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SSGFX vs. FSSKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSGFX vs. FSSKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sextant Growth Fund (SSGFX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SSGFX achieves a 11.65% return, which is significantly lower than FSSKX's 15.87% return. Both investments have delivered pretty close results over the past 10 years, with SSGFX having a 15.15% annualized return and FSSKX not far ahead at 15.45%.


SSGFX

1D
-0.14%
1M
4.18%
YTD
11.65%
6M
9.75%
1Y
27.81%
3Y*
21.05%
5Y*
12.49%
10Y*
15.15%

FSSKX

1D
0.34%
1M
5.90%
YTD
15.87%
6M
16.43%
1Y
37.51%
3Y*
22.95%
5Y*
13.25%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SSGFX vs. FSSKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGFX
Sextant Growth Fund
11.65%16.01%24.45%28.25%-25.30%22.79%30.49%36.39%0.46%16.80%
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
15.87%18.98%19.89%27.04%-19.47%23.28%25.01%32.33%-8.52%24.38%

Correlation

The correlation between SSGFX and FSSKX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since May 12, 2008

0.94

The correlation between SSGFX and FSSKX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

SSGFX vs. FSSKX — Risk / Return Rank

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

SSGFX
SSGFX Risk / Return Rank: 4040
Overall Rank
SSGFX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SSGFX Sortino Ratio Rank: 4646
Sortino Ratio Rank
SSGFX Omega Ratio Rank: 4545
Omega Ratio Rank
SSGFX Calmar Ratio Rank: 3030
Calmar Ratio Rank
SSGFX Martin Ratio Rank: 3131
Martin Ratio Rank

FSSKX
FSSKX Risk / Return Rank: 8686
Overall Rank
FSSKX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSSKX Sortino Ratio Rank: 8383
Sortino Ratio Rank
FSSKX Omega Ratio Rank: 8181
Omega Ratio Rank
FSSKX Calmar Ratio Rank: 8686
Calmar Ratio Rank
FSSKX Martin Ratio Rank: 9393
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.

SSGFX vs. FSSKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sextant Growth Fund (SSGFX) and Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX). 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.


SSGFXFSSKXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.36

1.54

-0.18

Calmar ratioReturn relative to maximum drawdown

2.05

4.20

-2.14

Martin ratioReturn relative to average drawdown

7.05

20.28

-13.24

SSGFX vs. FSSKX - Sharpe Ratio Comparison

The current SSGFX Sharpe Ratio is 2.07, which is lower than the FSSKX Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of SSGFX and FSSKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SSGFXFSSKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.97

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.75

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.83

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.55

-0.04

Drawdowns

SSGFX vs. FSSKX - Drawdown Comparison

The maximum SSGFX drawdown since its inception was -51.52%, roughly equal to the maximum FSSKX drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for SSGFX and FSSKX.


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Drawdown Indicators


SSGFXFSSKXDifference

Max Drawdown

Largest peak-to-trough decline

-51.52%

-53.43%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-9.20%

-4.93%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-20.84%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.06%

-25.20%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-30.23%

-34.37%

+4.14%

Current Drawdown

Current decline from peak

-0.14%

0.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-10.13%

-7.71%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

1.90%

+2.21%

Volatility

SSGFX vs. FSSKX - Volatility Comparison

Sextant Growth Fund (SSGFX) has a higher volatility of 3.65% compared to Fidelity Advisor Stock Selector All Cap Fund Class K (FSSKX) at 3.37%. This indicates that SSGFX's price experiences larger fluctuations and is considered to be riskier than FSSKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGFXFSSKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.37%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

10.00%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.04%

13.01%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

17.79%

+1.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

18.59%

+0.86%

SSGFX vs. FSSKX - Expense Ratio Comparison

SSGFX has a 0.74% expense ratio, which is higher than FSSKX's 0.58% expense ratio.


Dividends

SSGFX vs. FSSKX - Dividend Comparison

SSGFX's dividend yield for the trailing twelve months is around 1.47%, less than FSSKX's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
FSSKX
Fidelity Advisor Stock Selector All Cap Fund Class K
4.12%4.78%4.87%2.11%0.38%1.44%5.29%6.17%4.37%3.07%1.12%5.23%
SSGFX
Sextant Growth Fund
1.47%1.64%2.19%0.00%2.59%8.85%0.58%2.83%5.10%0.63%3.65%8.92%

Frequently Asked Questions


With a correlation of 0.92, SSGFX and FSSKX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SSGFX has higher volatility (3.65%) compared to FSSKX (3.37%). In terms of maximum drawdown, SSGFX dropped -51.52% vs FSSKX's -53.43%.

FSSKX currently has the higher Sharpe Ratio (2.97 vs 2.07), 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.

Portfolio Optimizer

Find the right allocation for SSGFX and FSSKX

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