CHCGX vs. FOCKX
CHCGX (Chesapeake Growth Fund) and FOCKX (Fidelity OTC Portfolio Class K) are both Large Cap Growth Equities funds. Over the past 10 years, CHCGX returned 11.28%/yr vs 23.46%/yr for FOCKX. Their correlation of 0.92 suggests significant overlap in exposure. CHCGX charges 1.67%/yr vs 0.73%/yr for FOCKX.
Performance
CHCGX vs. FOCKX - Performance Comparison
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Returns By Period
In the year-to-date period, CHCGX achieves a 2.82% return, which is significantly lower than FOCKX's 27.09% return. Over the past 10 years, CHCGX has underperformed FOCKX with an annualized return of 11.28%, while FOCKX has yielded a comparatively higher 23.46% annualized return.
CHCGX
- 1D
- -0.77%
- 1M
- 0.47%
- YTD
- 2.82%
- 6M
- 1.83%
- 1Y
- 16.80%
- 3Y*
- 13.58%
- 5Y*
- 4.25%
- 10Y*
- 11.28%
FOCKX
- 1D
- -1.91%
- 1M
- 3.82%
- YTD
- 27.09%
- 6M
- 26.38%
- 1Y
- 56.90%
- 3Y*
- 34.24%
- 5Y*
- 18.15%
- 10Y*
- 23.46%
CHCGX vs. FOCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHCGX Chesapeake Growth Fund | 2.82% | 16.21% | 10.98% | 24.70% | -28.72% | 15.48% | 24.23% | 27.99% | -1.74% | 23.65% |
FOCKX Fidelity OTC Portfolio Class K | 27.09% | 22.28% | 38.91% | 42.92% | -32.07% | 25.06% | 46.83% | 39.36% | -3.18% | 38.78% |
Correlation
The correlation between CHCGX and FOCKX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 9, 2008 | 0.92 |
The correlation between CHCGX and FOCKX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
CHCGX vs. FOCKX — Risk / Return Rank
CHCGX
FOCKX
CHCGX vs. FOCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chesapeake Growth Fund (CHCGX) and Fidelity OTC Portfolio Class K (FOCKX). 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.
| CHCGX | FOCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.50 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.33 | 5.18 | -3.84 |
| Martin ratioReturn relative to average drawdown | 5.19 | 21.92 | -16.73 |
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Drawdowns
CHCGX vs. FOCKX - Drawdown Comparison
The maximum CHCGX drawdown since its inception was -60.09%, which is greater than FOCKX's maximum drawdown of -53.33%. Use the drawdown chart below to compare losses from any high point for CHCGX and FOCKX.
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Drawdown Indicators
| CHCGX | FOCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.09% | -53.33% | -6.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.44% | -11.28% | -2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.34% | -24.83% | +5.49% |
Max Drawdown (5Y)Largest decline over 5 years | -33.28% | -36.97% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -33.28% | -36.97% | +3.69% |
Current DrawdownCurrent decline from peak | -1.24% | -2.01% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -14.40% | -8.36% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.65% | +0.80% |
Volatility
CHCGX vs. FOCKX - Volatility Comparison
The current volatility for Chesapeake Growth Fund (CHCGX) is 4.58%, while Fidelity OTC Portfolio Class K (FOCKX) has a volatility of 8.99%. This indicates that CHCGX experiences smaller price fluctuations and is considered to be less risky than FOCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHCGX | FOCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 8.99% | -4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 16.00% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 19.60% | -6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.35% | 22.97% | -4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 22.59% | -3.76% |
CHCGX vs. FOCKX - Expense Ratio Comparison
CHCGX has a 1.67% expense ratio, which is higher than FOCKX's 0.73% expense ratio.
Dividends
CHCGX vs. FOCKX - Dividend Comparison
CHCGX's dividend yield for the trailing twelve months is around 7.44%, more than FOCKX's 5.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHCGX Chesapeake Growth Fund | 7.44% | 7.65% | 1.51% | 0.00% | 0.00% | 5.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FOCKX Fidelity OTC Portfolio Class K | 5.94% | 7.56% | 16.42% | 0.09% | 3.97% | 11.34% | 6.18% | 7.49% | 7.81% | 4.85% | 3.25% | 5.42% |
Frequently Asked Questions
CHCGX and FOCKX 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.
FOCKX has higher volatility (8.99%) compared to CHCGX (4.58%). In terms of maximum drawdown, CHCGX dropped -60.09% vs FOCKX's -53.33%.
FOCKX currently has the higher Sharpe Ratio (2.99 vs 1.34), 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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