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

Key characteristics


FBCGFSPGX
YTD Return37.87%32.20%
1Y Return49.98%42.62%
3Y Return (Ann)8.42%10.50%
Sharpe Ratio2.542.54
Sortino Ratio3.273.26
Omega Ratio1.461.46
Calmar Ratio3.143.23
Martin Ratio12.3112.71
Ulcer Index4.05%3.34%
Daily Std Dev19.60%16.73%
Max Drawdown-43.56%-32.66%
Current Drawdown-0.65%0.00%

Correlation

-0.50.00.51.01.0

The correlation between FBCG and FSPGX is 0.97, 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.

Performance

FBCG vs. FSPGX - Performance Comparison

In the year-to-date period, FBCG achieves a 37.87% return, which is significantly higher than FSPGX's 32.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.53%
16.28%
FBCG
FSPGX

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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.


FBCG
Fidelity Blue Chip Growth ETF
Expense ratio chart for FBCG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for FSPGX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


FBCG
Sharpe ratio
The chart of Sharpe ratio for FBCG, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Sortino ratio
The chart of Sortino ratio for FBCG, currently valued at 3.27, compared to the broader market-2.000.002.004.006.008.0010.0012.003.27
Omega ratio
The chart of Omega ratio for FBCG, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for FBCG, currently valued at 3.14, compared to the broader market0.005.0010.0015.003.14
Martin ratio
The chart of Martin ratio for FBCG, currently valued at 12.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.31
FSPGX
Sharpe ratio
The chart of Sharpe ratio for FSPGX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Sortino ratio
The chart of Sortino ratio for FSPGX, currently valued at 3.26, compared to the broader market-2.000.002.004.006.008.0010.0012.003.26
Omega ratio
The chart of Omega ratio for FSPGX, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for FSPGX, currently valued at 3.23, compared to the broader market0.005.0010.0015.003.23
Martin ratio
The chart of Martin ratio for FSPGX, currently valued at 12.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.71

FBCG vs. FSPGX - Sharpe Ratio Comparison

The current FBCG Sharpe Ratio is 2.54, which is comparable to the FSPGX Sharpe Ratio of 2.54. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.54
2.54
FBCG
FSPGX

Dividends

FBCG vs. FSPGX - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.02%, less than FSPGX's 0.42% yield.


TTM20232022202120202019201820172016
FBCG
Fidelity Blue Chip Growth ETF
0.02%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%
FSPGX
Fidelity Large Cap Growth Index Fund
0.42%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.65%
0
FBCG
FSPGX

Volatility

FBCG vs. FSPGX - Volatility Comparison

Fidelity Blue Chip Growth ETF (FBCG) has a higher volatility of 5.56% compared to Fidelity Large Cap Growth Index Fund (FSPGX) at 5.05%. 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.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.56%
5.05%
FBCG
FSPGX