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

Correlation

The correlation between FZAFX and FZAHX 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. FZAHX - 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 Advisor Growth Opportunities Fund Class Z (FZAHX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
14.39%
FZAFX
FZAHX

Key characteristics

Sharpe Ratio

FZAFX:

1.05

FZAHX:

2.05

Sortino Ratio

FZAFX:

1.37

FZAHX:

2.70

Omega Ratio

FZAFX:

1.21

FZAHX:

1.36

Calmar Ratio

FZAFX:

1.30

FZAHX:

1.58

Martin Ratio

FZAFX:

6.48

FZAHX:

12.03

Ulcer Index

FZAFX:

3.03%

FZAHX:

3.47%

Daily Std Dev

FZAFX:

18.69%

FZAHX:

20.41%

Max Drawdown

FZAFX:

-36.83%

FZAHX:

-49.18%

Current Drawdown

FZAFX:

-11.42%

FZAHX:

-2.54%

Returns By Period

In the year-to-date period, FZAFX achieves a 19.99% return, which is significantly lower than FZAHX's 42.47% return. Over the past 10 years, FZAFX has underperformed FZAHX with an annualized return of 9.36%, while FZAHX has yielded a comparatively higher 11.98% annualized return.


FZAFX

YTD

19.99%

1M

-8.74%

6M

-2.51%

1Y

19.51%

5Y*

11.46%

10Y*

9.36%

FZAHX

YTD

42.47%

1M

3.22%

6M

14.39%

1Y

41.55%

5Y*

15.97%

10Y*

11.98%

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. FZAHX - Expense Ratio Comparison

FZAFX has a 0.60% expense ratio, which is lower than FZAHX's 0.67% expense ratio.


FZAHX
Fidelity Advisor Growth Opportunities Fund Class Z
Expense ratio chart for FZAHX: current value at 0.67% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.67%
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. FZAHX - 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 Advisor Growth Opportunities Fund Class Z (FZAHX). 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 1.05, compared to the broader market-1.000.001.002.003.001.052.05
The chart of Sortino ratio for FZAFX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.001.372.70
The chart of Omega ratio for FZAFX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.36
The chart of Calmar ratio for FZAFX, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.001.301.58
The chart of Martin ratio for FZAFX, currently valued at 6.48, compared to the broader market0.0010.0020.0030.0040.0050.0060.006.4812.03
FZAFX
FZAHX

The current FZAFX Sharpe Ratio is 1.05, which is lower than the FZAHX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of FZAFX and FZAHX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.05
2.05
FZAFX
FZAHX

Dividends

FZAFX vs. FZAHX - Dividend Comparison

Neither FZAFX nor FZAHX has paid dividends to shareholders.


TTM2023202220212020201920182017
FZAFX
Fidelity Advisor Equity Growth Fund Class Z
0.00%0.00%0.00%0.00%0.00%1.05%0.00%0.00%
FZAHX
Fidelity Advisor Growth Opportunities Fund Class Z
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%

Drawdowns

FZAFX vs. FZAHX - Drawdown Comparison

The maximum FZAFX drawdown since its inception was -36.83%, smaller than the maximum FZAHX drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for FZAFX and FZAHX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.42%
-2.54%
FZAFX
FZAHX

Volatility

FZAFX vs. FZAHX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class Z (FZAFX) has a higher volatility of 10.78% compared to Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) at 6.25%. This indicates that FZAFX's price experiences larger fluctuations and is considered to be riskier than FZAHX 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%JulyAugustSeptemberOctoberNovemberDecember
10.78%
6.25%
FZAFX
FZAHX
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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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