EGFIX vs. FDGRX
EGFIX (Edgewood Growth Fund) and FDGRX (Fidelity Growth Company Fund) are both Large Cap Growth Equities funds. Over the past 10 years, EGFIX returned 12.37%/yr vs 21.52%/yr for FDGRX. Their correlation of 0.90 means they have usually moved in the same direction. EGFIX charges 1.00%/yr vs 0.52%/yr for FDGRX.
Performance
EGFIX vs. FDGRX - Performance Comparison
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Returns By Period
In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than FDGRX's 15.01% return. Over the past 10 years, EGFIX has underperformed FDGRX with an annualized return of 12.37%, while FDGRX has yielded a comparatively higher 21.52% annualized return.
EGFIX
- 1D
- -0.23%
- 1M
- -4.81%
- 6M
- -3.08%
- YTD
- -6.49%
- 1Y
- -4.35%
- 3Y*
- 8.14%
- 5Y*
- -0.45%
- 10Y*
- 12.37%
- ALL TIME*
- 10.82%
FDGRX
- 1D
- 2.88%
- 1M
- -4.50%
- 6M
- 12.24%
- YTD
- 15.01%
- 1Y
- 27.79%
- 3Y*
- 25.32%
- 5Y*
- 13.97%
- 10Y*
- 21.52%
- ALL TIME*
- 14.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EGFIX Edgewood Growth Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
EGFIX vs. FDGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | -6.49% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
FDGRX Fidelity Growth Company Fund | 15.01% | 18.54% | 37.18% | 47.25% | -33.86% | 22.57% | 67.42% | 38.40% | -4.14% | 36.76% |
Correlation
The correlation between EGFIX and FDGRX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.80 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2006 | 0.90 |
Over the past year, the correlation between EGFIX and FDGRX has dropped to 0.68 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
EGFIX vs. FDGRX — Risk / Return Rank
EGFIX
FDGRX
EGFIX vs. FDGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and Fidelity Growth Company Fund (FDGRX). 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.
| EGFIX | FDGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.64 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.04 | -2.43 |
| Martin ratioReturn relative to average drawdown | -0.97 | 6.83 | -7.79 |
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Drawdowns
EGFIX vs. FDGRX - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for EGFIX and FDGRX.
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Drawdown Indicators
| EGFIX | FDGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -71.62% | +19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -12.60% | -5.72% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -26.19% | -3.96% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -40.25% | -9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -40.25% | -9.17% |
Current DrawdownCurrent decline from peak | -15.42% | -7.06% | -8.36% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -15.86% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.74% | +3.79% |
Volatility
EGFIX vs. FDGRX - Volatility Comparison
The current volatility for Edgewood Growth Fund (EGFIX) is 4.36%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.23%. This indicates that EGFIX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGFIX | FDGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 6.23% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 15.89% | -0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 20.62% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 24.26% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 23.50% | +0.08% |
EGFIX vs. FDGRX - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is higher than FDGRX's 0.52% expense ratio.
Dividends
EGFIX vs. FDGRX - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, while FDGRX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 920.20% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 8.86% | 3.83% | 7.20% | 10.67% | 8.86% | 3.84% | 6.38% | 4.73% | 6.16% | 3.92% |
Frequently Asked Questions
EGFIX and FDGRX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDGRX has higher volatility (6.23%) compared to EGFIX (4.36%). In terms of maximum drawdown, EGFIX dropped -52.01% vs FDGRX's -71.62%.
FDGRX currently has the higher Sharpe Ratio (1.24 vs -0.39), 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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