FTRIX vs. CHTRX
FTRIX (Fidelity Advisor Mega Cap Stock Fund Class I) and CHTRX (Invesco Charter Fund) are both Large Cap Blend Equities funds. Over the past 10 years, FTRIX returned 16.40%/yr vs 11.12%/yr for CHTRX. Their correlation of 0.94 means they have usually moved in the same direction. FTRIX charges 0.65%/yr vs 1.03%/yr for CHTRX.
Performance
FTRIX vs. CHTRX - Performance Comparison
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Returns By Period
In the year-to-date period, FTRIX achieves a 11.89% return, which is significantly higher than CHTRX's 6.42% return. Over the past 10 years, FTRIX has outperformed CHTRX with an annualized return of 16.40%, while CHTRX has yielded a comparatively lower 11.12% annualized return.
FTRIX
- 1D
- 1.10%
- 1M
- 1.30%
- 6M
- 8.12%
- YTD
- 11.89%
- 1Y
- 24.85%
- 3Y*
- 23.39%
- 5Y*
- 16.65%
- 10Y*
- 16.40%
- ALL TIME*
- 12.17%
CHTRX
- 1D
- 1.07%
- 1M
- 1.34%
- 6M
- 5.19%
- YTD
- 6.42%
- 1Y
- 15.40%
- 3Y*
- 16.85%
- 5Y*
- 10.18%
- 10Y*
- 11.12%
- ALL TIME*
- 7.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHTRX Invesco Charter Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
FTRIX vs. CHTRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 11.89% | 26.92% | 26.00% | 26.46% | -9.00% | 26.26% | 12.96% | 31.06% | -7.43% | 17.82% |
CHTRX Invesco Charter Fund | 6.42% | 16.02% | 25.31% | 23.03% | -20.75% | 27.21% | 13.53% | 27.95% | -9.82% | 13.24% |
Correlation
The correlation between FTRIX and CHTRX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2008 | 0.94 |
The correlation between FTRIX and CHTRX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
FTRIX vs. CHTRX — Risk / Return Rank
FTRIX
CHTRX
FTRIX vs. CHTRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and Invesco Charter Fund (CHTRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTRIX | CHTRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.19 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.26 | +1.30 |
| Martin ratioReturn relative to average drawdown | 11.05 | 5.15 | +5.91 |
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Drawdowns
FTRIX vs. CHTRX - Drawdown Comparison
The maximum FTRIX drawdown since its inception was -52.46%, smaller than the maximum CHTRX drawdown of -56.30%. Use the drawdown chart below to compare losses from any high point for FTRIX and CHTRX.
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Drawdown Indicators
| FTRIX | CHTRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.46% | -56.30% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.01% | -10.77% | +1.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.49% | -18.50% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -23.31% | -26.77% | +3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -35.22% | -41.18% | +5.96% |
Current DrawdownCurrent decline from peak | -0.34% | -0.57% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -6.49% | -13.24% | +6.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.62% | -0.54% |
Volatility
FTRIX vs. CHTRX - Volatility Comparison
Fidelity Advisor Mega Cap Stock Fund Class I (FTRIX) and Invesco Charter Fund (CHTRX) have volatilities of 3.76% and 3.79%, 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
| FTRIX | CHTRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.76% | 3.79% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.42% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 13.15% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 16.90% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 19.17% | -1.08% |
FTRIX vs. CHTRX - Expense Ratio Comparison
FTRIX has a 0.65% expense ratio, which is lower than CHTRX's 1.03% expense ratio.
Dividends
FTRIX vs. CHTRX - Dividend Comparison
FTRIX's dividend yield for the trailing twelve months is around 3.49%, less than CHTRX's 6.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTRX Invesco Charter Fund | 6.79% | 7.22% | 7.91% | 6.24% | 4.25% | 16.30% | 2.35% | 17.60% | 11.71% | 6.92% | 10.39% | 14.54% |
FTRIX Fidelity Advisor Mega Cap Stock Fund Class I | 3.49% | 3.91% | 2.68% | 2.09% | 4.38% | 4.75% | 8.02% | 12.76% | 21.72% | 16.33% | 1.96% | 4.15% |
Frequently Asked Questions
With a correlation of 0.95, FTRIX and CHTRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CHTRX has higher volatility (3.79%) compared to FTRIX (3.76%). In terms of maximum drawdown, FTRIX dropped -52.46% vs CHTRX's -56.30%.
FTRIX currently has the higher Sharpe Ratio (1.78 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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