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DEEP vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DEEPFBGRX
YTD Return-6.47%9.30%
1Y Return9.06%43.73%
3Y Return (Ann)0.47%5.46%
5Y Return (Ann)3.04%17.97%
Sharpe Ratio0.422.47
Daily Std Dev19.84%17.87%
Max Drawdown-51.92%-57.42%
Current Drawdown-9.51%-6.58%

Correlation

-0.50.00.51.00.6

The correlation between DEEP and FBGRX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

DEEP vs. FBGRX - Performance Comparison

In the year-to-date period, DEEP achieves a -6.47% return, which is significantly lower than FBGRX's 9.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
79.05%
332.73%
DEEP
FBGRX

Compare stocks, funds, or ETFs

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


Roundhill Acquirers Deep Value ETF

Fidelity Blue Chip Growth Fund

DEEP vs. FBGRX - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


DEEP
Roundhill Acquirers Deep Value ETF
Expense ratio chart for DEEP: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

DEEP vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.


DEEP
Sharpe ratio
The chart of Sharpe ratio for DEEP, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for DEEP, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.000.76
Omega ratio
The chart of Omega ratio for DEEP, currently valued at 1.09, compared to the broader market1.001.502.001.09
Calmar ratio
The chart of Calmar ratio for DEEP, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.000.39
Martin ratio
The chart of Martin ratio for DEEP, currently valued at 1.43, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.43
FBGRX
Sharpe ratio
The chart of Sharpe ratio for FBGRX, currently valued at 2.47, compared to the broader market-1.000.001.002.003.004.002.47
Sortino ratio
The chart of Sortino ratio for FBGRX, currently valued at 3.36, compared to the broader market-2.000.002.004.006.008.003.36
Omega ratio
The chart of Omega ratio for FBGRX, currently valued at 1.42, compared to the broader market1.001.502.001.42
Calmar ratio
The chart of Calmar ratio for FBGRX, currently valued at 1.35, compared to the broader market0.002.004.006.008.0010.001.35
Martin ratio
The chart of Martin ratio for FBGRX, currently valued at 12.56, compared to the broader market0.0010.0020.0030.0040.0050.0060.0012.56

DEEP vs. FBGRX - Sharpe Ratio Comparison

The current DEEP Sharpe Ratio is 0.42, which is lower than the FBGRX Sharpe Ratio of 2.47. The chart below compares the 12-month rolling Sharpe Ratio of DEEP and FBGRX.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
0.42
2.47
DEEP
FBGRX

Dividends

DEEP vs. FBGRX - Dividend Comparison

DEEP's dividend yield for the trailing twelve months is around 1.75%, more than FBGRX's 0.85% yield.


TTM20232022202120202019201820172016201520142013
DEEP
Roundhill Acquirers Deep Value ETF
1.75%1.67%1.28%1.43%4.03%3.49%2.78%2.01%3.14%3.98%0.42%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
0.85%0.93%0.57%8.73%6.40%3.70%6.32%4.28%4.05%5.07%6.08%7.80%

Drawdowns

DEEP vs. FBGRX - Drawdown Comparison

The maximum DEEP drawdown since its inception was -51.92%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for DEEP and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.51%
-6.58%
DEEP
FBGRX

Volatility

DEEP vs. FBGRX - Volatility Comparison

Roundhill Acquirers Deep Value ETF (DEEP) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 5.27% and 5.20%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.27%
5.20%
DEEP
FBGRX