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Fidelity Series Blue Chip Growth Fund (FSBDX) Sharpe Ratio: 2.74

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund normally invests primarily in common stocks. It normally invests at least 80% of assets in blue chip companies (companies that, in Fidelity Management & Research Company LLC (FMR)€™s view, are well-known, well-established and well-capitalized), which generally have large or medium market capitalizations.

FSBDX's Sharpe Ratio of 2.74 indicates that for each unit of volatility, it generates 2.74 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 3, 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.

FSBDX Sharpe Ratio Rank

FSBDX Sharpe Ratio Rank: 84.985
Exceptional

FSBDX ranks above 84.9% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

FSBDX Sharpe Ratio Market Positioning

The chart shows FSBDX'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%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Series Blue Chip Growth Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how FSBDX'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 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFCNXEmerald Insights Fund4.06
VPMCXVanguard PRIMECAP Fund Investor Shares3.75
POGRXPrimeCap Odyssey Growth Fund3.73
FOCKXFidelity OTC Portfolio Class K3.54
FOCPXFidelity OTC Portfolio3.53
ONERXOne Rock Fund3.49
FCGSXFidelity Series Growth Company Fund3.39
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.37
ANFFXAmerican Funds The New Economy Fund Class F-13.32
FOKFXFidelity OTC K6 Portfolio3.25
FSBDXFidelity Series Blue Chip Growth Fund2.74

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

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