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

Correlation

The correlation between FBCG and FSPGX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FBCG vs. FSPGX - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
102.85%
104.01%
FBCG
FSPGX

Key characteristics

Sharpe Ratio

FBCG:

0.33

FSPGX:

0.53

Sortino Ratio

FBCG:

0.65

FSPGX:

0.90

Omega Ratio

FBCG:

1.09

FSPGX:

1.13

Calmar Ratio

FBCG:

0.34

FSPGX:

0.57

Martin Ratio

FBCG:

1.14

FSPGX:

2.02

Ulcer Index

FBCG:

8.34%

FSPGX:

6.60%

Daily Std Dev

FBCG:

29.15%

FSPGX:

25.14%

Max Drawdown

FBCG:

-43.56%

FSPGX:

-32.66%

Current Drawdown

FBCG:

-16.98%

FSPGX:

-12.59%

Returns By Period

In the year-to-date period, FBCG achieves a -12.60% return, which is significantly lower than FSPGX's -8.91% return.


FBCG

YTD

-12.60%

1M

-3.05%

6M

-7.76%

1Y

10.51%

5Y*

N/A

10Y*

N/A

FSPGX

YTD

-8.91%

1M

-1.87%

6M

-4.40%

1Y

14.05%

5Y*

17.73%

10Y*

N/A

*Annualized

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FBCG vs. FSPGX - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is higher than FSPGX's 0.04% 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 FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%

Risk-Adjusted Performance

FBCG vs. FSPGX — 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 4646
Overall Rank
The Sharpe Ratio Rank of FBCG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 4343
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6161
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5858
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. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Fidelity Large Cap Growth Index Fund (FSPGX). 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
FSPGX: 0.53
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
FSPGX: 0.90
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
FSPGX: 1.13
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
FSPGX: 0.57
The chart of Martin ratio for FBCG, currently valued at 1.14, compared to the broader market0.0020.0040.0060.00
FBCG: 1.14
FSPGX: 2.02

The current FBCG Sharpe Ratio is 0.33, which is lower than the FSPGX Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FBCG and FSPGX, 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
0.53
FBCG
FSPGX

Dividends

FBCG vs. FSPGX - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.14%, less than FSPGX's 0.41% yield.


TTM202420232022202120202019201820172016
FBCG
Fidelity Blue Chip Growth ETF
0.14%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.41%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%

Drawdowns

FBCG vs. FSPGX - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FBCG and FSPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.98%
-12.59%
FBCG
FSPGX

Volatility

FBCG vs. FSPGX - Volatility Comparison

Fidelity Blue Chip Growth ETF (FBCG) has a higher volatility of 19.09% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 16.80%. This indicates that FBCG's price experiences larger fluctuations and is considered to be riskier than FSPGX 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%
16.80%
FBCG
FSPGX