FBGRX

The chart shows the growth of an initial investment of $10,000 in FBGRX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Aug 1, 2026, the FBGRX returned 10.15% Year-To-Date and 20.56% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 31, 1987, FBGRX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +17.0%, while the worst month was Oct 2008 at -18.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, FBGRX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +12.7%, while the worst single day was Mar 16, 2020 at -12.9%.

FBGRX has an annualized alpha of 3.60%, beta of 1.07, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 31, 1987.

• This portfolio captured 120.21% of S&P 500 Index gains and 100.84% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.07 and R2 of 0.89, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

FBGRX has an expense ratio of 0.79%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FBGRX ranks 27 for risk / return — above 27% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current FBGRX Sharpe ratio is 1.09 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of FBGRX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FBGRX provided a 1.72% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the FBGRX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the FBGRX was 58.64%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current FBGRX drawdown is 7.79%.

The chart below shows the rolling one-month volatility.