CHASX vs. FOCPX
CHASX (Chase Growth Fund) and FOCPX (Fidelity OTC Portfolio) are both Large Cap Growth Equities funds. Over the past 10 years, CHASX returned 19.53%/yr vs 21.22%/yr for FOCPX. Their correlation of 0.83 means they have usually moved in the same direction. CHASX charges 1.14%/yr vs 0.73%/yr for FOCPX.
Performance
CHASX vs. FOCPX - Performance Comparison
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Returns By Period
In the year-to-date period, CHASX achieves a 22.03% return, which is significantly higher than FOCPX's 19.65% return. Over the past 10 years, CHASX has underperformed FOCPX with an annualized return of 19.53%, while FOCPX has yielded a comparatively higher 21.22% annualized return.
CHASX
- 1D
- -0.36%
- 1M
- -1.13%
- 6M
- 17.35%
- YTD
- 22.03%
- 1Y
- 37.02%
- 3Y*
- 37.76%
- 5Y*
- 20.74%
- 10Y*
- 19.53%
- ALL TIME*
- 11.36%
FOCPX
- 1D
- 1.25%
- 1M
- -4.03%
- 6M
- 16.48%
- YTD
- 19.65%
- 1Y
- 37.82%
- 3Y*
- 29.20%
- 5Y*
- 15.83%
- 10Y*
- 21.22%
- ALL TIME*
- 14.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CHASX Chase Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
CHASX vs. FOCPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHASX Chase Growth Fund | 22.03% | 20.61% | 64.71% | 25.91% | -20.41% | 22.32% | 18.27% | 42.63% | -3.96% | 24.49% |
FOCPX Fidelity OTC Portfolio | 19.65% | 22.21% | 38.95% | 42.64% | -32.08% | 24.94% | 46.75% | 39.20% | -3.30% | 38.61% |
Correlation
The correlation between CHASX and FOCPX is 0.84, 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. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 2, 1997 | 0.83 |
The correlation between CHASX and FOCPX has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
CHASX vs. FOCPX — Risk / Return Rank
CHASX
FOCPX
CHASX vs. FOCPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chase Growth Fund (CHASX) and Fidelity OTC Portfolio (FOCPX). 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.
| CHASX | FOCPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 3.12 | +0.41 |
| Martin ratioReturn relative to average drawdown | 13.91 | 10.63 | +3.28 |
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Drawdowns
CHASX vs. FOCPX - Drawdown Comparison
The maximum CHASX drawdown since its inception was -45.94%, smaller than the maximum FOCPX drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for CHASX and FOCPX.
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Drawdown Indicators
| CHASX | FOCPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.94% | -70.25% | +24.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -11.29% | +1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.40% | -24.82% | +1.42% |
Max Drawdown (5Y)Largest decline over 5 years | -24.63% | -37.05% | +12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -30.40% | -37.05% | +6.65% |
Current DrawdownCurrent decline from peak | -4.08% | -7.69% | +3.61% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -16.96% | +7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.31% | -0.80% |
Volatility
CHASX vs. FOCPX - Volatility Comparison
Chase Growth Fund (CHASX) and Fidelity OTC Portfolio (FOCPX) have volatilities of 6.26% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHASX | FOCPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 6.29% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 17.28% | -1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.29% | 20.92% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.52% | 23.14% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 22.59% | -2.55% |
CHASX vs. FOCPX - Expense Ratio Comparison
CHASX has a 1.14% expense ratio, which is higher than FOCPX's 0.73% expense ratio.
Dividends
CHASX vs. FOCPX - Dividend Comparison
CHASX's dividend yield for the trailing twelve months is around 7.47%, more than FOCPX's 6.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHASX Chase Growth Fund | 7.47% | 9.12% | 36.67% | 5.80% | 5.49% | 20.15% | 7.83% | 22.82% | 12.92% | 11.92% | 9.14% | 10.24% |
FOCPX Fidelity OTC Portfolio | 6.50% | 7.78% | 16.76% | 0.05% | 4.06% | 11.53% | 6.23% | 7.58% | 7.93% | 4.86% | 3.24% | 5.41% |
Frequently Asked Questions
CHASX and FOCPX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOCPX has higher volatility (6.29%) compared to CHASX (6.26%). In terms of maximum drawdown, CHASX dropped -45.94% vs FOCPX's -70.25%.
CHASX currently has the higher Sharpe Ratio (1.81 vs 1.69), 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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