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CHCLX vs. FDEGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHCLX and FDEGX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

CHCLX vs. FDEGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Discovery Growth Fund (CHCLX) and Fidelity Growth Strategies Fund (FDEGX). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%1,200.00%SeptemberOctoberNovemberDecember2025February
96.35%
1,048.67%
CHCLX
FDEGX

Key characteristics

Sharpe Ratio

CHCLX:

1.15

FDEGX:

1.25

Sortino Ratio

CHCLX:

1.65

FDEGX:

1.66

Omega Ratio

CHCLX:

1.20

FDEGX:

1.24

Calmar Ratio

CHCLX:

0.56

FDEGX:

1.08

Martin Ratio

CHCLX:

5.22

FDEGX:

4.78

Ulcer Index

CHCLX:

4.21%

FDEGX:

5.17%

Daily Std Dev

CHCLX:

19.13%

FDEGX:

19.75%

Max Drawdown

CHCLX:

-75.96%

FDEGX:

-85.76%

Current Drawdown

CHCLX:

-25.69%

FDEGX:

-8.40%

Returns By Period

In the year-to-date period, CHCLX achieves a 4.76% return, which is significantly lower than FDEGX's 9.16% return. Over the past 10 years, CHCLX has underperformed FDEGX with an annualized return of 3.14%, while FDEGX has yielded a comparatively higher 8.51% annualized return.


CHCLX

YTD

4.76%

1M

3.18%

6M

15.90%

1Y

18.80%

5Y*

1.97%

10Y*

3.14%

FDEGX

YTD

9.16%

1M

7.40%

6M

18.75%

1Y

22.30%

5Y*

6.95%

10Y*

8.51%

*Annualized

Compare stocks, funds, or ETFs

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


CHCLX vs. FDEGX - Expense Ratio Comparison

CHCLX has a 0.91% expense ratio, which is higher than FDEGX's 0.63% expense ratio.


CHCLX
AB Discovery Growth Fund
Expense ratio chart for CHCLX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%
Expense ratio chart for FDEGX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

CHCLX vs. FDEGX — Risk-Adjusted Performance Rank

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

CHCLX
The Risk-Adjusted Performance Rank of CHCLX is 5353
Overall Rank
The Sharpe Ratio Rank of CHCLX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of CHCLX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CHCLX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CHCLX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of CHCLX is 6161
Martin Ratio Rank

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 6161
Overall Rank
The Sharpe Ratio Rank of FDEGX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHCLX vs. FDEGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Discovery Growth Fund (CHCLX) and Fidelity Growth Strategies Fund (FDEGX). 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.


Sharpe ratio
The chart of Sharpe ratio for CHCLX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.151.25
The chart of Sortino ratio for CHCLX, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.0012.001.651.66
The chart of Omega ratio for CHCLX, currently valued at 1.20, compared to the broader market1.002.003.004.001.201.24
The chart of Calmar ratio for CHCLX, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.561.08
The chart of Martin ratio for CHCLX, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.005.224.78
CHCLX
FDEGX

The current CHCLX Sharpe Ratio is 1.15, which is comparable to the FDEGX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CHCLX and FDEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.15
1.25
CHCLX
FDEGX

Dividends

CHCLX vs. FDEGX - Dividend Comparison

Neither CHCLX nor FDEGX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CHCLX
AB Discovery Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%0.05%0.00%0.00%0.00%0.44%0.75%0.38%0.54%0.13%0.59%

Drawdowns

CHCLX vs. FDEGX - Drawdown Comparison

The maximum CHCLX drawdown since its inception was -75.96%, smaller than the maximum FDEGX drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for CHCLX and FDEGX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.69%
-8.40%
CHCLX
FDEGX

Volatility

CHCLX vs. FDEGX - Volatility Comparison

AB Discovery Growth Fund (CHCLX) and Fidelity Growth Strategies Fund (FDEGX) have volatilities of 6.06% and 6.34%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
6.06%
6.34%
CHCLX
FDEGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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