PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BEQGX vs. FZROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BEQGX and FZROX is 0.97, 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.


-0.50.00.51.01.0

Performance

BEQGX vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Equity Growth Fund (BEQGX) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%OctoberNovemberDecember2025FebruaryMarch
-4.26%
111.21%
BEQGX
FZROX

Key characteristics

Sharpe Ratio

BEQGX:

0.47

FZROX:

0.59

Sortino Ratio

BEQGX:

0.71

FZROX:

0.87

Omega Ratio

BEQGX:

1.09

FZROX:

1.11

Calmar Ratio

BEQGX:

0.25

FZROX:

0.78

Martin Ratio

BEQGX:

2.27

FZROX:

3.07

Ulcer Index

BEQGX:

2.91%

FZROX:

2.68%

Daily Std Dev

BEQGX:

14.08%

FZROX:

13.83%

Max Drawdown

BEQGX:

-57.61%

FZROX:

-34.96%

Current Drawdown

BEQGX:

-19.59%

FZROX:

-10.56%

Returns By Period

In the year-to-date period, BEQGX achieves a -7.12% return, which is significantly lower than FZROX's -6.43% return.


BEQGX

YTD

-7.12%

1M

-9.51%

6M

-0.91%

1Y

5.33%

5Y*

4.40%

10Y*

1.28%

FZROX

YTD

-6.43%

1M

-9.50%

6M

-0.80%

1Y

7.32%

5Y*

16.73%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BEQGX vs. FZROX - Expense Ratio Comparison

BEQGX has a 0.65% expense ratio, which is higher than FZROX's 0.00% expense ratio.


BEQGX
American Century Equity Growth Fund
Expense ratio chart for BEQGX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BEQGX vs. FZROX — Risk-Adjusted Performance Rank

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

BEQGX
The Risk-Adjusted Performance Rank of BEQGX is 5353
Overall Rank
The Sharpe Ratio Rank of BEQGX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BEQGX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BEQGX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BEQGX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BEQGX is 6262
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 6666
Overall Rank
The Sharpe Ratio Rank of FZROX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 7171
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.

BEQGX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Equity Growth Fund (BEQGX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


Sharpe ratio
The chart of Sharpe ratio for BEQGX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.000.380.68
The chart of Sortino ratio for BEQGX, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.000.590.99
The chart of Omega ratio for BEQGX, currently valued at 1.08, compared to the broader market1.002.003.001.081.13
The chart of Calmar ratio for BEQGX, currently valued at 0.20, compared to the broader market0.005.0010.0015.0020.000.200.90
The chart of Martin ratio for BEQGX, currently valued at 1.77, compared to the broader market0.0020.0040.0060.0080.001.773.47
BEQGX
FZROX

The current BEQGX Sharpe Ratio is 0.47, which is comparable to the FZROX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BEQGX and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.38
0.68
BEQGX
FZROX

Dividends

BEQGX vs. FZROX - Dividend Comparison

BEQGX's dividend yield for the trailing twelve months is around 0.62%, less than FZROX's 1.24% yield.


TTM20242023202220212020201920182017201620152014
BEQGX
American Century Equity Growth Fund
0.62%0.58%1.20%1.63%0.62%1.06%1.16%1.17%1.39%1.35%1.51%1.35%
FZROX
Fidelity ZERO Total Market Index Fund
1.21%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%

Drawdowns

BEQGX vs. FZROX - Drawdown Comparison

The maximum BEQGX drawdown since its inception was -57.61%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for BEQGX and FZROX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-19.59%
-8.59%
BEQGX
FZROX

Volatility

BEQGX vs. FZROX - Volatility Comparison

The current volatility for American Century Equity Growth Fund (BEQGX) is 5.37%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 5.91%. This indicates that BEQGX experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2025FebruaryMarch
5.37%
5.91%
BEQGX
FZROX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab