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

Correlation

The correlation between FBCG and VTSAX is 0.90, 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.


-0.50.00.51.00.9

Performance

FBCG vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth ETF (FBCG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
136.25%
98.66%
FBCG
VTSAX

Key characteristics

Sharpe Ratio

FBCG:

2.16

VTSAX:

2.09

Sortino Ratio

FBCG:

2.82

VTSAX:

2.78

Omega Ratio

FBCG:

1.39

VTSAX:

1.39

Calmar Ratio

FBCG:

2.84

VTSAX:

3.13

Martin Ratio

FBCG:

10.67

VTSAX:

13.34

Ulcer Index

FBCG:

4.09%

VTSAX:

2.01%

Daily Std Dev

FBCG:

20.14%

VTSAX:

12.85%

Max Drawdown

FBCG:

-43.56%

VTSAX:

-55.34%

Current Drawdown

FBCG:

-2.42%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, FBCG achieves a 41.53% return, which is significantly higher than VTSAX's 24.80% return.


FBCG

YTD

41.53%

1M

3.97%

6M

11.29%

1Y

41.57%

5Y*

N/A

10Y*

N/A

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

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. VTSAX - Expense Ratio Comparison

FBCG has a 0.59% expense ratio, which is higher than VTSAX'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 VTSAX: 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. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth ETF (FBCG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FBCG, currently valued at 2.16, compared to the broader market0.002.004.002.162.09
The chart of Sortino ratio for FBCG, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.002.822.78
The chart of Omega ratio for FBCG, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.39
The chart of Calmar ratio for FBCG, currently valued at 2.84, compared to the broader market0.005.0010.0015.002.843.13
The chart of Martin ratio for FBCG, currently valued at 10.67, compared to the broader market0.0020.0040.0060.0080.00100.0010.6713.34
FBCG
VTSAX

The current FBCG Sharpe Ratio is 2.16, which is comparable to the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FBCG and VTSAX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.16
2.09
FBCG
VTSAX

Dividends

FBCG vs. VTSAX - Dividend Comparison

FBCG's dividend yield for the trailing twelve months is around 0.01%, less than VTSAX's 0.93% yield.


TTM20232022202120202019201820172016201520142013
FBCG
Fidelity Blue Chip Growth ETF
0.01%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

FBCG vs. VTSAX - Drawdown Comparison

The maximum FBCG drawdown since its inception was -43.56%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FBCG and VTSAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.42%
-3.10%
FBCG
VTSAX

Volatility

FBCG vs. VTSAX - Volatility Comparison

Fidelity Blue Chip Growth ETF (FBCG) has a higher volatility of 5.74% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. This indicates that FBCG's price experiences larger fluctuations and is considered to be riskier than VTSAX 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%JulyAugustSeptemberOctoberNovemberDecember
5.74%
4.06%
FBCG
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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