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FAGKX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FAGKX and FDGRX is 0.89, 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

FAGKX vs. FDGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies Fund Class K (FAGKX) and Fidelity Growth Company Fund (FDGRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FAGKX:

0.70

FDGRX:

0.13

Sortino Ratio

FAGKX:

1.16

FDGRX:

0.37

Omega Ratio

FAGKX:

1.16

FDGRX:

1.05

Calmar Ratio

FAGKX:

0.78

FDGRX:

0.12

Martin Ratio

FAGKX:

2.49

FDGRX:

0.33

Ulcer Index

FAGKX:

8.20%

FDGRX:

11.44%

Daily Std Dev

FAGKX:

27.61%

FDGRX:

28.16%

Max Drawdown

FAGKX:

-54.37%

FDGRX:

-71.50%

Current Drawdown

FAGKX:

-5.59%

FDGRX:

-16.57%

Returns By Period

In the year-to-date period, FAGKX achieves a 4.84% return, which is significantly higher than FDGRX's -5.75% return. Both investments have delivered pretty close results over the past 10 years, with FAGKX having a 11.06% annualized return and FDGRX not far behind at 10.87%.


FAGKX

YTD

4.84%

1M

17.33%

6M

-1.38%

1Y

19.15%

5Y*

14.59%

10Y*

11.06%

FDGRX

YTD

-5.75%

1M

11.89%

6M

-12.88%

1Y

3.68%

5Y*

10.69%

10Y*

10.87%

*Annualized

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FAGKX vs. FDGRX - Expense Ratio Comparison

FAGKX has a 0.52% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


Risk-Adjusted Performance

FAGKX vs. FDGRX — Risk-Adjusted Performance Rank

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

FAGKX
The Risk-Adjusted Performance Rank of FAGKX is 7070
Overall Rank
The Sharpe Ratio Rank of FAGKX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FAGKX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FAGKX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FAGKX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FAGKX is 6666
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 2727
Overall Rank
The Sharpe Ratio Rank of FDGRX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX 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.

FAGKX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund Class K (FAGKX) 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.


The current FAGKX Sharpe Ratio is 0.70, which is higher than the FDGRX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FAGKX and FDGRX, 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

FAGKX vs. FDGRX - Dividend Comparison

Neither FAGKX nor FDGRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FAGKX
Fidelity Growth Strategies Fund Class K
0.00%0.00%0.16%0.00%0.00%0.00%0.54%0.90%0.50%0.68%0.29%0.92%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

Drawdowns

FAGKX vs. FDGRX - Drawdown Comparison

The maximum FAGKX drawdown since its inception was -54.37%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FAGKX and FDGRX. For additional features, visit the drawdowns tool.


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Volatility

FAGKX vs. FDGRX - Volatility Comparison

Fidelity Growth Strategies Fund Class K (FAGKX) and Fidelity Growth Company Fund (FDGRX) have volatilities of 7.97% and 7.91%, 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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