BGGSX vs. FCGSX
BGGSX (Baillie Gifford U.S. Equity Growth Fund) and FCGSX (Fidelity Series Growth Company Fund) are both Large Cap Growth Equities funds. Over the past 5 years, BGGSX returned -5.95%/yr vs 16.74%/yr for FCGSX. Their correlation of 0.86 means they have usually moved in the same direction. BGGSX charges 0.75%/yr vs 0.00%/yr for FCGSX.
Performance
BGGSX vs. FCGSX - Performance Comparison
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Returns By Period
In the year-to-date period, BGGSX achieves a -3.77% return, which is significantly lower than FCGSX's 19.33% return.
BGGSX
- 1D
- 2.67%
- 1M
- -1.61%
- 6M
- 4.20%
- YTD
- -3.77%
- 1Y
- -9.16%
- 3Y*
- 14.49%
- 5Y*
- -5.95%
- 10Y*
- —
- ALL TIME*
- 13.20%
FCGSX
- 1D
- 2.36%
- 1M
- -1.42%
- 6M
- 15.89%
- YTD
- 19.33%
- 1Y
- 36.52%
- 3Y*
- 31.12%
- 5Y*
- 16.74%
- 10Y*
- 23.50%
- ALL TIME*
- 20.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BGGSX vs. FCGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGGSX Baillie Gifford U.S. Equity Growth Fund | -3.77% | 10.25% | 30.44% | 45.93% | -52.50% | -11.13% | 125.42% | 30.00% | 8.31% | 16.54% |
FCGSX Fidelity Series Growth Company Fund | 19.33% | 25.52% | 38.00% | 45.97% | -32.15% | 25.13% | 70.01% | 39.75% | -4.03% | 22.23% |
Correlation
The correlation between BGGSX and FCGSX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2017 | 0.86 |
The correlation between BGGSX and FCGSX shifts across timeframes, from 0.69 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BGGSX vs. FCGSX — Risk / Return Rank
BGGSX
FCGSX
BGGSX vs. FCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford U.S. Equity Growth Fund (BGGSX) and Fidelity Series Growth Company Fund (FCGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGGSX | FCGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 3.80 | -4.06 |
| Martin ratioReturn relative to average drawdown | -0.50 | 13.78 | -14.28 |
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Drawdowns
BGGSX vs. FCGSX - Drawdown Comparison
The maximum BGGSX drawdown since its inception was -68.76%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for BGGSX and FCGSX.
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Drawdown Indicators
| BGGSX | FCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.76% | -38.77% | -29.99% |
Max Drawdown (1Y)Largest decline over 1 year | -26.08% | -10.42% | -15.66% |
Max Drawdown (3Y)Largest decline over 3 years | -30.87% | -26.07% | -4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -67.64% | -38.77% | -28.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.77% | — |
Current DrawdownCurrent decline from peak | -29.66% | -4.15% | -25.51% |
Average DrawdownAverage peak-to-trough decline | -25.26% | -6.92% | -18.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.18% | 2.87% | +10.31% |
Volatility
BGGSX vs. FCGSX - Volatility Comparison
The current volatility for Baillie Gifford U.S. Equity Growth Fund (BGGSX) is 6.25%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 6.70%. This indicates that BGGSX experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGGSX | FCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 6.70% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 16.05% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.94% | 19.99% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.28% | 24.02% | +11.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.06% | 23.38% | +8.68% |
BGGSX vs. FCGSX - Expense Ratio Comparison
BGGSX has a 0.75% expense ratio, which is higher than FCGSX's 0.00% expense ratio.
Dividends
BGGSX vs. FCGSX - Dividend Comparison
BGGSX has not paid dividends to shareholders, while FCGSX's dividend yield for the trailing twelve months is around 8.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGGSX Baillie Gifford U.S. Equity Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 16.38% | 2.61% | 3.29% | 1.35% | 2.02% | 0.00% | 0.00% | 0.00% |
FCGSX Fidelity Series Growth Company Fund | 8.78% | 10.48% | 12.49% | 3.13% | 0.61% | 38.65% | 31.99% | 11.06% | 13.21% | 10.51% | 2.44% | 0.25% |
Frequently Asked Questions
BGGSX and FCGSX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCGSX has higher volatility (6.70%) compared to BGGSX (6.25%). In terms of maximum drawdown, BGGSX dropped -68.76% vs FCGSX's -38.77%.
FCGSX currently has the higher Sharpe Ratio (1.99 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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