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FMFMX vs. STX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FMFMX and STX is 0.57, 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.


Performance

FMFMX vs. STX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FMFMX:

-0.49

STX:

0.18

Sortino Ratio

FMFMX:

-0.43

STX:

0.61

Omega Ratio

FMFMX:

0.91

STX:

1.09

Calmar Ratio

FMFMX:

-0.40

STX:

0.25

Martin Ratio

FMFMX:

-0.90

STX:

0.70

Ulcer Index

FMFMX:

17.32%

STX:

14.43%

Daily Std Dev

FMFMX:

31.63%

STX:

40.94%

Max Drawdown

FMFMX:

-41.61%

STX:

-88.74%

Current Drawdown

FMFMX:

-28.43%

STX:

-13.70%

Returns By Period

In the year-to-date period, FMFMX achieves a -5.22% return, which is significantly lower than STX's 11.80% return. Over the past 10 years, FMFMX has underperformed STX with an annualized return of 3.91%, while STX has yielded a comparatively higher 10.62% annualized return.


FMFMX

YTD

-5.22%

1M

10.40%

6M

-26.98%

1Y

-15.41%

5Y*

1.24%

10Y*

3.91%

STX

YTD

11.80%

1M

37.24%

6M

-7.22%

1Y

4.82%

5Y*

18.39%

10Y*

10.62%

*Annualized

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Risk-Adjusted Performance

FMFMX vs. STX — Risk-Adjusted Performance Rank

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

FMFMX
The Risk-Adjusted Performance Rank of FMFMX is 44
Overall Rank
The Sharpe Ratio Rank of FMFMX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FMFMX is 55
Sortino Ratio Rank
The Omega Ratio Rank of FMFMX is 33
Omega Ratio Rank
The Calmar Ratio Rank of FMFMX is 33
Calmar Ratio Rank
The Martin Ratio Rank of FMFMX is 55
Martin Ratio Rank

STX
The Risk-Adjusted Performance Rank of STX is 5959
Overall Rank
The Sharpe Ratio Rank of STX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of STX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of STX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of STX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of STX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMFMX vs. STX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Equity Growth Fund (FMFMX) and Seagate Technology plc (STX). 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.


The current FMFMX Sharpe Ratio is -0.49, which is lower than the STX Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of FMFMX and STX, 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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Dividends

FMFMX vs. STX - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 0.72%, less than STX's 2.97% yield.


TTM20242023202220212020201920182017201620152014
FMFMX
Fidelity Advisor Series Equity Growth Fund
0.72%0.69%0.72%0.94%1.21%0.78%0.92%1.09%0.66%0.12%0.21%0.06%
STX
Seagate Technology plc
2.97%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%2.75%

Drawdowns

FMFMX vs. STX - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -41.61%, smaller than the maximum STX drawdown of -88.74%. Use the drawdown chart below to compare losses from any high point for FMFMX and STX. For additional features, visit the drawdowns tool.


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Volatility

FMFMX vs. STX - Volatility Comparison

The current volatility for Fidelity Advisor Series Equity Growth Fund (FMFMX) is 7.90%, while Seagate Technology plc (STX) has a volatility of 15.80%. This indicates that FMFMX experiences smaller price fluctuations and is considered to be less risky than STX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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