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FTGRX vs. NWAUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTGRX vs. NWAUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and Nationwide GQG US Quality Equity Fund (NWAUX). The values are adjusted to include any dividend payments, if applicable.

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FTGRX vs. NWAUX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FTGRX
Fidelity Advisor Mega Cap Stock Fund Class M
-2.25%26.22%25.36%25.83%-9.51%13.10%
NWAUX
Nationwide GQG US Quality Equity Fund
9.49%-4.92%27.90%18.30%-3.23%22.65%

Returns By Period

In the year-to-date period, FTGRX achieves a -2.25% return, which is significantly lower than NWAUX's 9.49% return.


FTGRX

1D
3.13%
1M
-4.76%
YTD
-2.25%
6M
2.18%
1Y
25.63%
3Y*
21.81%
5Y*
14.31%
10Y*
14.82%

NWAUX

1D
-0.20%
1M
-1.80%
YTD
9.49%
6M
7.91%
1Y
4.79%
3Y*
17.34%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FTGRX vs. NWAUX - Expense Ratio Comparison

FTGRX has a 1.15% expense ratio, which is higher than NWAUX's 0.74% expense ratio.


Return for Risk

FTGRX vs. NWAUX — Risk / Return Rank

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

FTGRX
FTGRX Risk / Return Rank: 8080
Overall Rank
FTGRX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FTGRX Sortino Ratio Rank: 7676
Sortino Ratio Rank
FTGRX Omega Ratio Rank: 8080
Omega Ratio Rank
FTGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FTGRX Martin Ratio Rank: 8888
Martin Ratio Rank

NWAUX
NWAUX Risk / Return Rank: 1313
Overall Rank
NWAUX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
NWAUX Sortino Ratio Rank: 1111
Sortino Ratio Rank
NWAUX Omega Ratio Rank: 1010
Omega Ratio Rank
NWAUX Calmar Ratio Rank: 1919
Calmar Ratio Rank
NWAUX Martin Ratio Rank: 1313
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.

FTGRX vs. NWAUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) and Nationwide GQG US Quality Equity Fund (NWAUX). 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.


FTGRXNWAUXDifference

Sharpe ratio

Return per unit of total volatility

1.44

0.38

+1.06

Sortino ratio

Return per unit of downside risk

2.04

0.59

+1.45

Omega ratio

Gain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratio

Return relative to maximum drawdown

2.19

0.66

+1.54

Martin ratio

Return relative to average drawdown

10.11

1.53

+8.58

FTGRX vs. NWAUX - Sharpe Ratio Comparison

The current FTGRX Sharpe Ratio is 1.44, which is higher than the NWAUX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of FTGRX and NWAUX, 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


FTGRXNWAUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

0.38

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.78

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.82

-0.28

Correlation

The correlation between FTGRX and NWAUX is 0.69, 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

FTGRX vs. NWAUX - Dividend Comparison

FTGRX's dividend yield for the trailing twelve months is around 3.52%, less than NWAUX's 4.70% yield.


TTM20252024202320222021202020192018201720162015
FTGRX
Fidelity Advisor Mega Cap Stock Fund Class M
3.52%3.44%2.20%1.60%3.88%4.34%7.59%12.62%21.28%15.95%1.52%3.66%
NWAUX
Nationwide GQG US Quality Equity Fund
4.70%4.35%13.58%0.40%1.93%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTGRX vs. NWAUX - Drawdown Comparison

The maximum FTGRX drawdown since its inception was -52.75%, which is greater than NWAUX's maximum drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for FTGRX and NWAUX.


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Drawdown Indicators


FTGRXNWAUXDifference

Max Drawdown

Largest peak-to-trough decline

-52.75%

-21.07%

-31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-12.15%

-8.57%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

-21.07%

-2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

Current Drawdown

Current decline from peak

-6.22%

-7.22%

+1.00%

Average Drawdown

Average peak-to-trough decline

-6.84%

-6.85%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

3.83%

-1.19%

Volatility

FTGRX vs. NWAUX - Volatility Comparison

Fidelity Advisor Mega Cap Stock Fund Class M (FTGRX) has a higher volatility of 5.56% compared to Nationwide GQG US Quality Equity Fund (NWAUX) at 2.74%. This indicates that FTGRX's price experiences larger fluctuations and is considered to be riskier than NWAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTGRXNWAUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

2.74%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.77%

7.29%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

12.55%

+5.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

16.10%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

16.04%

+2.10%