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SBLGX vs. FAEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SBLGX and FAEGX is 0.93, 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.


-0.50.00.51.00.9

Performance

SBLGX vs. FAEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
431.60%
551.32%
SBLGX
FAEGX

Key characteristics

Sharpe Ratio

SBLGX:

1.49

FAEGX:

2.03

Sortino Ratio

SBLGX:

1.97

FAEGX:

2.71

Omega Ratio

SBLGX:

1.28

FAEGX:

1.36

Calmar Ratio

SBLGX:

0.74

FAEGX:

1.83

Martin Ratio

SBLGX:

9.56

FAEGX:

11.29

Ulcer Index

SBLGX:

2.58%

FAEGX:

2.88%

Daily Std Dev

SBLGX:

16.56%

FAEGX:

16.06%

Max Drawdown

SBLGX:

-53.70%

FAEGX:

-63.80%

Current Drawdown

SBLGX:

-15.65%

FAEGX:

-2.93%

Returns By Period

In the year-to-date period, SBLGX achieves a 22.97% return, which is significantly lower than FAEGX's 30.78% return. Over the past 10 years, SBLGX has underperformed FAEGX with an annualized return of 7.46%, while FAEGX has yielded a comparatively higher 9.13% annualized return.


SBLGX

YTD

22.97%

1M

-4.36%

6M

4.69%

1Y

23.21%

5Y*

5.34%

10Y*

7.46%

FAEGX

YTD

30.78%

1M

1.03%

6M

6.97%

1Y

30.86%

5Y*

10.22%

10Y*

9.13%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SBLGX vs. FAEGX - Expense Ratio Comparison

SBLGX has a 0.99% expense ratio, which is lower than FAEGX's 1.21% expense ratio.


FAEGX
Fidelity Advisor Equity Growth Fund Class M
Expense ratio chart for FAEGX: current value at 1.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.21%
Expense ratio chart for SBLGX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%

Risk-Adjusted Performance

SBLGX vs. FAEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity Advisor Equity Growth Fund Class M (FAEGX). 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.


Sharpe ratio
The chart of Sharpe ratio for SBLGX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.492.03
The chart of Sortino ratio for SBLGX, currently valued at 1.97, compared to the broader market-2.000.002.004.006.008.0010.001.972.71
The chart of Omega ratio for SBLGX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.36
The chart of Calmar ratio for SBLGX, currently valued at 0.74, compared to the broader market0.002.004.006.008.0010.0012.0014.000.741.83
The chart of Martin ratio for SBLGX, currently valued at 9.56, compared to the broader market0.0020.0040.0060.009.5611.29
SBLGX
FAEGX

The current SBLGX Sharpe Ratio is 1.49, which is comparable to the FAEGX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of SBLGX and FAEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.49
2.03
SBLGX
FAEGX

Dividends

SBLGX vs. FAEGX - Dividend Comparison

Neither SBLGX nor FAEGX has paid dividends to shareholders.


TTM202320222021202020192018201720162015
SBLGX
ClearBridge Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.15%0.01%0.00%0.08%0.02%
FAEGX
Fidelity Advisor Equity Growth Fund Class M
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.40%

Drawdowns

SBLGX vs. FAEGX - Drawdown Comparison

The maximum SBLGX drawdown since its inception was -53.70%, smaller than the maximum FAEGX drawdown of -63.80%. Use the drawdown chart below to compare losses from any high point for SBLGX and FAEGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.65%
-2.93%
SBLGX
FAEGX

Volatility

SBLGX vs. FAEGX - Volatility Comparison

ClearBridge Large Cap Growth Fund (SBLGX) has a higher volatility of 7.21% compared to Fidelity Advisor Equity Growth Fund Class M (FAEGX) at 4.19%. This indicates that SBLGX's price experiences larger fluctuations and is considered to be riskier than FAEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.21%
4.19%
SBLGX
FAEGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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