PortfoliosLab logoPortfoliosLab logo
FBCG vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBCG vs. FUTY - Performance Comparison

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

Loading graphics...

FBCG vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FBCG
Fidelity Blue Chip Growth ETF
-7.08%18.60%39.05%57.98%-39.10%21.34%42.99%
FUTY
Fidelity MSCI Utilities Index ETF
8.19%16.40%23.20%-7.46%1.12%17.53%6.42%

Returns By Period

In the year-to-date period, FBCG achieves a -7.08% return, which is significantly lower than FUTY's 8.19% return.


FBCG

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

FUTY

1D
0.49%
1M
-2.11%
YTD
8.19%
6M
5.65%
1Y
19.31%
3Y*
13.99%
5Y*
10.62%
10Y*
9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBCG vs. FUTY - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is higher than FUTY's 0.08% expense ratio.


Return for Risk

FBCG vs. FUTY — 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

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


FBCGFUTYDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.25

-0.25

Sortino ratio

Return per unit of downside risk

1.57

1.70

-0.13

Omega ratio

Gain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratio

Return relative to maximum drawdown

1.82

2.20

-0.38

Martin ratio

Return relative to average drawdown

6.44

5.24

+1.20

FBCG vs. FUTY - Sharpe Ratio Comparison

The current FBCG Sharpe Ratio is 1.00, which is comparable to the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of FBCG and FUTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBCGFUTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.25

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.63

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.58

+0.10

Correlation

The correlation between FBCG and FUTY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FBCG vs. FUTY - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.05%, less than FUTY's 2.49% yield.


TTM20252024202320222021202020192018201720162015
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.49%2.67%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%

Drawdowns

FBCG vs. FUTY - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for FBCG and FUTY.


Loading graphics...

Drawdown Indicators


FBCGFUTYDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-36.44%

-7.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.17%

-8.93%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-43.56%

-25.11%

-18.45%

Max Drawdown (10Y)

Largest decline over 10 years

-36.44%

Current Drawdown

Current decline from peak

-9.60%

-2.76%

-6.84%

Average Drawdown

Average peak-to-trough decline

-11.78%

-6.06%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.75%

+0.53%

Volatility

FBCG vs. FUTY - Volatility Comparison

Fidelity Blue Chip Growth ETF (FBCG) has a higher volatility of 8.39% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that FBCG's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBCGFUTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.39%

5.03%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

10.15%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

15.52%

+10.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

16.93%

+8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.92%

18.99%

+6.93%