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FMFMX vs. STX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FMFMX vs. STX - 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%
STX
Seagate Technology plc
53.91%225.26%4.06%69.12%-51.42%87.50%10.14%62.14%-2.90%16.67%

Returns By Period

In the year-to-date period, FMFMX achieves a -5.25% return, which is significantly lower than STX's 53.91% return. Over the past 10 years, FMFMX has underperformed STX with an annualized return of 17.40%, while STX has yielded a comparatively higher 34.69% 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%

STX

1D
8.00%
1M
11.68%
YTD
53.91%
6M
65.46%
1Y
406.95%
3Y*
90.66%
5Y*
44.50%
10Y*
34.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FMFMX vs. STX — 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

STX
STX Risk / Return Rank: 9999
Overall Rank
STX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STX Sortino Ratio Rank: 9898
Sortino Ratio Rank
STX Omega Ratio Rank: 9898
Omega Ratio Rank
STX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STX Martin Ratio Rank: 100100
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. STX - Risk-Adjusted Trends 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.


FMFMXSTXDifference

Sharpe ratio

Return per unit of total volatility

0.86

6.29

-5.44

Sortino ratio

Return per unit of downside risk

1.35

4.86

-3.52

Omega ratio

Gain probability vs. loss probability

1.19

1.66

-0.47

Calmar ratio

Return relative to maximum drawdown

1.44

18.23

-16.79

Martin ratio

Return relative to average drawdown

5.05

50.66

-45.61

FMFMX vs. STX - Sharpe Ratio Comparison

The current FMFMX Sharpe Ratio is 0.86, which is lower than the STX Sharpe Ratio of 6.29. 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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Sharpe Ratios by Period


FMFMXSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

6.29

-5.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

1.02

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.82

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.45

+0.24

Correlation

The correlation between FMFMX and STX is 0.52, 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

FMFMX vs. STX - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 15.35%, more than STX's 0.69% 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%
STX
Seagate Technology plc
0.69%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%

Drawdowns

FMFMX vs. STX - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -36.89%, 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.


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Drawdown Indicators


FMFMXSTXDifference

Max Drawdown

Largest peak-to-trough decline

-36.89%

-88.74%

+51.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-22.19%

+9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-36.89%

-56.99%

+20.10%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-56.99%

+20.10%

Current Drawdown

Current decline from peak

-15.20%

-5.09%

-10.11%

Average Drawdown

Average peak-to-trough decline

-7.37%

-26.65%

+19.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

7.98%

-4.29%

Volatility

FMFMX vs. STX - Volatility Comparison

The current volatility for Fidelity Advisor Series Equity Growth Fund (FMFMX) is 7.71%, while Seagate Technology plc (STX) has a volatility of 22.28%. 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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Volatility by Period


FMFMXSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

22.28%

-14.57%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

53.83%

-40.53%

Volatility (1Y)

Calculated over the trailing 1-year period

21.99%

65.18%

-43.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.83%

44.03%

-19.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

42.60%

-19.69%