CSM vs. FBGRX
Compare and contrast key facts about Proshares Large Cap Core Plus (CSM) and Fidelity Blue Chip Growth Fund (FBGRX).
CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009. FBGRX is managed by Fidelity. It was launched on Dec 31, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSM or FBGRX.
Key characteristics
| CSM | FBGRX | |
|---|---|---|
| YTD Return | 25.28% | 37.01% |
| 1Y Return | 35.03% | 45.84% |
| 3Y Return (Ann) | 9.17% | 7.04% |
| 5Y Return (Ann) | 14.17% | 18.33% |
| 10Y Return (Ann) | 12.09% | 14.09% |
| Sharpe Ratio | 2.99 | 2.54 |
| Sortino Ratio | 3.97 | 3.28 |
| Omega Ratio | 1.55 | 1.46 |
| Calmar Ratio | 4.30 | 2.74 |
| Martin Ratio | 17.84 | 12.37 |
| Ulcer Index | 2.13% | 3.97% |
| Daily Std Dev | 12.71% | 19.31% |
| Max Drawdown | -36.12% | -57.42% |
| Current Drawdown | -0.28% | -0.48% |
Correlation
The correlation between CSM and FBGRX 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.
Performance
CSM vs. FBGRX - Performance Comparison
In the year-to-date period, CSM achieves a 25.28% return, which is significantly lower than FBGRX's 37.01% return. Over the past 10 years, CSM has underperformed FBGRX with an annualized return of 12.09%, while FBGRX has yielded a comparatively higher 14.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSM vs. FBGRX - Expense Ratio Comparison
CSM has a 0.45% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Risk-Adjusted Performance
CSM vs. FBGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and Fidelity Blue Chip Growth Fund (FBGRX). 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.
Dividends
CSM vs. FBGRX - Dividend Comparison
CSM's dividend yield for the trailing twelve months is around 1.02%, less than FBGRX's 5.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSM Proshares Large Cap Core Plus | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
FBGRX Fidelity Blue Chip Growth Fund | 5.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 0.09% | 0.22% | 5.07% | 6.08% | 7.80% |
Drawdowns
CSM vs. FBGRX - Drawdown Comparison
The maximum CSM drawdown since its inception was -36.12%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for CSM and FBGRX. For additional features, visit the drawdowns tool.
Volatility
CSM vs. FBGRX - Volatility Comparison
The current volatility for Proshares Large Cap Core Plus (CSM) is 4.09%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.25%. This indicates that CSM experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.