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

Correlation

The correlation between FZAHX and FZAFX 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

FZAHX vs. FZAFX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FZAHX:

0.62

FZAFX:

0.48

Sortino Ratio

FZAHX:

0.92

FZAFX:

0.70

Omega Ratio

FZAHX:

1.13

FZAFX:

1.10

Calmar Ratio

FZAHX:

0.57

FZAFX:

0.39

Martin Ratio

FZAHX:

1.77

FZAFX:

1.32

Ulcer Index

FZAHX:

8.62%

FZAFX:

6.77%

Daily Std Dev

FZAHX:

28.27%

FZAFX:

22.92%

Max Drawdown

FZAHX:

-44.45%

FZAFX:

-31.13%

Current Drawdown

FZAHX:

-7.29%

FZAFX:

-5.27%

Returns By Period

In the year-to-date period, FZAHX achieves a -0.09% return, which is significantly higher than FZAFX's -0.13% return. Over the past 10 years, FZAHX has outperformed FZAFX with an annualized return of 17.86%, while FZAFX has yielded a comparatively lower 16.08% annualized return.


FZAHX

YTD

-0.09%

1M

11.25%

6M

-0.10%

1Y

17.52%

3Y*

20.42%

5Y*

16.27%

10Y*

17.86%

FZAFX

YTD

-0.13%

1M

8.41%

6M

-1.69%

1Y

11.00%

3Y*

17.72%

5Y*

17.07%

10Y*

16.08%

*Annualized

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FZAHX vs. FZAFX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FZAHX vs. FZAFX — Risk-Adjusted Performance Rank

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

FZAHX
The Risk-Adjusted Performance Rank of FZAHX is 4646
Overall Rank
The Sharpe Ratio Rank of FZAHX is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAHX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FZAHX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FZAHX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FZAHX is 4141
Martin Ratio Rank

FZAFX
The Risk-Adjusted Performance Rank of FZAFX is 3333
Overall Rank
The Sharpe Ratio Rank of FZAFX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of FZAFX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FZAFX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FZAFX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FZAFX is 3232
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.

FZAHX vs. FZAFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) and Fidelity Advisor Equity Growth Fund Class Z (FZAFX). 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 FZAHX Sharpe Ratio is 0.62, which is comparable to the FZAFX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FZAHX and FZAFX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FZAHX vs. FZAFX - Dividend Comparison

FZAHX has not paid dividends to shareholders, while FZAFX's dividend yield for the trailing twelve months is around 10.46%.


TTM2024202320222021202020192018201720162015
FZAHX
Fidelity Advisor Growth Opportunities Fund Class Z
0.00%0.00%0.00%0.00%9.45%5.15%3.74%11.00%7.57%14.42%10.52%
FZAFX
Fidelity Advisor Equity Growth Fund Class Z
10.46%10.45%0.48%1.93%11.39%10.84%9.53%6.38%11.66%5.87%2.20%

Drawdowns

FZAHX vs. FZAFX - Drawdown Comparison

The maximum FZAHX drawdown since its inception was -44.45%, which is greater than FZAFX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for FZAHX and FZAFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FZAHX vs. FZAFX - Volatility Comparison

Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) has a higher volatility of 5.78% compared to Fidelity Advisor Equity Growth Fund Class Z (FZAFX) at 5.48%. This indicates that FZAHX's price experiences larger fluctuations and is considered to be riskier than FZAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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