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

Correlation

The correlation between FZAFX and FZAHX is 0.88, 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.


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.

Loading data...

Key characteristics

Sharpe Ratio

FZAFX:

-0.12

FZAHX:

0.46

Sortino Ratio

FZAFX:

-0.01

FZAHX:

0.80

Omega Ratio

FZAFX:

1.00

FZAHX:

1.11

Calmar Ratio

FZAFX:

-0.10

FZAHX:

0.48

Martin Ratio

FZAFX:

-0.29

FZAHX:

1.51

Ulcer Index

FZAFX:

10.40%

FZAHX:

8.39%

Daily Std Dev

FZAFX:

24.34%

FZAHX:

27.86%

Max Drawdown

FZAFX:

-36.83%

FZAHX:

-44.45%

Current Drawdown

FZAFX:

-17.44%

FZAHX:

-13.80%

Returns By Period

In the year-to-date period, FZAFX achieves a -5.35% return, which is significantly higher than FZAHX's -7.10% return. Over the past 10 years, FZAFX has underperformed FZAHX with an annualized return of 8.18%, while FZAHX has yielded a comparatively higher 17.25% annualized return.


FZAFX

YTD

-5.35%

1M

10.19%

6M

-15.80%

1Y

-2.72%

5Y*

9.27%

10Y*

8.18%

FZAHX

YTD

-7.10%

1M

9.39%

6M

-7.42%

1Y

13.07%

5Y*

15.53%

10Y*

17.25%

*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. FZAHX - Expense Ratio Comparison

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


Risk-Adjusted Performance

FZAFX vs. FZAHX — 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 1616
Overall Rank
The Sharpe Ratio Rank of FZAFX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAFX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of FZAFX is 1717
Omega Ratio Rank
The Calmar Ratio Rank of FZAFX is 1414
Calmar Ratio Rank
The Martin Ratio Rank of FZAFX is 1616
Martin Ratio Rank

FZAHX
The Risk-Adjusted Performance Rank of FZAHX is 5757
Overall Rank
The Sharpe Ratio Rank of FZAHX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAHX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of FZAHX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of FZAHX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FZAHX is 5252
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. 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.


The current FZAFX Sharpe Ratio is -0.12, which is lower than the FZAHX Sharpe Ratio of 0.46. 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.


Loading data...

Dividends

FZAFX vs. FZAHX - Dividend Comparison

Neither FZAFX nor FZAHX has paid dividends to shareholders.


TTM20242023202220212020201920182017
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%
FZAHX
Fidelity Advisor Growth Opportunities Fund Class Z
0.00%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 -44.45%. Use the drawdown chart below to compare losses from any high point for FZAFX and FZAHX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FZAFX vs. FZAHX - Volatility Comparison

Fidelity Advisor Equity Growth Fund Class Z (FZAFX) and Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) have volatilities of 7.77% and 8.02%, 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.


Loading data...