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FMFMX vs. FCGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMFMX vs. FCGSX - Performance Comparison

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

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FMFMX vs. FCGSX - 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%
FCGSX
Fidelity Series Growth Company Fund
-2.49%25.52%38.00%45.97%-32.15%25.13%70.01%39.75%-4.03%37.69%

Returns By Period

In the year-to-date period, FMFMX achieves a -5.25% return, which is significantly lower than FCGSX's -2.49% return. Over the past 10 years, FMFMX has underperformed FCGSX with an annualized return of 17.40%, while FCGSX has yielded a comparatively higher 21.96% 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%

FCGSX

1D
4.44%
1M
-4.59%
YTD
-2.49%
6M
1.86%
1Y
38.78%
3Y*
28.90%
5Y*
14.89%
10Y*
21.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMFMX vs. FCGSX - Expense Ratio Comparison

FMFMX has a 0.00% expense ratio, which is lower than FCGSX's 0.00% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FMFMX vs. FCGSX — 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

FCGSX
FCGSX Risk / Return Rank: 8888
Overall Rank
FCGSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCGSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCGSX Omega Ratio Rank: 8282
Omega Ratio Rank
FCGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCGSX Martin Ratio Rank: 9595
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. FCGSX - Risk-Adjusted Trends Comparison

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


FMFMXFCGSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.66

-0.80

Sortino ratio

Return per unit of downside risk

1.35

2.34

-0.99

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.44

2.98

-1.55

Martin ratio

Return relative to average drawdown

5.05

13.43

-8.38

FMFMX vs. FCGSX - Sharpe Ratio Comparison

The current FMFMX Sharpe Ratio is 0.86, which is lower than the FCGSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FMFMX and FCGSX, 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


FMFMXFCGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.66

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.63

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.95

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.88

-0.19

Correlation

The correlation between FMFMX and FCGSX is 0.95, 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. FCGSX - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 15.35%, more than FCGSX's 10.74% 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%
FCGSX
Fidelity Series Growth Company Fund
10.74%10.48%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%

Drawdowns

FMFMX vs. FCGSX - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -36.89%, roughly equal to the maximum FCGSX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for FMFMX and FCGSX.


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Drawdown Indicators


FMFMXFCGSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.89%

-38.77%

+1.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-13.10%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-36.89%

-38.77%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-38.77%

+1.88%

Current Drawdown

Current decline from peak

-15.20%

-6.44%

-8.76%

Average Drawdown

Average peak-to-trough decline

-7.37%

-7.05%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.91%

+0.78%

Volatility

FMFMX vs. FCGSX - Volatility Comparison

The current volatility for Fidelity Advisor Series Equity Growth Fund (FMFMX) is 7.71%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 8.15%. This indicates that FMFMX experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMFMXFCGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

8.15%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

14.39%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

24.14%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

23.69%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

23.19%

-0.28%