FMAGX vs. ADX
Compare and contrast key facts about Fidelity Magellan Fund (FMAGX) and Adams Diversified Equity Fund, Inc. (ADX).
FMAGX is managed by Fidelity. It was launched on May 2, 1963. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
FMAGX vs. ADX - Performance Comparison
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FMAGX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMAGX Fidelity Magellan Fund | -7.56% | 16.27% | 28.06% | 31.04% | -27.18% | 27.08% | 28.34% | 31.26% | -5.70% | 26.49% |
ADX Adams Diversified Equity Fund, Inc. | -2.00% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 29.61% |
Returns By Period
In the year-to-date period, FMAGX achieves a -7.56% return, which is significantly lower than ADX's -2.00% return. Over the past 10 years, FMAGX has underperformed ADX with an annualized return of 13.59%, while ADX has yielded a comparatively higher 16.68% annualized return.
FMAGX
- 1D
- 3.29%
- 1M
- -6.50%
- YTD
- -7.56%
- 6M
- -10.07%
- 1Y
- 13.29%
- 3Y*
- 18.46%
- 5Y*
- 10.32%
- 10Y*
- 13.59%
ADX
- 1D
- 2.33%
- 1M
- -3.70%
- YTD
- -2.00%
- 6M
- 3.99%
- 1Y
- 27.40%
- 3Y*
- 24.77%
- 5Y*
- 15.18%
- 10Y*
- 16.68%
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FMAGX vs. ADX - Expense Ratio Comparison
FMAGX has a 0.68% expense ratio, which is higher than ADX's 0.59% expense ratio.
Return for Risk
FMAGX vs. ADX — Risk / Return Rank
FMAGX
ADX
FMAGX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund (FMAGX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| FMAGX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 1.47 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.18 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.31 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 2.56 | -1.54 |
Martin ratioReturn relative to average drawdown | 3.62 | 11.81 | -8.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FMAGX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 1.47 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.89 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.93 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.09 | +0.46 |
Correlation
The correlation between FMAGX and ADX is 0.65, 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
FMAGX vs. ADX - Dividend Comparison
FMAGX's dividend yield for the trailing twelve months is around 15.04%, more than ADX's 8.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMAGX Fidelity Magellan Fund | 15.04% | 13.90% | 6.12% | 11.72% | 5.02% | 7.01% | 0.30% | 14.93% | 10.83% | 9.64% | 2.92% | 7.60% |
ADX Adams Diversified Equity Fund, Inc. | 8.26% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
FMAGX vs. ADX - Drawdown Comparison
The maximum FMAGX drawdown since its inception was -71.14%, roughly equal to the maximum ADX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for FMAGX and ADX.
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Drawdown Indicators
| FMAGX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.14% | -71.60% | +0.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.00% | -11.12% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -33.13% | -25.07% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.13% | -37.17% | +4.04% |
Current DrawdownCurrent decline from peak | -11.17% | -4.36% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -23.22% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 2.41% | +1.53% |
Volatility
FMAGX vs. ADX - Volatility Comparison
The current volatility for Fidelity Magellan Fund (FMAGX) is 6.25%, while Adams Diversified Equity Fund, Inc. (ADX) has a volatility of 6.64%. This indicates that FMAGX experiences smaller price fluctuations and is considered to be less risky than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FMAGX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.64% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.13% | 10.77% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.63% | 18.76% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.06% | 17.23% | +2.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 17.96% | +2.14% |