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Fidelity Blue Chip Growth ETF (FBCG) Sharpe Ratio: 2.14

ETF · Currency in USD · Last updated Jun 4, 2026

FBCG is an actively managed ETF by Fidelity. FBCG launched on Jun 3, 2020 and has a 0.59% expense ratio.

FBCG's Sharpe Ratio of 2.14 indicates that for each unit of volatility, it generates 2.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

FBCG Sharpe Ratio Rank

FBCG Sharpe Ratio Rank: 62.362
Above Average

FBCG ranks above 62.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

FBCG Sharpe Ratio Market Positioning

The chart shows FBCG's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.89 or lower
  • Yellow zone (middle 50%): 0.89 to 2.48
  • Green zone (top 25%): 2.48 or higher
  • Top 1%: 7.80+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar ETFs

The table compares Fidelity Blue Chip Growth ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how FBCG's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DARPGrizzle Growth ETF3.77
HLALWahed FTSE USA Shariah ETF3.33
VEGNUS Vegan Climate ETF3.25
NACPImpact Shares NAACP Minority Empowerment ETF3.21
FDRRFidelity Dividend ETF for Rising Rates2.85
FMTMMarketDesk Focused U.S. Momentum ETF2.80
XNAVFundX Aggressive ETF2.76
RFDARiverFront Dynamic US Dividend Advantage ETF2.75
ALTLPacer Lunt Large Cap Alternator ETF2.71
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.70
FBCGFidelity Blue Chip Growth ETF2.14

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows FBCG's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FBCG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FBCG fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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