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

Correlation

The correlation between FMFMX and STXS is 0.22, 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.


Performance

FMFMX vs. STXS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FMFMX:

-0.35

STXS:

-0.04

Sortino Ratio

FMFMX:

-0.21

STXS:

0.32

Omega Ratio

FMFMX:

0.96

STXS:

1.04

Calmar Ratio

FMFMX:

-0.27

STXS:

-0.06

Martin Ratio

FMFMX:

-0.60

STXS:

-0.37

Ulcer Index

FMFMX:

17.53%

STXS:

17.49%

Daily Std Dev

FMFMX:

31.94%

STXS:

63.31%

Max Drawdown

FMFMX:

-41.61%

STXS:

-99.66%

Current Drawdown

FMFMX:

-24.35%

STXS:

-98.65%

Returns By Period

In the year-to-date period, FMFMX achieves a 0.19% return, which is significantly higher than STXS's -10.53% return. Over the past 10 years, FMFMX has outperformed STXS with an annualized return of 4.36%, while STXS has yielded a comparatively lower 0.66% annualized return.


FMFMX

YTD

0.19%

1M

13.45%

6M

-21.91%

1Y

-10.98%

5Y*

2.66%

10Y*

4.36%

STXS

YTD

-10.53%

1M

15.91%

6M

-7.27%

1Y

-2.39%

5Y*

-9.96%

10Y*

0.66%

*Annualized

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Risk-Adjusted Performance

FMFMX vs. STXS — 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 66
Overall Rank
The Sharpe Ratio Rank of FMFMX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FMFMX is 77
Sortino Ratio Rank
The Omega Ratio Rank of FMFMX is 66
Omega Ratio Rank
The Calmar Ratio Rank of FMFMX is 44
Calmar Ratio Rank
The Martin Ratio Rank of FMFMX is 66
Martin Ratio Rank

STXS
The Risk-Adjusted Performance Rank of STXS is 4545
Overall Rank
The Sharpe Ratio Rank of STXS is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of STXS is 4545
Sortino Ratio Rank
The Omega Ratio Rank of STXS is 4343
Omega Ratio Rank
The Calmar Ratio Rank of STXS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of STXS is 4343
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. STXS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Equity Growth Fund (FMFMX) and Stereotaxis, Inc. (STXS). 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 -0.35, which is lower than the STXS Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of FMFMX and STXS, 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. STXS - Dividend Comparison

FMFMX's dividend yield for the trailing twelve months is around 0.68%, while STXS has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FMFMX
Fidelity Advisor Series Equity Growth Fund
0.68%0.69%0.72%0.94%1.21%0.78%0.92%1.09%0.66%0.12%0.21%0.06%
STXS
Stereotaxis, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FMFMX vs. STXS - Drawdown Comparison

The maximum FMFMX drawdown since its inception was -41.61%, smaller than the maximum STXS drawdown of -99.66%. Use the drawdown chart below to compare losses from any high point for FMFMX and STXS. For additional features, visit the drawdowns tool.


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Volatility

FMFMX vs. STXS - Volatility Comparison

The current volatility for Fidelity Advisor Series Equity Growth Fund (FMFMX) is 7.30%, while Stereotaxis, Inc. (STXS) has a volatility of 13.35%. This indicates that FMFMX experiences smaller price fluctuations and is considered to be less risky than STXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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