PortfoliosLab logoPortfoliosLab logo
BGRO vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGRO vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Large Cap Growth ETF (BGRO) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BGRO

1D
0.03%
1M
7.41%
YTD
13.75%
6M
13.14%
1Y
24.69%
3Y*
5Y*
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRO vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between BGRO and FITZ is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.30

Compare stocks, funds, or ETFs

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


Return for Risk

BGRO vs. FITZ — Risk / Return Rank

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

BGRO
BGRO Risk / Return Rank: 3535
Overall Rank
BGRO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BGRO Sortino Ratio Rank: 3737
Sortino Ratio Rank
BGRO Omega Ratio Rank: 3737
Omega Ratio Rank
BGRO Calmar Ratio Rank: 2929
Calmar Ratio Rank
BGRO Martin Ratio Rank: 3232
Martin Ratio Rank

FITZ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGRO vs. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Growth ETF (BGRO) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


BGROFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.41

Martin ratioReturn relative to average drawdown

4.71

BGRO vs. FITZ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BGROFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

-7.29

+8.11

Drawdowns

BGRO vs. FITZ - Drawdown Comparison

The maximum BGRO drawdown since its inception was -24.94%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for BGRO and FITZ.


Loading charts...

Drawdown Indicators


BGROFITZDifference

Max Drawdown

Largest peak-to-trough decline

-24.94%

-1.97%

-22.97%

Max Drawdown (1Y)

Largest decline over 1 year

-17.64%

Current Drawdown

Current decline from peak

-2.02%

-1.97%

-0.05%

Average Drawdown

Average peak-to-trough decline

-4.75%

-1.08%

-3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

Volatility

BGRO vs. FITZ - Volatility Comparison


Loading charts...

Volatility by Period


BGROFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

8.74%

+9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.54%

8.74%

+14.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.54%

8.74%

+14.80%

BGRO vs. FITZ - Expense Ratio Comparison

BGRO has a 0.55% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

BGRO vs. FITZ - Dividend Comparison

BGRO's dividend yield for the trailing twelve months is around 0.03%, while FITZ has not paid dividends to shareholders.


Frequently Asked Questions


BGRO and FITZ have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BGRO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BGRO is cheaper with a 0.55% expense ratio, compared with 0.75% for FITZ.

BGRO has the higher dividend yield at 0.03%, compared with 0.00% for FITZ.

They also come from different issuers: iShares and Nicholas. Their fees differ too: 0.55% for BGRO and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for BGRO and FITZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer