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FZAFX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FZAFX and FDGRX is 0.95, 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.


-0.50.00.51.01.0

Performance

FZAFX vs. FDGRX - Performance Comparison

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

200.00%250.00%300.00%350.00%AugustSeptemberOctoberNovemberDecember2025
226.49%
337.66%
FZAFX
FDGRX

Key characteristics

Sharpe Ratio

FZAFX:

1.03

FDGRX:

1.23

Sortino Ratio

FZAFX:

1.36

FDGRX:

1.64

Omega Ratio

FZAFX:

1.21

FDGRX:

1.23

Calmar Ratio

FZAFX:

1.50

FDGRX:

1.10

Martin Ratio

FZAFX:

4.66

FDGRX:

5.61

Ulcer Index

FZAFX:

4.17%

FDGRX:

4.69%

Daily Std Dev

FZAFX:

18.81%

FDGRX:

21.42%

Max Drawdown

FZAFX:

-36.83%

FDGRX:

-71.50%

Current Drawdown

FZAFX:

-8.37%

FDGRX:

-7.83%

Returns By Period

In the year-to-date period, FZAFX achieves a 5.05% return, which is significantly higher than FDGRX's 4.12% return. Over the past 10 years, FZAFX has underperformed FDGRX with an annualized return of 9.85%, while FDGRX has yielded a comparatively higher 12.85% annualized return.


FZAFX

YTD

5.05%

1M

2.21%

6M

3.57%

1Y

18.01%

5Y*

11.79%

10Y*

9.85%

FDGRX

YTD

4.12%

1M

0.53%

6M

7.94%

1Y

25.60%

5Y*

13.81%

10Y*

12.85%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FZAFX vs. FDGRX - Expense Ratio Comparison

FZAFX has a 0.60% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


FDGRX
Fidelity Growth Company Fund
Expense ratio chart for FDGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FZAFX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

FZAFX vs. FDGRX — Risk-Adjusted Performance Rank

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

FZAFX
The Risk-Adjusted Performance Rank of FZAFX is 5555
Overall Rank
The Sharpe Ratio Rank of FZAFX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAFX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FZAFX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FZAFX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FZAFX is 5555
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 6060
Overall Rank
The Sharpe Ratio Rank of FDGRX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 6262
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.

FZAFX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and Fidelity Growth Company Fund (FDGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for FZAFX, currently valued at 1.03, compared to the broader market-1.000.001.002.003.004.001.031.23
The chart of Sortino ratio for FZAFX, currently valued at 1.36, compared to the broader market0.005.0010.001.361.64
The chart of Omega ratio for FZAFX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.23
The chart of Calmar ratio for FZAFX, currently valued at 1.50, compared to the broader market0.005.0010.0015.0020.001.501.10
The chart of Martin ratio for FZAFX, currently valued at 4.66, compared to the broader market0.0020.0040.0060.0080.004.665.61
FZAFX
FDGRX

The current FZAFX Sharpe Ratio is 1.03, which is comparable to the FDGRX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FZAFX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.03
1.23
FZAFX
FDGRX

Dividends

FZAFX vs. FDGRX - Dividend Comparison

Neither FZAFX nor FDGRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FZAFX
Fidelity Advisor Equity Growth Fund Class Z
0.00%0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.00%0.00%0.00%0.00%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

Drawdowns

FZAFX vs. FDGRX - Drawdown Comparison

The maximum FZAFX drawdown since its inception was -36.83%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FZAFX and FDGRX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.37%
-7.83%
FZAFX
FDGRX

Volatility

FZAFX vs. FDGRX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class Z (FZAFX) has a higher volatility of 10.99% compared to Fidelity Growth Company Fund (FDGRX) at 10.14%. This indicates that FZAFX's price experiences larger fluctuations and is considered to be riskier than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.99%
10.14%
FZAFX
FDGRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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