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

Performance

FAGKX vs. FMCSX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
20.21%
8.48%
FAGKX
FMCSX

Returns By Period

In the year-to-date period, FAGKX achieves a 36.47% return, which is significantly higher than FMCSX's 15.61% return. Over the past 10 years, FAGKX has outperformed FMCSX with an annualized return of 9.63%, while FMCSX has yielded a comparatively lower 3.65% annualized return.


FAGKX

YTD

36.47%

1M

12.33%

6M

20.21%

1Y

46.07%

5Y (annualized)

9.27%

10Y (annualized)

9.63%

FMCSX

YTD

15.61%

1M

7.18%

6M

8.48%

1Y

22.64%

5Y (annualized)

6.13%

10Y (annualized)

3.65%

Key characteristics


FAGKXFMCSX
Sharpe Ratio2.801.47
Sortino Ratio3.741.94
Omega Ratio1.481.27
Calmar Ratio1.531.53
Martin Ratio16.655.40
Ulcer Index2.77%4.19%
Daily Std Dev16.44%15.43%
Max Drawdown-54.37%-62.17%
Current Drawdown0.00%0.00%

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FAGKX vs. FMCSX - Expense Ratio Comparison

FAGKX has a 0.52% expense ratio, which is lower than FMCSX's 0.85% expense ratio.


FMCSX
Fidelity Mid-Cap Stock Fund
Expense ratio chart for FMCSX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for FAGKX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Correlation

-0.50.00.51.00.9

The correlation between FAGKX and FMCSX is 0.86, 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.

Risk-Adjusted Performance

FAGKX vs. FMCSX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FAGKX, currently valued at 2.80, compared to the broader market-1.000.001.002.003.004.005.002.801.47
The chart of Sortino ratio for FAGKX, currently valued at 3.74, compared to the broader market0.005.0010.003.741.94
The chart of Omega ratio for FAGKX, currently valued at 1.48, compared to the broader market1.002.003.004.001.481.27
The chart of Calmar ratio for FAGKX, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.001.531.53
The chart of Martin ratio for FAGKX, currently valued at 16.65, compared to the broader market0.0020.0040.0060.0080.00100.0016.655.40
FAGKX
FMCSX

The current FAGKX Sharpe Ratio is 2.80, which is higher than the FMCSX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of FAGKX and FMCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.80
1.47
FAGKX
FMCSX

Dividends

FAGKX vs. FMCSX - Dividend Comparison

FAGKX's dividend yield for the trailing twelve months is around 0.12%, less than FMCSX's 0.76% yield.


TTM20232022202120202019201820172016201520142013
FAGKX
Fidelity Growth Strategies Fund Class K
0.12%0.16%0.00%0.00%0.00%0.54%0.90%0.50%0.68%0.29%0.92%0.38%
FMCSX
Fidelity Mid-Cap Stock Fund
0.76%0.92%0.73%1.15%1.14%0.98%0.94%0.57%0.77%9.86%10.28%3.30%

Drawdowns

FAGKX vs. FMCSX - Drawdown Comparison

The maximum FAGKX drawdown since its inception was -54.37%, smaller than the maximum FMCSX drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for FAGKX and FMCSX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
FAGKX
FMCSX

Volatility

FAGKX vs. FMCSX - Volatility Comparison

Fidelity Growth Strategies Fund Class K (FAGKX) has a higher volatility of 6.77% compared to Fidelity Mid-Cap Stock Fund (FMCSX) at 4.71%. This indicates that FAGKX's price experiences larger fluctuations and is considered to be riskier than FMCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
4.71%
FAGKX
FMCSX