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FMFMX vs. BPTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMFMX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Series Equity Growth Fund (FMFMX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

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FMFMX vs. BPTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMFMX
Fidelity Advisor Series Equity Growth Fund
-5.25%14.98%30.90%37.23%-23.65%18.56%45.18%35.17%-0.07%36.89%
BPTRX
Baron Partners Fund
-5.39%24.54%32.75%43.09%-42.53%31.35%148.81%44.99%-2.01%31.54%

Returns By Period

The year-to-date returns for both stocks are quite close, with FMFMX having a -5.25% return and BPTRX slightly lower at -5.39%. Over the past 10 years, FMFMX has underperformed BPTRX with an annualized return of 17.40%, while BPTRX has yielded a comparatively higher 23.66% annualized return.


FMFMX

1D
4.26%
1M
-5.31%
YTD
-5.25%
6M
-4.92%
1Y
17.91%
3Y*
20.97%
5Y*
11.03%
10Y*
17.40%

BPTRX

1D
2.10%
1M
-5.26%
YTD
-5.39%
6M
11.85%
1Y
41.12%
3Y*
21.98%
5Y*
10.95%
10Y*
23.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMFMX vs. BPTRX - Expense Ratio Comparison

FMFMX has a 0.00% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


Return for Risk

FMFMX vs. BPTRX — Risk / Return Rank

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

FMFMX
FMFMX Risk / Return Rank: 4444
Overall Rank
FMFMX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
FMFMX Sortino Ratio Rank: 4141
Sortino Ratio Rank
FMFMX Omega Ratio Rank: 3939
Omega Ratio Rank
FMFMX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FMFMX Martin Ratio Rank: 4747
Martin Ratio Rank

BPTRX
BPTRX Risk / Return Rank: 8484
Overall Rank
BPTRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BPTRX Sortino Ratio Rank: 8787
Sortino Ratio Rank
BPTRX Omega Ratio Rank: 7777
Omega Ratio Rank
BPTRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BPTRX Martin Ratio Rank: 9090
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.

FMFMX vs. BPTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Equity Growth Fund (FMFMX) and Baron Partners Fund (BPTRX). 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.


FMFMXBPTRXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.29

-0.43

Sortino ratio

Return per unit of downside risk

1.35

2.38

-1.03

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.44

2.85

-1.41

Martin ratio

Return relative to average drawdown

5.05

10.35

-5.30

FMFMX vs. BPTRX - Sharpe Ratio Comparison

The current FMFMX Sharpe Ratio is 0.86, which is lower than the BPTRX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of FMFMX and BPTRX, 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


FMFMXBPTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.29

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.32

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.73

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.55

+0.15

Correlation

The correlation between FMFMX and BPTRX is 0.75, 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

FMFMX vs. BPTRX - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 15.35%, more than BPTRX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
FMFMX
Fidelity Advisor Series Equity Growth Fund
15.35%14.54%28.50%5.57%5.69%16.12%27.01%13.51%9.43%18.29%0.12%0.15%
BPTRX
Baron Partners Fund
3.55%3.36%0.76%0.00%3.19%7.72%3.67%0.26%0.00%0.00%0.00%0.35%

Drawdowns

FMFMX vs. BPTRX - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -36.89%, smaller than the maximum BPTRX drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for FMFMX and BPTRX.


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Drawdown Indicators


FMFMXBPTRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.89%

-64.11%

+27.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-14.79%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-36.89%

-49.87%

+12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-51.26%

+14.37%

Current Drawdown

Current decline from peak

-15.20%

-8.65%

-6.55%

Average Drawdown

Average peak-to-trough decline

-7.37%

-13.82%

+6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

4.08%

-0.39%

Volatility

FMFMX vs. BPTRX - Volatility Comparison

Fidelity Advisor Series Equity Growth Fund (FMFMX) has a higher volatility of 7.71% compared to Baron Partners Fund (BPTRX) at 4.78%. This indicates that FMFMX's price experiences larger fluctuations and is considered to be riskier than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMFMXBPTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

4.78%

+2.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

22.21%

-8.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

33.35%

-11.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

33.90%

-9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

32.72%

-9.81%