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FZAFX vs. BLUEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZAFX vs. BLUEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and AMG Veritas Global Real Return Fund (BLUEX). The values are adjusted to include any dividend payments, if applicable.

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FZAFX vs. BLUEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FZAFX
Fidelity Advisor Equity Growth Fund Class Z
-9.30%14.68%18.15%35.80%-24.36%23.09%43.86%35.68%0.36%35.37%
BLUEX
AMG Veritas Global Real Return Fund
-9.67%4.45%7.24%14.35%-14.30%3.22%34.74%35.34%-4.91%27.86%

Returns By Period

The year-to-date returns for both stocks are quite close, with FZAFX having a -9.30% return and BLUEX slightly lower at -9.67%. Over the past 10 years, FZAFX has outperformed BLUEX with an annualized return of 15.70%, while BLUEX has yielded a comparatively lower 9.23% annualized return.


FZAFX

1D
-0.85%
1M
-9.03%
YTD
-9.30%
6M
-8.57%
1Y
13.42%
3Y*
14.83%
5Y*
8.58%
10Y*
15.70%

BLUEX

1D
0.72%
1M
-7.41%
YTD
-9.67%
6M
-9.53%
1Y
-8.25%
3Y*
2.35%
5Y*
0.57%
10Y*
9.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZAFX vs. BLUEX - Expense Ratio Comparison

FZAFX has a 0.60% expense ratio, which is lower than BLUEX's 1.15% expense ratio.


Return for Risk

FZAFX vs. BLUEX — Risk / Return Rank

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

FZAFX
FZAFX Risk / Return Rank: 2828
Overall Rank
FZAFX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
FZAFX Sortino Ratio Rank: 2828
Sortino Ratio Rank
FZAFX Omega Ratio Rank: 2727
Omega Ratio Rank
FZAFX Calmar Ratio Rank: 2929
Calmar Ratio Rank
FZAFX Martin Ratio Rank: 2828
Martin Ratio Rank

BLUEX
BLUEX Risk / Return Rank: 00
Overall Rank
BLUEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BLUEX Sortino Ratio Rank: 00
Sortino Ratio Rank
BLUEX Omega Ratio Rank: 11
Omega Ratio Rank
BLUEX Calmar Ratio Rank: 11
Calmar Ratio Rank
BLUEX Martin Ratio Rank: 00
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.

FZAFX vs. BLUEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and AMG Veritas Global Real Return Fund (BLUEX). 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.


FZAFXBLUEXDifference

Sharpe ratio

Return per unit of total volatility

0.62

-0.79

+1.41

Sortino ratio

Return per unit of downside risk

1.02

-1.07

+2.09

Omega ratio

Gain probability vs. loss probability

1.14

0.87

+0.27

Calmar ratio

Return relative to maximum drawdown

0.83

-0.76

+1.59

Martin ratio

Return relative to average drawdown

2.95

-2.67

+5.61

FZAFX vs. BLUEX - Sharpe Ratio Comparison

The current FZAFX Sharpe Ratio is 0.62, which is higher than the BLUEX Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of FZAFX and BLUEX, 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


FZAFXBLUEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

-0.79

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.05

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.56

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.49

+0.25

Correlation

The correlation between FZAFX and BLUEX is 0.81, 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

FZAFX vs. BLUEX - Dividend Comparison

FZAFX's dividend yield for the trailing twelve months is around 0.57%, more than BLUEX's 0.34% yield.


TTM20252024202320222021202020192018201720162015
FZAFX
Fidelity Advisor Equity Growth Fund Class Z
0.57%0.51%0.00%0.48%1.93%11.39%10.84%9.53%6.38%11.66%5.87%0.00%
BLUEX
AMG Veritas Global Real Return Fund
0.34%0.31%0.29%0.03%11.84%27.20%25.43%13.71%13.40%0.00%0.00%0.24%

Drawdowns

FZAFX vs. BLUEX - Drawdown Comparison

The maximum FZAFX drawdown since its inception was -31.13%, smaller than the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for FZAFX and BLUEX.


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Drawdown Indicators


FZAFXBLUEXDifference

Max Drawdown

Largest peak-to-trough decline

-31.13%

-54.27%

+23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-12.19%

-0.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.73%

-21.87%

-7.86%

Max Drawdown (10Y)

Largest decline over 10 years

-31.13%

-29.06%

-2.07%

Current Drawdown

Current decline from peak

-12.55%

-11.55%

-1.00%

Average Drawdown

Average peak-to-trough decline

-5.84%

-13.39%

+7.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.48%

+0.09%

Volatility

FZAFX vs. BLUEX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class Z (FZAFX) has a higher volatility of 6.24% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that FZAFX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZAFXBLUEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

3.41%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

7.23%

+5.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.45%

10.98%

+10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.51%

10.49%

+10.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.65%

16.57%

+4.08%