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BUFGX vs. FDSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFGX vs. FDSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Growth Fund (BUFGX) and Fidelity Stock Selector All Cap Fund (FDSSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFGX achieves a 0.75% return, which is significantly lower than FDSSX's 17.16% return. Over the past 10 years, BUFGX has underperformed FDSSX with an annualized return of 12.79%, while FDSSX has yielded a comparatively higher 15.01% annualized return.


BUFGX

1D
2.25%
1M
2.58%
6M
5.16%
YTD
0.75%
1Y
6.32%
3Y*
15.72%
5Y*
8.08%
10Y*
12.79%
ALL TIME*
10.65%

FDSSX

1D
1.58%
1M
1.51%
6M
14.26%
YTD
17.16%
1Y
29.25%
3Y*
21.56%
5Y*
12.51%
10Y*
15.01%
ALL TIME*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BUFGX vs. FDSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFGX
Buffalo Growth Fund
0.75%13.95%25.13%42.67%-31.19%21.52%28.29%31.89%0.69%22.76%
FDSSX
Fidelity Stock Selector All Cap Fund
17.16%18.89%19.79%26.94%-19.55%23.14%24.90%32.21%-8.61%24.42%

Correlation

The correlation between BUFGX and FDSSX is 0.88, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.88

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since May 19, 1995

0.91

The correlation between BUFGX and FDSSX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

BUFGX vs. FDSSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BUFGX
BUFGX Risk / Return Rank: 1111
Overall Rank
BUFGX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BUFGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
BUFGX Omega Ratio Rank: 1111
Omega Ratio Rank
BUFGX Calmar Ratio Rank: 99
Calmar Ratio Rank
BUFGX Martin Ratio Rank: 1010
Martin Ratio Rank

FDSSX
FDSSX Risk / Return Rank: 8787
Overall Rank
FDSSX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
FDSSX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FDSSX Omega Ratio Rank: 8181
Omega Ratio Rank
FDSSX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FDSSX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BUFGX vs. FDSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Growth Fund (BUFGX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.


BUFGXFDSSXDifference
Sharpe ratioReturn per unit of total volatility

-1.70

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.10

1.39

-0.29

Calmar ratioReturn relative to maximum drawdown

0.48

3.42

-2.94

Martin ratioReturn relative to average drawdown

1.50

15.49

-14.00

BUFGX vs. FDSSX - Sharpe Ratio Comparison

The current BUFGX Sharpe Ratio is 0.51, which is lower than the FDSSX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of BUFGX and FDSSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFGX vs. FDSSX - Drawdown Comparison

The maximum BUFGX drawdown since its inception was -50.17%, smaller than the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for BUFGX and FDSSX.


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Drawdown Indicators


BUFGXFDSSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-56.77%

+6.60%

Max Drawdown (1Y)

Largest decline over 1 year

-17.63%

-9.19%

-8.44%

Max Drawdown (3Y)

Largest decline over 3 years

-21.93%

-20.86%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-35.68%

-25.22%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-35.68%

-34.37%

-1.31%

Current Drawdown

Current decline from peak

-2.23%

-0.02%

-2.21%

Average Drawdown

Average peak-to-trough decline

-8.95%

-9.84%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.63%

2.03%

+3.60%

Volatility

BUFGX vs. FDSSX - Volatility Comparison

Buffalo Growth Fund (BUFGX) has a higher volatility of 5.52% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 4.10%. This indicates that BUFGX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFGXFDSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

4.10%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

11.47%

+2.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

14.24%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

17.92%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

18.59%

+2.21%

BUFGX vs. FDSSX - Expense Ratio Comparison

BUFGX has a 0.92% expense ratio, which is higher than FDSSX's 0.68% expense ratio.


Dividends

BUFGX vs. FDSSX - Dividend Comparison

BUFGX's dividend yield for the trailing twelve months is around 6.07%, more than FDSSX's 4.08% yield.


PositionTTM20252024202320222021202020192018201720162015
BUFGX
Buffalo Growth Fund
6.07%6.12%8.55%5.55%4.77%9.90%4.97%13.60%34.64%20.49%0.00%18.46%
FDSSX
Fidelity Stock Selector All Cap Fund
4.08%4.79%4.83%2.03%0.36%0.84%5.22%6.09%4.46%3.07%1.04%5.16%

Frequently Asked Questions


BUFGX and FDSSX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BUFGX has higher volatility (5.52%) compared to FDSSX (4.10%). In terms of maximum drawdown, BUFGX dropped -50.17% vs FDSSX's -56.77%.

FDSSX currently has the higher Sharpe Ratio (2.21 vs 0.51), 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.

Portfolio Optimizer

Find the right allocation for BUFGX and FDSSX

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

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