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

Correlation

The correlation between FBGRX and DXSLX is 0.91, 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

FBGRX vs. DXSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund (FBGRX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FBGRX:

0.03

DXSLX:

0.02

Sortino Ratio

FBGRX:

0.24

DXSLX:

0.32

Omega Ratio

FBGRX:

1.03

DXSLX:

1.05

Calmar Ratio

FBGRX:

0.03

DXSLX:

0.05

Martin Ratio

FBGRX:

0.10

DXSLX:

0.14

Ulcer Index

FBGRX:

9.10%

DXSLX:

12.31%

Daily Std Dev

FBGRX:

28.18%

DXSLX:

36.31%

Max Drawdown

FBGRX:

-57.42%

DXSLX:

-89.55%

Current Drawdown

FBGRX:

-14.48%

DXSLX:

-21.17%

Returns By Period

In the year-to-date period, FBGRX achieves a -10.27% return, which is significantly lower than DXSLX's -7.97% return. Over the past 10 years, FBGRX has underperformed DXSLX with an annualized return of 11.59%, while DXSLX has yielded a comparatively higher 12.76% annualized return.


FBGRX

YTD

-10.27%

1M

4.18%

6M

-9.66%

1Y

0.94%

5Y*

12.61%

10Y*

11.59%

DXSLX

YTD

-7.97%

1M

6.38%

6M

-19.23%

1Y

0.81%

5Y*

18.85%

10Y*

12.76%

*Annualized

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FBGRX vs. DXSLX - Expense Ratio Comparison

FBGRX has a 0.79% expense ratio, which is lower than DXSLX's 1.35% expense ratio.


Risk-Adjusted Performance

FBGRX vs. DXSLX — Risk-Adjusted Performance Rank

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

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 2525
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2323
Martin Ratio Rank

DXSLX
The Risk-Adjusted Performance Rank of DXSLX is 2727
Overall Rank
The Sharpe Ratio Rank of DXSLX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DXSLX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DXSLX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of DXSLX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DXSLX is 2424
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.

FBGRX vs. DXSLX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Direxion Monthly S&P 500 Bull 1.75X Fund (DXSLX). 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.


The current FBGRX Sharpe Ratio is 0.03, which is higher than the DXSLX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FBGRX and DXSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FBGRX vs. DXSLX - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 0.26%, less than DXSLX's 1.99% yield.


TTM20242023202220212020201920182017201620152014
FBGRX
Fidelity Blue Chip Growth Fund
0.26%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%
DXSLX
Direxion Monthly S&P 500 Bull 1.75X Fund
1.99%0.52%0.00%0.00%0.00%0.69%0.00%0.01%0.00%0.00%0.00%0.00%

Drawdowns

FBGRX vs. DXSLX - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -57.42%, smaller than the maximum DXSLX drawdown of -89.55%. Use the drawdown chart below to compare losses from any high point for FBGRX and DXSLX. For additional features, visit the drawdowns tool.


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Volatility

FBGRX vs. DXSLX - Volatility Comparison


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