIFNX, currently valued at 1.80, compared to the broader market-1.000.001.002.003.004.001.801.93
The chart of Sortino ratio for FIFNX, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.002.402.77
The chart of Omega ratio for FIFNX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.39
The chart of Calmar ratio for FIFNX, currently valued at 2.41, compared to the broader market0.002.004.006.008.0010.0012.0014.002.412.88
The chart of Martin ratio for FIFNX, currently valued at 11.22, compared to the broader market0.0020.0040.0060.0011.2211.46
FIFNX
FAIGX

The current FIFNX Sharpe Ratio is 1.80, which is comparable to the FAIGX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FIFNX and FAIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.80
1.93
FIFNX
FAIGX

Dividends

FIFNX vs. FAIGX - Dividend Comparison

FIFNX has not paid dividends to shareholders, while FAIGX's dividend yield for the trailing twelve months is around 3.58%.


TTM20232022202120202019201820172016201520142013
FIFNX
Fidelity Founders Fund
0.00%0.11%0.67%0.23%0.00%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
FAIGX
Fidelity Advisor Balanced Fund Class M
3.58%1.14%0.79%0.22%0.70%1.05%1.08%0.97%0.95%4.95%7.47%5.28%

Drawdowns

FIFNX vs. FAIGX - Drawdown Comparison

The maximum FIFNX drawdown since its inception was -34.82%, smaller than the maximum FAIGX drawdown of -44.19%. Use the drawdown chart below to compare losses from any high point for FIFNX and FAIGX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.13%
-0.89%
FIFNX
FAIGX

Volatility

FIFNX vs. FAIGX - Volatility Comparison

Fidelity Founders Fund (FIFNX) has a higher volatility of 5.38% compared to Fidelity Advisor Balanced Fund Class M (FAIGX) at 0.00%. This indicates that FIFNX's price experiences larger fluctuations and is considered to be riskier than FAIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.38%
0
FIFNX
FAIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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