DMA vs. FBCKX
DMA (Dimensional Managed Account Fund) and FBCKX (Fidelity Advisor Blue Chip Growth Fund Class Z) are both Diversified Portfolio funds. Over the past year, DMA returned -1.92% vs 40.81% for FBCKX. At a 0.34 correlation, their price movements are largely independent. DMA charges 0.03%/yr vs 0.61%/yr for FBCKX.
Performance
DMA vs. FBCKX - Performance Comparison
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Returns By Period
In the year-to-date period, DMA achieves a -10.88% return, which is significantly lower than FBCKX's 16.87% return.
DMA
- 1D
- -0.64%
- 1M
- 5.07%
- YTD
- -10.88%
- 6M
- -11.28%
- 1Y
- -1.92%
- 3Y*
- 22.10%
- 5Y*
- —
- 10Y*
- —
FBCKX
- 1D
- -1.86%
- 1M
- 2.84%
- YTD
- 16.87%
- 6M
- 15.64%
- 1Y
- 40.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DMA vs. FBCKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DMA Dimensional Managed Account Fund | -10.88% | 16.89% | 1.13% |
FBCKX Fidelity Advisor Blue Chip Growth Fund Class Z | 16.87% | 19.99% | 7.26% |
Correlation
The correlation between DMA and FBCKX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | 0.34 |
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Return for Risk
DMA vs. FBCKX — Risk / Return Rank
DMA
FBCKX
DMA vs. FBCKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Managed Account Fund (DMA) and Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX). 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.
| DMA | FBCKX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 3.32 | -3.43 |
| Martin ratioReturn relative to average drawdown | -0.29 | 13.71 | -14.00 |
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Drawdowns
DMA vs. FBCKX - Drawdown Comparison
The maximum DMA drawdown since its inception was -53.24%, which is greater than FBCKX's maximum drawdown of -27.06%. Use the drawdown chart below to compare losses from any high point for DMA and FBCKX.
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Drawdown Indicators
| DMA | FBCKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -27.06% | -26.18% |
Max Drawdown (1Y)Largest decline over 1 year | -18.34% | -12.63% | -5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.34% | — | — |
Current DrawdownCurrent decline from peak | -12.47% | -2.20% | -10.27% |
Average DrawdownAverage peak-to-trough decline | -25.67% | -3.98% | -21.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 3.05% | +3.51% |
Volatility
DMA vs. FBCKX - Volatility Comparison
Dimensional Managed Account Fund (DMA) and Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) have volatilities of 8.23% and 8.03%, 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
| DMA | FBCKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 8.03% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 13.45% | 14.72% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.21% | 18.84% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.24% | 24.25% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.24% | 24.25% | +2.99% |
DMA vs. FBCKX - Expense Ratio Comparison
DMA has a 0.03% expense ratio, which is lower than FBCKX's 0.61% expense ratio.
Dividends
DMA vs. FBCKX - Dividend Comparison
DMA's dividend yield for the trailing twelve months is around 16.60%, more than FBCKX's 1.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DMA Dimensional Managed Account Fund | 16.60% | 9.42% | 3.83% | 5.22% | 10.14% |
FBCKX Fidelity Advisor Blue Chip Growth Fund Class Z | 1.63% | 1.90% | 2.12% | 0.00% | 0.00% |
Frequently Asked Questions
DMA and FBCKX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DMA has higher volatility (8.23%) compared to FBCKX (8.03%). In terms of maximum drawdown, DMA dropped -53.24% vs FBCKX's -27.06%.
FBCKX currently has the higher Sharpe Ratio (2.23 vs -0.13), 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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