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FMFMX vs. STXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMFMX vs. STXAX - Performance Comparison

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

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FMFMX vs. STXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMFMX
Fidelity Advisor Series Equity Growth Fund
-9.12%14.98%30.90%37.23%-23.65%18.56%45.18%35.17%-0.07%36.89%
STXAX
Western Asset Municipal High Income Fund
-0.56%4.23%3.41%7.63%-11.29%3.36%3.77%8.18%1.08%6.82%

Returns By Period

In the year-to-date period, FMFMX achieves a -9.12% return, which is significantly lower than STXAX's -0.56% return. Over the past 10 years, FMFMX has outperformed STXAX with an annualized return of 16.91%, while STXAX has yielded a comparatively lower 2.40% annualized return.


FMFMX

1D
-0.82%
1M
-8.90%
YTD
-9.12%
6M
-8.61%
1Y
13.94%
3Y*
19.30%
5Y*
10.48%
10Y*
16.91%

STXAX

1D
0.24%
1M
-2.84%
YTD
-0.56%
6M
0.88%
1Y
3.24%
3Y*
3.93%
5Y*
1.10%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMFMX vs. STXAX - Expense Ratio Comparison

FMFMX has a 0.00% expense ratio, which is lower than STXAX's 0.83% expense ratio.


Return for Risk

FMFMX vs. STXAX — Risk / Return Rank

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

FMFMX
FMFMX Risk / Return Rank: 2929
Overall Rank
FMFMX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FMFMX Sortino Ratio Rank: 2929
Sortino Ratio Rank
FMFMX Omega Ratio Rank: 2828
Omega Ratio Rank
FMFMX Calmar Ratio Rank: 3030
Calmar Ratio Rank
FMFMX Martin Ratio Rank: 2828
Martin Ratio Rank

STXAX
STXAX Risk / Return Rank: 2626
Overall Rank
STXAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
STXAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
STXAX Omega Ratio Rank: 3939
Omega Ratio Rank
STXAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
STXAX Martin Ratio Rank: 1919
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. STXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Equity Growth Fund (FMFMX) and Western Asset Municipal High Income Fund (STXAX). 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.


FMFMXSTXAXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.68

-0.04

Sortino ratio

Return per unit of downside risk

1.04

0.93

+0.11

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.04

Calmar ratio

Return relative to maximum drawdown

0.85

0.73

+0.12

Martin ratio

Return relative to average drawdown

3.03

2.07

+0.96

FMFMX vs. STXAX - Sharpe Ratio Comparison

The current FMFMX Sharpe Ratio is 0.64, which is comparable to the STXAX Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of FMFMX and STXAX, 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


FMFMXSTXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.68

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.24

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.52

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.06

-0.39

Correlation

The correlation between FMFMX and STXAX is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FMFMX vs. STXAX - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 16.00%, more than STXAX's 3.88% yield.


TTM20252024202320222021202020192018201720162015
FMFMX
Fidelity Advisor Series Equity Growth Fund
16.00%14.54%28.50%5.57%5.69%16.12%27.01%13.51%9.43%18.29%0.12%0.15%
STXAX
Western Asset Municipal High Income Fund
3.88%4.77%3.83%3.56%2.97%2.47%3.32%4.41%4.30%4.30%4.11%4.44%

Drawdowns

FMFMX vs. STXAX - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -36.89%, which is greater than STXAX's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for FMFMX and STXAX.


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Drawdown Indicators


FMFMXSTXAXDifference

Max Drawdown

Largest peak-to-trough decline

-36.89%

-22.48%

-14.41%

Max Drawdown (1Y)

Largest decline over 1 year

-12.96%

-6.11%

-6.85%

Max Drawdown (5Y)

Largest decline over 5 years

-36.89%

-16.46%

-20.43%

Max Drawdown (10Y)

Largest decline over 10 years

-36.89%

-16.46%

-20.43%

Current Drawdown

Current decline from peak

-18.67%

-2.84%

-15.83%

Average Drawdown

Average peak-to-trough decline

-7.37%

-2.22%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.16%

+1.49%

Volatility

FMFMX vs. STXAX - Volatility Comparison

Fidelity Advisor Series Equity Growth Fund (FMFMX) has a higher volatility of 6.20% compared to Western Asset Municipal High Income Fund (STXAX) at 1.34%. This indicates that FMFMX's price experiences larger fluctuations and is considered to be riskier than STXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMFMXSTXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

1.34%

+4.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.61%

2.00%

+10.61%

Volatility (1Y)

Calculated over the trailing 1-year period

21.63%

6.14%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.77%

4.70%

+20.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

4.62%

+18.25%