FBCG vs. DRLL

Last updated Aug 6, 2026

FBCG (Fidelity Blue Chip Growth ETF) and DRLL (Strive U.S. Energy ETF) are both exchange-traded funds - FBCG is a Large Cap Growth Equities fund actively managed by Fidelity, while DRLL is a Energy Equities fund tracking the Bloomberg US Energy Select Index. FBCG is actively managed, while DRLL is passively managed. Over the past 3 years, FBCG returned 27.47%/yr vs 11.02%/yr for DRLL. Their 0.14 correlation means their historical movements had little consistent relationship. FBCG charges 0.59%/yr vs 0.41%/yr for DRLL.

Performance

FBCG vs. DRLL - Performance Comparison

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

Returns By Period

In the year-to-date period, FBCG achieves a 14.26% return, which is significantly lower than DRLL's 29.95% return.

FBCG

• 1D: 0.11%
• 1M: 1.41%
• 6M: 18.09%
• YTD: 14.26%
• 1Y: 25.55%
• 3Y*: 27.47%
• 5Y*: 13.51%
• 10Y*: —
• ALL TIME*: 20.20%

DRLL

• 1D: -2.68%
• 1M: 8.84%
• 6M: 11.16%
• YTD: 29.95%
• 1Y: 37.23%
• 3Y*: 11.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 12.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DRLL Strive U.S. Energy ETF	$478.10K	$507.89K	$528.94K
FBCG Fidelity Blue Chip Growth ETF	$43.40M	$37.55M	$38.88M

FBCG vs. DRLL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FBCG Fidelity Blue Chip Growth ETF	14.26%	18.60%	39.05%	57.98%	-17.55%
DRLL Strive U.S. Energy ETF	29.95%	7.74%	0.02%	-1.84%	15.52%

Correlation

The correlation between FBCG and DRLL is -0.24, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.24
Correlation (3Y) Balances recent behavior with more history.	0.00
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022	0.14

The correlation between FBCG and DRLL shifts across timeframes, from -0.24 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

FBCG vs. DRLL - Sectors Allocation Comparison

Sectors	FBCG	DRLL
Technology	52.1%	-
Consumer Cyclical	16.1%	0.9%
Communication Services	15.2%	-
Industrials	5.8%	-
Healthcare	5.6%	-
Financial Services	2.2%	-
Consumer Defensive	1.3%	-
Real Estate	0.6%	-
Basic Materials	0.5%	-
Utilities	0.4%	-
Energy	0.3%	99.1%

Return for Risk

FBCG vs. DRLL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBCG

FBCG Risk / Return Rank: 43
FBCG Sharpe Ratio Rank: 43
FBCG Sortino Ratio Rank: 42
FBCG Omega Ratio Rank: 41
FBCG Calmar Ratio Rank: 42
FBCG Martin Ratio Rank: 46

DRLL

DRLL Risk / Return Rank: 53
DRLL Sharpe Ratio Rank: 59
DRLL Sortino Ratio Rank: 53
DRLL Omega Ratio Rank: 52
DRLL Calmar Ratio Rank: 54
DRLL Martin Ratio Rank: 44

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FBCG vs. DRLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Strive U.S. Energy ETF (DRLL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FBCG	DRLL	Difference
Sharpe ratio: Return per unit of total volatility	1.24	1.62	-0.37
Sortino ratio: Return per unit of downside risk	1.77	2.13	-0.35
Omega ratio: Gain probability vs. loss probability	1.22	1.27	-0.05
Calmar ratio: Return relative to maximum drawdown	1.69	2.20	-0.51
Martin ratio: Return relative to average drawdown	5.75	5.57	+0.19

FBCG vs. DRLL - Sharpe Ratio Comparison

The current FBCG Sharpe Ratio is 1.24, which is comparable to the DRLL Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of FBCG and DRLL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FBCG vs. DRLL - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than DRLL's maximum drawdown of -23.73%. Use the drawdown chart below to compare losses from any high point for FBCG and DRLL.

Drawdown Indicators

	FBCG	DRLL	Difference
Max Drawdown Largest peak-to-trough decline	-43.56%	-23.73%	-19.83%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-16.99%	+1.82%
Max Drawdown (3Y) Largest decline over 3 years	-27.89%	-23.73%	-4.16%
Max Drawdown (5Y) Largest decline over 5 years	-43.56%	—	—
Current Drawdown Current decline from peak	-2.19%	-9.02%	+6.83%
Average Drawdown Average peak-to-trough decline	-11.30%	-8.14%	-3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.45%	6.71%	-2.26%

Volatility

FBCG vs. DRLL - Volatility Comparison

The current volatility for Fidelity Blue Chip Growth ETF (FBCG) is 6.92%, while Strive U.S. Energy ETF (DRLL) has a volatility of 7.42%. This indicates that FBCG experiences smaller price fluctuations and is considered to be less risky than DRLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBCG	DRLL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	7.42%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	16.63%	18.67%	-2.04%
Volatility (1Y) Calculated over the trailing 1-year period	20.64%	23.14%	-2.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.13%	23.82%	+2.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.74%	23.82%	+1.92%

FBCG vs. DRLL - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is higher than DRLL's 0.41% expense ratio.

Dividends

FBCG vs. DRLL - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.04%, less than DRLL's 2.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DRLL Strive U.S. Energy ETF	2.34%	2.99%	3.00%	3.01%	1.18%	0.00%	0.00%
FBCG Fidelity Blue Chip Growth ETF	0.04%	0.05%	0.12%	0.02%	0.00%	0.00%	0.01%

Frequently Asked Questions

Can I hold both FBCG and DRLL in my portfolio?

FBCG and DRLL have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FBCG or DRLL?

DRLL has higher volatility (7.42%) compared to FBCG (6.92%). In terms of maximum drawdown, FBCG dropped -43.56% vs DRLL's -23.73%.

Which ETF is better, FBCG or DRLL?

On 3-year performance, FBCG leads with 27.47% vs 11.02% for DRLL. On fees, DRLL is cheaper at 0.41% per year. On volatility, FBCG has been the lower-risk option at 6.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FBCG or DRLL?

Over the 3-year period, FBCG has performed better with a 27.47% return vs 11.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FBCG or DRLL?

DRLL is cheaper with a 0.41% expense ratio, compared with 0.59% for FBCG.

Which ETF pays a higher dividend yield, FBCG or DRLL?

DRLL has the higher dividend yield at 2.34%, compared with 0.04% for FBCG.

What is the main difference between FBCG and DRLL?

FBCG is categorized as Large Cap Growth Equities, while DRLL is Energy Equities. They also come from different issuers: Fidelity and Strive. Their fees differ too: 0.59% for FBCG and 0.41% for DRLL.

Which has better risk-adjusted returns?

DRLL currently has the higher Sharpe Ratio (1.62 vs 1.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.