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FBCG vs. DOXFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBCG and DOXFX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

FBCG vs. DOXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth ETF (FBCG) and Dodge & Cox International Stock X (DOXFX). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
54.42%
33.26%
FBCG
DOXFX

Key characteristics

Sharpe Ratio

FBCG:

0.33

DOXFX:

0.83

Sortino Ratio

FBCG:

0.65

DOXFX:

1.19

Omega Ratio

FBCG:

1.09

DOXFX:

1.16

Calmar Ratio

FBCG:

0.34

DOXFX:

0.91

Martin Ratio

FBCG:

1.14

DOXFX:

2.63

Ulcer Index

FBCG:

8.34%

DOXFX:

4.97%

Daily Std Dev

FBCG:

29.15%

DOXFX:

15.83%

Max Drawdown

FBCG:

-43.56%

DOXFX:

-19.24%

Current Drawdown

FBCG:

-16.98%

DOXFX:

-2.76%

Returns By Period

In the year-to-date period, FBCG achieves a -12.60% return, which is significantly lower than DOXFX's 10.92% return.


FBCG

YTD

-12.60%

1M

-2.08%

6M

-7.76%

1Y

7.43%

5Y*

N/A

10Y*

N/A

DOXFX

YTD

10.92%

1M

-0.86%

6M

4.29%

1Y

12.20%

5Y*

N/A

10Y*

N/A

*Annualized

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FBCG vs. DOXFX - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is higher than DOXFX's 0.52% expense ratio.


Expense ratio chart for FBCG: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCG: 0.59%
Expense ratio chart for DOXFX: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DOXFX: 0.52%

Risk-Adjusted Performance

FBCG vs. DOXFX — Risk-Adjusted Performance Rank

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

FBCG
The Risk-Adjusted Performance Rank of FBCG is 4848
Overall Rank
The Sharpe Ratio Rank of FBCG is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 4646
Martin Ratio Rank

DOXFX
The Risk-Adjusted Performance Rank of DOXFX is 7373
Overall Rank
The Sharpe Ratio Rank of DOXFX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DOXFX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DOXFX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of DOXFX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DOXFX is 6868
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.

FBCG vs. DOXFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Dodge & Cox International Stock X (DOXFX). 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 chart of Sharpe ratio for FBCG, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.00
FBCG: 0.33
DOXFX: 0.83
The chart of Sortino ratio for FBCG, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
FBCG: 0.65
DOXFX: 1.19
The chart of Omega ratio for FBCG, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
FBCG: 1.09
DOXFX: 1.16
The chart of Calmar ratio for FBCG, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
FBCG: 0.34
DOXFX: 0.91
The chart of Martin ratio for FBCG, currently valued at 1.14, compared to the broader market0.0020.0040.0060.00
FBCG: 1.14
DOXFX: 2.63

The current FBCG Sharpe Ratio is 0.33, which is lower than the DOXFX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FBCG and DOXFX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.33
0.83
FBCG
DOXFX

Dividends

FBCG vs. DOXFX - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.14%, less than DOXFX's 2.13% yield.


TTM20242023202220212020
FBCG
Fidelity Blue Chip Growth ETF
0.14%0.12%0.02%0.00%0.00%0.01%
DOXFX
Dodge & Cox International Stock X
2.13%2.36%2.38%2.30%0.00%0.00%

Drawdowns

FBCG vs. DOXFX - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than DOXFX's maximum drawdown of -19.24%. Use the drawdown chart below to compare losses from any high point for FBCG and DOXFX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.98%
-2.76%
FBCG
DOXFX

Volatility

FBCG vs. DOXFX - Volatility Comparison

Fidelity Blue Chip Growth ETF (FBCG) has a higher volatility of 19.09% compared to Dodge & Cox International Stock X (DOXFX) at 9.84%. This indicates that FBCG's price experiences larger fluctuations and is considered to be riskier than DOXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.09%
9.84%
FBCG
DOXFX