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FMAGX vs. EFCNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FMAGX vs. EFCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Magellan Fund (FMAGX) and Emerald Insights Fund (EFCNX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, FMAGX has underperformed EFCNX with an annualized return of 13.78%, while EFCNX has yielded a comparatively higher 16.82% annualized return.


FMAGX

1D
0.36%
1M
-4.77%
YTD
-6.42%
6M
-8.91%
1Y
27.06%
3Y*
18.91%
5Y*
10.59%
10Y*
13.78%

EFCNX

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
64.05%
3Y*
25.41%
5Y*
11.21%
10Y*
16.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FMAGX vs. EFCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMAGX
Fidelity Magellan Fund
-6.42%16.27%28.06%31.04%-27.18%27.08%28.34%31.26%-5.70%26.49%
EFCNX
Emerald Insights Fund
0.00%28.71%25.88%40.82%-31.09%22.95%49.60%36.32%-9.88%22.52%

Correlation

The correlation between FMAGX and EFCNX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


FMAGX vs. EFCNX - Expense Ratio Comparison

FMAGX has a 0.68% expense ratio, which is lower than EFCNX's 1.40% expense ratio.


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Return for Risk

FMAGX vs. EFCNX — Risk / Return Rank

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

FMAGX
FMAGX Risk / Return Rank: 2323
Overall Rank
FMAGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
FMAGX Sortino Ratio Rank: 2424
Sortino Ratio Rank
FMAGX Omega Ratio Rank: 2222
Omega Ratio Rank
FMAGX Calmar Ratio Rank: 2525
Calmar Ratio Rank
FMAGX Martin Ratio Rank: 2525
Martin Ratio Rank

EFCNX
EFCNX Risk / Return Rank: 6565
Overall Rank
EFCNX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EFCNX Sortino Ratio Rank: 9595
Sortino Ratio Rank
EFCNX Omega Ratio Rank: 9898
Omega Ratio Rank
EFCNX Calmar Ratio Rank: 1919
Calmar Ratio Rank
EFCNX Martin Ratio Rank: 2121
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.

FMAGX vs. EFCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund (FMAGX) and Emerald Insights Fund (EFCNX). 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.


FMAGXEFCNXDifference

Sharpe ratio

Return per unit of total volatility

0.67

2.28

-1.61

Sortino ratio

Return per unit of downside risk

1.13

3.23

-2.10

Omega ratio

Gain probability vs. loss probability

1.16

1.80

-0.64

Calmar ratio

Return relative to maximum drawdown

1.05

0.87

+0.18

Martin ratio

Return relative to average drawdown

3.63

3.17

+0.46

FMAGX vs. EFCNX - Sharpe Ratio Comparison

The current FMAGX Sharpe Ratio is 0.67, which is lower than the EFCNX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of FMAGX and EFCNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FMAGXEFCNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.28

-1.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.50

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.63

-0.08

Drawdowns

FMAGX vs. EFCNX - Drawdown Comparison

The maximum FMAGX drawdown since its inception was -71.14%, which is greater than EFCNX's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for FMAGX and EFCNX.


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Drawdown Indicators


FMAGXEFCNXDifference

Max Drawdown

Largest peak-to-trough decline

-71.14%

-38.34%

-32.80%

Max Drawdown (1Y)

Largest decline over 1 year

-14.00%

-7.06%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.13%

-38.34%

+5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-33.13%

-38.34%

+5.21%

Current Drawdown

Current decline from peak

-10.08%

0.00%

-10.08%

Average Drawdown

Average peak-to-trough decline

-15.00%

-8.74%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

7.12%

-3.07%

Volatility

FMAGX vs. EFCNX - Volatility Comparison

Fidelity Magellan Fund (FMAGX) has a higher volatility of 6.21% compared to Emerald Insights Fund (EFCNX) at 0.00%. This indicates that FMAGX's price experiences larger fluctuations and is considered to be riskier than EFCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMAGXEFCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

0.00%

+6.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.17%

4.57%

+6.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

22.11%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

23.11%

-3.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

22.84%

-2.75%

Dividends

FMAGX vs. EFCNX - Dividend Comparison

FMAGX's dividend yield for the trailing twelve months is around 14.85%, more than EFCNX's 8.50% yield.


TTM20252024202320222021202020192018201720162015
FMAGX
Fidelity Magellan Fund
14.85%13.90%6.12%11.72%5.02%7.01%0.30%14.93%10.83%9.64%2.92%7.60%
EFCNX
Emerald Insights Fund
8.50%8.50%1.27%0.00%5.41%15.80%9.41%0.04%27.51%0.00%0.00%0.00%