PSECX vs. FALGX
PSECX (1789 Growth and Income Fund) and FALGX (Fidelity Advisor Large Cap Fund Class M) are both Large Cap Value Equities funds. Over the past 10 years, PSECX returned 7.36%/yr vs 12.63%/yr for FALGX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. PSECX charges 2.02%/yr vs 1.05%/yr for FALGX.
Performance
PSECX vs. FALGX - Performance Comparison
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Returns By Period
Over the past 10 years, PSECX has underperformed FALGX with an annualized return of 7.36%, while FALGX has yielded a comparatively higher 12.63% annualized return.
PSECX
- 1D
- -0.45%
- 1M
- 1.88%
- 6M
- 2.05%
- YTD
- 5.88%
- 1Y
- 9.71%
- 3Y*
- 10.90%
- 5Y*
- 7.27%
- 10Y*
- 7.36%
- ALL TIME*
- 7.17%
FALGX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- 4.78%
- 3Y*
- 13.76%
- 5Y*
- 10.77%
- 10Y*
- 12.63%
- ALL TIME*
- 8.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
PSECX vs. FALGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSECX 1789 Growth and Income Fund | 5.88% | 8.04% | 14.49% | 10.64% | -10.66% | 25.43% | 0.78% | 23.99% | -5.18% | 5.16% |
FALGX Fidelity Advisor Large Cap Fund Class M | 0.00% | 19.09% | 18.68% | 22.88% | -8.40% | 25.20% | 8.27% | 31.01% | -8.88% | 16.83% |
Correlation
The correlation between PSECX and FALGX is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2013 | 0.79 |
Over the past year, the correlation between PSECX and FALGX has dropped to 0.27 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
PSECX vs. FALGX — Risk / Return Rank
PSECX
FALGX
PSECX vs. FALGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 1789 Growth and Income Fund (PSECX) and Fidelity Advisor Large Cap Fund Class M (FALGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PSECX | FALGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.52 | +0.64 |
| Martin ratioReturn relative to average drawdown | 3.88 | 0.78 | +3.10 |
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Drawdowns
PSECX vs. FALGX - Drawdown Comparison
The maximum PSECX drawdown since its inception was -31.13%, smaller than the maximum FALGX drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for PSECX and FALGX.
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Drawdown Indicators
| PSECX | FALGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.13% | -64.07% | +32.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.44% | -5.06% | -2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -12.51% | -21.78% | +9.27% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -21.78% | +3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -31.13% | -37.58% | +6.45% |
Current DrawdownCurrent decline from peak | -1.19% | -4.20% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -3.86% | -14.39% | +10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 3.14% | -0.92% |
Volatility
PSECX vs. FALGX - Volatility Comparison
1789 Growth and Income Fund (PSECX) has a higher volatility of 3.18% compared to Fidelity Advisor Large Cap Fund Class M (FALGX) at 0.00%. This indicates that PSECX's price experiences larger fluctuations and is considered to be riskier than FALGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSECX | FALGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 0.00% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 0.00% | +7.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.14% | 7.26% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 16.49% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.18% | 18.53% | -5.35% |
PSECX vs. FALGX - Expense Ratio Comparison
PSECX has a 2.02% expense ratio, which is higher than FALGX's 1.05% expense ratio.
Dividends
PSECX vs. FALGX - Dividend Comparison
PSECX's dividend yield for the trailing twelve months is around 0.93%, less than FALGX's 5.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FALGX Fidelity Advisor Large Cap Fund Class M | 5.76% | 5.76% | 0.00% | 3.20% | 1.91% | 6.44% | 5.25% | 8.39% | 16.99% | 6.42% | 1.85% | 2.74% |
PSECX 1789 Growth and Income Fund | 0.93% | 0.85% | 3.88% | 2.71% | 4.60% | 1.53% | 0.27% | 1.16% | 6.78% | 0.59% | 0.31% | 5.12% |
Frequently Asked Questions
PSECX and FALGX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSECX has higher volatility (3.18%) compared to FALGX (0.00%). In terms of maximum drawdown, PSECX dropped -31.13% vs FALGX's -64.07%.
PSECX currently has the higher Sharpe Ratio (0.85 vs 0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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