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FZAPX vs. GQEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FZAPX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

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FZAPX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FZAPX
Fidelity Advisor Stock Selector All Cap Fund Class Z
-2.77%18.98%19.88%27.05%-19.49%23.25%25.03%32.34%-16.33%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
9.54%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Returns By Period

In the year-to-date period, FZAPX achieves a -2.77% return, which is significantly lower than GQEPX's 9.54% return.


FZAPX

1D
3.26%
1M
-5.27%
YTD
-2.77%
6M
0.93%
1Y
22.74%
3Y*
17.63%
5Y*
10.19%
10Y*
13.76%

GQEPX

1D
-0.23%
1M
-1.88%
YTD
9.54%
6M
8.01%
1Y
5.34%
3Y*
17.73%
5Y*
12.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FZAPX vs. GQEPX - Expense Ratio Comparison

FZAPX has a 0.58% expense ratio, which is lower than GQEPX's 0.59% expense ratio.


Return for Risk

FZAPX vs. GQEPX — Risk / Return Rank

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

FZAPX
FZAPX Risk / Return Rank: 7171
Overall Rank
FZAPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FZAPX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FZAPX Omega Ratio Rank: 6767
Omega Ratio Rank
FZAPX Calmar Ratio Rank: 7373
Calmar Ratio Rank
FZAPX Martin Ratio Rank: 8383
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1616
Overall Rank
GQEPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GQEPX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FZAPX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.


FZAPXGQEPXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.43

+0.81

Sortino ratio

Return per unit of downside risk

1.83

0.66

+1.17

Omega ratio

Gain probability vs. loss probability

1.28

1.09

+0.19

Calmar ratio

Return relative to maximum drawdown

1.94

0.74

+1.19

Martin ratio

Return relative to average drawdown

9.30

1.86

+7.44

FZAPX vs. GQEPX - Sharpe Ratio Comparison

The current FZAPX Sharpe Ratio is 1.24, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of FZAPX and GQEPX, 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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Sharpe Ratios by Period


FZAPXGQEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.43

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.78

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.75

-0.03

Correlation

The correlation between FZAPX and GQEPX is 0.75, 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.


Dividends

FZAPX vs. GQEPX - Dividend Comparison

FZAPX's dividend yield for the trailing twelve months is around 5.02%, less than GQEPX's 6.37% yield.


TTM20252024202320222021202020192018201720162015
FZAPX
Fidelity Advisor Stock Selector All Cap Fund Class Z
5.02%4.88%4.91%2.12%0.39%1.47%5.33%6.18%4.59%3.07%1.13%5.24%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.37%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%0.00%

Drawdowns

FZAPX vs. GQEPX - Drawdown Comparison

The maximum FZAPX drawdown since its inception was -34.37%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for FZAPX and GQEPX.


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Drawdown Indicators


FZAPXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-34.37%

-28.45%

-5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.31%

-8.34%

-3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-25.20%

-20.49%

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-34.37%

Current Drawdown

Current decline from peak

-6.23%

-6.50%

+0.27%

Average Drawdown

Average peak-to-trough decline

-4.61%

-5.75%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.49%

-0.93%

Volatility

FZAPX vs. GQEPX - Volatility Comparison

Fidelity Advisor Stock Selector All Cap Fund Class Z (FZAPX) has a higher volatility of 6.14% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that FZAPX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FZAPXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

2.77%

+3.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.41%

7.29%

+3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

12.41%

+6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.74%

15.87%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.54%

18.85%

-0.31%