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FMGKX vs. PRWAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FMGKX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Magellan Fund Class K (FMGKX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

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FMGKX vs. PRWAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FMGKX
Fidelity Magellan Fund Class K
-10.50%16.35%32.08%31.15%-27.11%27.08%28.49%31.42%-5.67%26.60%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
-12.37%26.78%25.24%29.02%-21.37%20.63%44.73%35.08%1.26%34.51%

Returns By Period

In the year-to-date period, FMGKX achieves a -10.50% return, which is significantly higher than PRWAX's -12.37% return. Over the past 10 years, FMGKX has underperformed PRWAX with an annualized return of 13.63%, while PRWAX has yielded a comparatively higher 16.95% annualized return.


FMGKX

1D
-0.59%
1M
-9.10%
YTD
-10.50%
6M
-13.09%
1Y
10.63%
3Y*
18.46%
5Y*
10.72%
10Y*
13.63%

PRWAX

1D
-0.24%
1M
-9.15%
YTD
-12.37%
6M
-3.78%
1Y
16.34%
3Y*
18.79%
5Y*
10.36%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FMGKX vs. PRWAX - Expense Ratio Comparison

FMGKX has a 0.62% expense ratio, which is lower than PRWAX's 0.76% expense ratio.


Return for Risk

FMGKX vs. PRWAX — Risk / Return Rank

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

FMGKX
FMGKX Risk / Return Rank: 2121
Overall Rank
FMGKX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
FMGKX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FMGKX Omega Ratio Rank: 2222
Omega Ratio Rank
FMGKX Calmar Ratio Rank: 1919
Calmar Ratio Rank
FMGKX Martin Ratio Rank: 1919
Martin Ratio Rank

PRWAX
PRWAX Risk / Return Rank: 4545
Overall Rank
PRWAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
PRWAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
PRWAX Omega Ratio Rank: 5252
Omega Ratio Rank
PRWAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
PRWAX Martin Ratio Rank: 3636
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.

FMGKX vs. PRWAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Magellan Fund Class K (FMGKX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


FMGKXPRWAXDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.87

-0.34

Sortino ratio

Return per unit of downside risk

0.92

1.42

-0.50

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.56

1.02

-0.46

Martin ratio

Return relative to average drawdown

1.99

3.79

-1.79

FMGKX vs. PRWAX - Sharpe Ratio Comparison

The current FMGKX Sharpe Ratio is 0.53, which is lower than the PRWAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FMGKX and PRWAX, 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


FMGKXPRWAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.87

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.58

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.90

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.59

-0.17

Correlation

The correlation between FMGKX and PRWAX is 0.94, 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

FMGKX vs. PRWAX - Dividend Comparison

FMGKX's dividend yield for the trailing twelve months is around 15.53%, less than PRWAX's 19.01% yield.


TTM20252024202320222021202020192018201720162015
FMGKX
Fidelity Magellan Fund Class K
15.53%13.90%9.26%11.80%5.08%7.07%0.30%15.04%10.95%9.74%2.87%7.69%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
19.01%16.66%9.22%5.10%3.11%20.51%15.44%7.01%12.58%12.30%6.19%8.84%

Drawdowns

FMGKX vs. PRWAX - Drawdown Comparison

The maximum FMGKX drawdown since its inception was -59.38%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for FMGKX and PRWAX.


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Drawdown Indicators


FMGKXPRWAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-55.06%

-4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-14.05%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-33.05%

-29.38%

-3.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.05%

-30.50%

-2.55%

Current Drawdown

Current decline from peak

-13.95%

-14.05%

+0.10%

Average Drawdown

Average peak-to-trough decline

-11.03%

-9.92%

-1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.79%

+0.10%

Volatility

FMGKX vs. PRWAX - Volatility Comparison

Fidelity Magellan Fund Class K (FMGKX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX) have volatilities of 5.14% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FMGKXPRWAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.90%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.65%

12.45%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.43%

19.42%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.09%

17.88%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

18.82%

+1.30%