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Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) Sharpe Ratio: 1.13

Mutual Fund · Currency in USD · Last updated Aug 4, 2026

An actively managed U.S. equity large growth fund seeking long-term growth of capital.

FBCKX's Sharpe Ratio of 1.13 indicates that for each unit of volatility, it generates 1.13 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 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. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FBCKX Sharpe Ratio Rank

FBCKX Sharpe Ratio Rank: 31.732
Below Average

FBCKX ranks above 31.7% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

FBCKX Sharpe Ratio Market Positioning

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

  • Red zone (bottom 25%): 0.94 or lower
  • Yellow zone (middle 50%): 0.94 to 1.82
  • Green zone (top 25%): 1.82 or higher
  • Top 1%: 3.71+
  • Median: 1.49 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Advisor Blue Chip Growth Fund Class Z's Sharpe Ratio with other mutual funds in the Diversified Portfolio category across multiple time periods, showing how FBCKX'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 Aug 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TIBIXThornburg Investment Income Builder Fund Class I3.89
STDAXSEI Asset Allocation Trust Defensive Strategy Allocation Fund3.81
RPFCXDavis Appreciation & Income Fund3.14
FSRRXFidelity Strategic Real Return Fund2.99
NWQIXNuveen Flexible Income Fund2.93
EIT-UN.TOCanoe EIT Income Fund2.77
IPFCXPoplar Forest Cornerstone Fund2.74
PMFKXVictory Pioneer Multi-Asset Income Class R-62.69
PUDZXPGIM Real Assets Fund2.67
VGWAXVanguard Global Wellington Fund Admiral Shares2.66
FBCKXFidelity Advisor Blue Chip Growth Fund Class Z1.13
Benchmark

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Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows FBCKX'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 FBCKX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does FBCKX fit in your portfolio?

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