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FBCG vs. DARP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBCG vs. DARP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth ETF (FBCG) and Grizzle Growth ETF (DARP). The values are adjusted to include any dividend payments, if applicable.

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FBCG vs. DARP - Yearly Performance Comparison


2026 (YTD)202520242023
FBCG
Fidelity Blue Chip Growth ETF
-7.08%18.60%39.05%11.92%
DARP
Grizzle Growth ETF
4.29%40.19%24.63%6.25%

Returns By Period

In the year-to-date period, FBCG achieves a -7.08% return, which is significantly lower than DARP's 4.29% return.


FBCG

1D
1.68%
1M
-3.96%
YTD
-7.08%
6M
-5.08%
1Y
26.17%
3Y*
26.11%
5Y*
11.35%
10Y*

DARP

1D
3.09%
1M
-6.88%
YTD
4.29%
6M
13.93%
1Y
64.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBCG vs. DARP - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is lower than DARP's 0.75% expense ratio.


Return for Risk

FBCG vs. DARP — Risk / Return Rank

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

FBCG
FBCG Risk / Return Rank: 6060
Overall Rank
FBCG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 5959
Sortino Ratio Rank
FBCG Omega Ratio Rank: 5757
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6262
Martin Ratio Rank

DARP
DARP Risk / Return Rank: 9393
Overall Rank
DARP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DARP Sortino Ratio Rank: 9292
Sortino Ratio Rank
DARP Omega Ratio Rank: 9191
Omega Ratio Rank
DARP Calmar Ratio Rank: 9595
Calmar Ratio Rank
DARP Martin Ratio Rank: 9696
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.

FBCG vs. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Grizzle Growth ETF (DARP). 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.


FBCGDARPDifference

Sharpe ratio

Return per unit of total volatility

1.00

2.19

-1.19

Sortino ratio

Return per unit of downside risk

1.57

2.73

-1.16

Omega ratio

Gain probability vs. loss probability

1.22

1.39

-0.17

Calmar ratio

Return relative to maximum drawdown

1.82

3.97

-2.15

Martin ratio

Return relative to average drawdown

6.44

16.42

-9.98

FBCG vs. DARP - Sharpe Ratio Comparison

The current FBCG Sharpe Ratio is 1.00, which is lower than the DARP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FBCG and DARP, 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


FBCGDARPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.19

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.11

-0.43

Correlation

The correlation between FBCG and DARP is 0.88, 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

FBCG vs. DARP - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.05%, less than DARP's 0.42% yield.


TTM202520242023202220212020
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%
DARP
Grizzle Growth ETF
0.42%0.43%1.93%0.32%0.00%0.00%0.00%

Drawdowns

FBCG vs. DARP - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for FBCG and DARP.


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Drawdown Indicators


FBCGDARPDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-30.27%

-13.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-15.92%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

Current Drawdown

Current decline from peak

-9.60%

-9.09%

-0.51%

Average Drawdown

Average peak-to-trough decline

-11.78%

-4.84%

-6.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.85%

+0.43%

Volatility

FBCG vs. DARP - Volatility Comparison

The current volatility for Fidelity Blue Chip Growth ETF (FBCG) is 8.39%, while Grizzle Growth ETF (DARP) has a volatility of 9.51%. This indicates that FBCG experiences smaller price fluctuations and is considered to be less risky than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBCGDARPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

9.51%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

19.28%

-4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

29.51%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

26.42%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

26.42%

-0.50%