FZAHX vs. MSFT
Compare and contrast key facts about Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) and Microsoft Corporation (MSFT).
FZAHX is managed by Fidelity. It was launched on Aug 13, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FZAHX or MSFT.
Key characteristics
| FZAHX | MSFT | |
|---|---|---|
| YTD Return | 40.11% | 13.11% |
| 1Y Return | 54.49% | 16.23% |
| 3Y Return (Ann) | 2.33% | 8.86% |
| 5Y Return (Ann) | 16.35% | 24.59% |
| 10Y Return (Ann) | 12.03% | 25.94% |
| Sharpe Ratio | 2.77 | 0.78 |
| Sortino Ratio | 3.53 | 1.12 |
| Omega Ratio | 1.49 | 1.15 |
| Calmar Ratio | 1.76 | 0.99 |
| Martin Ratio | 16.02 | 2.42 |
| Ulcer Index | 3.42% | 6.32% |
| Daily Std Dev | 19.74% | 19.59% |
| Max Drawdown | -49.18% | -69.41% |
| Current Drawdown | 0.00% | -9.36% |
Correlation
The correlation between FZAHX and MSFT is 0.72, 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. MSFT - Performance Comparison
In the year-to-date period, FZAHX achieves a 40.11% return, which is significantly higher than MSFT's 13.11% return. Over the past 10 years, FZAHX has underperformed MSFT with an annualized return of 12.03%, while MSFT has yielded a comparatively higher 25.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FZAHX vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) and Microsoft Corporation (MSFT). 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.
Dividends
FZAHX vs. MSFT - Dividend Comparison
FZAHX has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FZAHX Fidelity Advisor Growth Opportunities Fund Class Z | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
FZAHX vs. MSFT - Drawdown Comparison
The maximum FZAHX drawdown since its inception was -49.18%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for FZAHX and MSFT. For additional features, visit the drawdowns tool.
Volatility
FZAHX vs. MSFT - Volatility Comparison
The current volatility for Fidelity Advisor Growth Opportunities Fund Class Z (FZAHX) is 5.40%, while Microsoft Corporation (MSFT) has a volatility of 7.76%. This indicates that FZAHX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.