FBCG vs. SGRT

Last updated Jun 4, 2026

FBCG (Fidelity Blue Chip Growth ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.59% expense ratio.

Performance

FBCG vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth ETF (FBCG) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBCG achieves a 15.59% return, which is significantly lower than SGRT's 51.46% return.

FBCG

• 1D: -1.05%
• 1M: 7.84%
• YTD: 15.59%
• 6M: 15.51%
• 1Y: 39.38%
• 3Y*: 30.60%
• 5Y*: 15.84%
• 10Y*: —

SGRT

• 1D: 0.03%
• 1M: 14.68%
• YTD: 51.46%
• 6M: 56.17%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FBCG vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
FBCG Fidelity Blue Chip Growth ETF	15.59%	9.23%
SGRT SMART Earnings Growth 30 ETF	51.46%	25.25%

Correlation

The correlation between FBCG and SGRT is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 21, 2025	0.79

Return for Risk

FBCG vs. SGRT — Risk / Return Rank

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

FBCG

FBCG Risk / Return Rank: 57
FBCG Sharpe Ratio Rank: 62
FBCG Sortino Ratio Rank: 59
FBCG Omega Ratio Rank: 58
FBCG Calmar Ratio Rank: 52
FBCG Martin Ratio Rank: 57

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and SMART Earnings Growth 30 ETF (SGRT). 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	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	2.14	—	—
Sortino ratio: Return per unit of downside risk	2.84	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.61	—	—
Martin ratio: Return relative to average drawdown	10.14	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FBCG	SGRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	3.81	-2.98

Drawdowns

FBCG vs. SGRT - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for FBCG and SGRT.

Drawdown Indicators

	FBCG	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-43.56%	-17.87%	-25.69%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.56%	—	—
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-11.49%	-3.11%	-8.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	—	—

Volatility

Volatility by Period

	FBCG	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.55%	33.41%	-14.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.79%	33.41%	-7.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.72%	33.41%	-7.69%

FBCG vs. SGRT - Expense Ratio Comparison

Both FBCG and SGRT have an expense ratio of 0.59%.

Dividends

FBCG vs. SGRT - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.04%, less than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
FBCG Fidelity Blue Chip Growth ETF	0.04%	0.05%	0.12%	0.02%	0.00%	0.00%	0.01%
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FBCG and SGRT in my portfolio?

FBCG and SGRT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FBCG or SGRT?

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FBCG or SGRT?

FBCG and SGRT have the same expense ratio: 0.59% per year.

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

SGRT has the higher dividend yield at 0.11%, compared with 0.04% for FBCG.