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FAGKX vs. POAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FAGKX vs. POAGX - Performance Comparison

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

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FAGKX vs. POAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FAGKX
Fidelity Growth Strategies Fund Class K
-3.18%3.13%17.83%21.07%-26.41%21.43%29.49%36.75%-6.77%21.07%
POAGX
PrimeCap Odyssey Aggressive Growth Fund
-6.55%28.68%12.56%25.02%-24.25%4.02%29.17%23.52%-7.10%33.60%

Returns By Period

In the year-to-date period, FAGKX achieves a -3.18% return, which is significantly higher than POAGX's -6.55% return. Over the past 10 years, FAGKX has underperformed POAGX with an annualized return of 10.08%, while POAGX has yielded a comparatively higher 12.72% annualized return.


FAGKX

1D
4.36%
1M
-8.29%
YTD
-3.18%
6M
-14.14%
1Y
7.22%
3Y*
9.58%
5Y*
4.48%
10Y*
10.08%

POAGX

1D
4.56%
1M
-7.93%
YTD
-6.55%
6M
-0.22%
1Y
30.59%
3Y*
15.20%
5Y*
4.33%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FAGKX vs. POAGX - Expense Ratio Comparison

FAGKX has a 0.52% expense ratio, which is lower than POAGX's 0.65% expense ratio.


Return for Risk

FAGKX vs. POAGX — Risk / Return Rank

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

FAGKX
FAGKX Risk / Return Rank: 1111
Overall Rank
FAGKX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
FAGKX Sortino Ratio Rank: 1111
Sortino Ratio Rank
FAGKX Omega Ratio Rank: 1212
Omega Ratio Rank
FAGKX Calmar Ratio Rank: 1010
Calmar Ratio Rank
FAGKX Martin Ratio Rank: 1010
Martin Ratio Rank

POAGX
POAGX Risk / Return Rank: 7070
Overall Rank
POAGX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
POAGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
POAGX Omega Ratio Rank: 6565
Omega Ratio Rank
POAGX Calmar Ratio Rank: 7272
Calmar Ratio Rank
POAGX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FAGKX vs. POAGX - Risk-Adjusted Trends Comparison

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


FAGKXPOAGXDifference

Sharpe ratio

Return per unit of total volatility

0.32

1.25

-0.93

Sortino ratio

Return per unit of downside risk

0.61

1.81

-1.20

Omega ratio

Gain probability vs. loss probability

1.09

1.25

-0.17

Calmar ratio

Return relative to maximum drawdown

0.29

1.73

-1.44

Martin ratio

Return relative to average drawdown

0.84

7.07

-6.24

FAGKX vs. POAGX - Sharpe Ratio Comparison

The current FAGKX Sharpe Ratio is 0.32, which is lower than the POAGX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FAGKX and POAGX, 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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Sharpe Ratios by Period


FAGKXPOAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

1.25

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.19

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.56

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.58

-0.20

Correlation

The correlation between FAGKX and POAGX is 0.87, 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.


Dividends

FAGKX vs. POAGX - Dividend Comparison

FAGKX has not paid dividends to shareholders, while POAGX's dividend yield for the trailing twelve months is around 14.18%.


TTM20252024202320222021202020192018201720162015
FAGKX
Fidelity Growth Strategies Fund Class K
0.00%0.00%0.00%0.16%0.00%13.99%8.30%3.73%0.90%0.05%0.72%0.29%
POAGX
PrimeCap Odyssey Aggressive Growth Fund
14.18%13.25%9.90%5.54%10.78%5.93%7.84%5.33%7.82%0.86%16.63%12.52%

Drawdowns

FAGKX vs. POAGX - Drawdown Comparison

The maximum FAGKX drawdown since its inception was -54.37%, roughly equal to the maximum POAGX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for FAGKX and POAGX.


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Drawdown Indicators


FAGKXPOAGXDifference

Max Drawdown

Largest peak-to-trough decline

-54.37%

-55.77%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-20.29%

-16.87%

-3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-36.57%

-38.80%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-36.57%

-38.80%

+2.23%

Current Drawdown

Current decline from peak

-16.81%

-13.08%

-3.73%

Average Drawdown

Average peak-to-trough decline

-10.12%

-9.58%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

4.13%

+2.98%

Volatility

FAGKX vs. POAGX - Volatility Comparison

Fidelity Growth Strategies Fund Class K (FAGKX) and PrimeCap Odyssey Aggressive Growth Fund (POAGX) have volatilities of 8.97% and 8.65%, 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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Volatility by Period


FAGKXPOAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.97%

8.65%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

15.69%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

26.86%

24.15%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.38%

22.65%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

22.75%

-0.74%