FADMX vs. FBGRX
FADMX (Fidelity Strategic Income Fund) and FBGRX (Fidelity Blue Chip Growth Fund) are both mutual funds - FADMX is a Multisector Bonds fund managed by Fidelity, while FBGRX is a Large Cap Growth Equities fund managed by Fidelity. Over the past 5 years, FADMX returned 2.69%/yr vs 13.72%/yr for FBGRX. Their 0.47 correlation means their historical movements had little consistent relationship. FADMX charges 0.64%/yr vs 0.79%/yr for FBGRX.
Performance
FADMX vs. FBGRX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FADMX achieves a 1.84% return, which is significantly lower than FBGRX's 11.25% return.
FADMX
- 1D
- 0.08%
- 1M
- -1.15%
- 6M
- 1.18%
- YTD
- 1.84%
- 1Y
- 5.59%
- 3Y*
- 7.26%
- 5Y*
- 2.69%
- 10Y*
- —
- ALL TIME*
- 3.85%
FBGRX
- 1D
- 1.00%
- 1M
- -3.22%
- 6M
- 10.82%
- YTD
- 11.25%
- 1Y
- 25.42%
- 3Y*
- 25.85%
- 5Y*
- 13.72%
- 10Y*
- 20.78%
- ALL TIME*
- 13.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FADMX vs. FBGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
FADMX Fidelity Strategic Income Fund | 1.84% | 9.01% | 6.02% | 9.55% | -11.84% | 3.46% | 6.72% | 11.06% | -2.02% |
FBGRX Fidelity Blue Chip Growth Fund | 11.25% | 19.91% | 39.77% | 55.61% | -38.45% | 22.64% | 62.20% | 33.43% | -3.52% |
Correlation
The correlation between FADMX and FBGRX is 0.70, 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. | 0.70 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2018 | 0.47 |
Over the past year, FADMX and FBGRX have become more correlated (0.70) than their long-term average of 0.47, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FADMX vs. FBGRX — Risk / Return Rank
FADMX
FBGRX
FADMX vs. FBGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Strategic Income Fund (FADMX) 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.
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.
| FADMX | FBGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.20 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.78 | +0.40 |
| Martin ratioReturn relative to average drawdown | 8.24 | 6.32 | +1.92 |
Loading charts...
Drawdowns
FADMX vs. FBGRX - Drawdown Comparison
The maximum FADMX drawdown since its inception was -15.98%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FADMX and FBGRX.
Loading charts...
Drawdown Indicators
| FADMX | FBGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.98% | -58.64% | +42.66% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -12.65% | +10.03% |
Max Drawdown (3Y)Largest decline over 3 years | -3.63% | -27.07% | +23.44% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -43.08% | +27.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.08% | — |
Current DrawdownCurrent decline from peak | -1.63% | -6.87% | +5.24% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -12.49% | +9.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.69% | 3.56% | -2.87% |
Volatility
FADMX vs. FBGRX - Volatility Comparison
The current volatility for Fidelity Strategic Income Fund (FADMX) is 0.96%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 6.63%. This indicates that FADMX 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.
Loading charts...
Volatility by Period
| FADMX | FBGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 6.63% | -5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 16.11% | -12.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 20.07% | -16.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.57% | 25.24% | -20.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 23.83% | -19.07% |
FADMX vs. FBGRX - Expense Ratio Comparison
FADMX has a 0.64% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Dividends
FADMX vs. FBGRX - Dividend Comparison
FADMX's dividend yield for the trailing twelve months is around 4.03%, more than FBGRX's 1.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FADMX Fidelity Strategic Income Fund | 4.03% | 4.33% | 4.16% | 4.31% | 2.91% | 4.23% | 3.82% | 4.34% | 2.74% | 0.00% | 0.00% | 0.00% |
FBGRX Fidelity Blue Chip Growth Fund | 1.71% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
Frequently Asked Questions
FADMX and FBGRX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBGRX has higher volatility (6.63%) compared to FADMX (0.96%). In terms of maximum drawdown, FADMX dropped -15.98% vs FBGRX's -58.64%.
FADMX currently has the higher Sharpe Ratio (1.52 vs 1.12), 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.
Find the right allocation for FADMX and FBGRX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer