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BBIEX vs. FBCGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BBIEX and FBCGX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

BBIEX vs. FBCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridge Builder International Equity Fund (BBIEX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BBIEX:

0.62

FBCGX:

0.33

Sortino Ratio

BBIEX:

0.99

FBCGX:

0.64

Omega Ratio

BBIEX:

1.13

FBCGX:

1.09

Calmar Ratio

BBIEX:

0.75

FBCGX:

0.34

Martin Ratio

BBIEX:

2.08

FBCGX:

1.07

Ulcer Index

BBIEX:

5.14%

FBCGX:

8.48%

Daily Std Dev

BBIEX:

16.65%

FBCGX:

27.92%

Max Drawdown

BBIEX:

-37.67%

FBCGX:

-42.92%

Current Drawdown

BBIEX:

0.00%

FBCGX:

-13.65%

Returns By Period

In the year-to-date period, BBIEX achieves a 13.73% return, which is significantly higher than FBCGX's -8.77% return.


BBIEX

YTD

13.73%

1M

12.00%

6M

7.15%

1Y

9.84%

5Y*

9.47%

10Y*

N/A

FBCGX

YTD

-8.77%

1M

10.09%

6M

-8.15%

1Y

9.12%

5Y*

16.42%

10Y*

N/A

*Annualized

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BBIEX vs. FBCGX - Expense Ratio Comparison

BBIEX has a 0.37% expense ratio, which is lower than FBCGX's 0.45% expense ratio.


Risk-Adjusted Performance

BBIEX vs. FBCGX — Risk-Adjusted Performance Rank

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

BBIEX
The Risk-Adjusted Performance Rank of BBIEX is 6868
Overall Rank
The Sharpe Ratio Rank of BBIEX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BBIEX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of BBIEX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BBIEX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of BBIEX is 6262
Martin Ratio Rank

FBCGX
The Risk-Adjusted Performance Rank of FBCGX is 4747
Overall Rank
The Sharpe Ratio Rank of FBCGX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCGX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FBCGX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FBCGX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FBCGX is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BBIEX vs. FBCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridge Builder International Equity Fund (BBIEX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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.


The current BBIEX Sharpe Ratio is 0.62, which is higher than the FBCGX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of BBIEX and FBCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BBIEX vs. FBCGX - Dividend Comparison

BBIEX's dividend yield for the trailing twelve months is around 2.60%, more than FBCGX's 0.68% yield.


TTM2024202320222021202020192018201720162015
BBIEX
Bridge Builder International Equity Fund
2.60%2.96%2.46%2.34%2.39%1.90%2.29%3.54%1.97%1.40%0.45%
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.68%0.62%0.26%0.12%0.00%0.08%0.25%0.46%0.11%0.00%0.00%

Drawdowns

BBIEX vs. FBCGX - Drawdown Comparison

The maximum BBIEX drawdown since its inception was -37.67%, smaller than the maximum FBCGX drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for BBIEX and FBCGX. For additional features, visit the drawdowns tool.


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Volatility

BBIEX vs. FBCGX - Volatility Comparison

The current volatility for Bridge Builder International Equity Fund (BBIEX) is 3.99%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 8.95%. This indicates that BBIEX experiences smaller price fluctuations and is considered to be less risky than FBCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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