FBCGX vs. DTCR

Last updated Jun 13, 2026

FBCGX (Fidelity Blue Chip Growth K6 Fund) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both funds - FBCGX is a Large Cap Growth Equities fund actively managed by Fidelity, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. FBCGX is actively managed, while DTCR is passively managed. Over the past 5 years, FBCGX returned 15.48%/yr vs 14.12%/yr for DTCR. A 0.65 correlation means they provide meaningful diversification when combined. FBCGX charges 0.45%/yr vs 0.50%/yr for DTCR.

Performance

FBCGX vs. DTCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth K6 Fund (FBCGX) and Global X Data Center & Digital Infrastructure ETF (DTCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBCGX achieves a 13.16% return, which is significantly lower than DTCR's 47.68% return.

FBCGX

• 1D: 2.77%
• 1M: -0.87%
• YTD: 13.16%
• 6M: 14.57%
• 1Y: 37.63%
• 3Y*: 29.77%
• 5Y*: 15.48%
• 10Y*: —

DTCR

• 1D: 0.23%
• 1M: 1.80%
• YTD: 47.68%
• 6M: 48.56%
• 1Y: 76.02%
• 3Y*: 33.82%
• 5Y*: 14.12%
• 10Y*: —

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

FBCGX vs. DTCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
FBCGX Fidelity Blue Chip Growth K6 Fund	13.16%	21.33%	38.15%	55.57%	-37.84%	23.00%	18.12%
DTCR Global X Data Center & Digital Infrastructure ETF	47.68%	28.99%	14.92%	18.93%	-30.89%	20.35%	6.60%

Correlation

The correlation between FBCGX and DTCR is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Oct 29, 2020	0.65

The correlation between FBCGX and DTCR has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

Return for Risk

FBCGX vs. DTCR — Risk / Return Rank

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

FBCGX

FBCGX Risk / Return Rank: 70
FBCGX Sharpe Ratio Rank: 71
FBCGX Sortino Ratio Rank: 63
FBCGX Omega Ratio Rank: 63
FBCGX Calmar Ratio Rank: 76
FBCGX Martin Ratio Rank: 80

DTCR

DTCR Risk / Return Rank: 91
DTCR Sharpe Ratio Rank: 94
DTCR Sortino Ratio Rank: 91
DTCR Omega Ratio Rank: 90
DTCR Calmar Ratio Rank: 93
DTCR Martin Ratio Rank: 89

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.

FBCGX vs. DTCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth K6 Fund (FBCGX) and Global X Data Center & Digital Infrastructure ETF (DTCR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FBCGX	DTCR	Difference
Sharpe ratio: Return per unit of total volatility	1.95	3.16	-1.21
Sortino ratio: Return per unit of downside risk	2.55	3.83	-1.28
Omega ratio: Gain probability vs. loss probability	1.34	1.50	-0.17
Calmar ratio: Return relative to maximum drawdown	2.86	5.64	-2.78
Martin ratio: Return relative to average drawdown	11.69	17.40	-5.71

FBCGX vs. DTCR - Sharpe Ratio Comparison

The current FBCGX Sharpe Ratio is 1.95, which is lower than the DTCR Sharpe Ratio of 3.16. The chart below compares the historical Sharpe Ratios of FBCGX and DTCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FBCGX vs. DTCR - Drawdown Comparison

The maximum FBCGX drawdown since its inception was -42.55%, which is greater than DTCR's maximum drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for FBCGX and DTCR.

Drawdown Indicators

	FBCGX	DTCR	Difference
Max Drawdown Largest peak-to-trough decline	-42.55%	-38.98%	-3.57%
Max Drawdown (1Y) Largest decline over 1 year	-12.64%	-12.89%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	-26.83%	-24.96%	-1.87%
Max Drawdown (5Y) Largest decline over 5 years	-42.55%	-38.98%	-3.57%
Current Drawdown Current decline from peak	-3.77%	-3.92%	+0.15%
Average Drawdown Average peak-to-trough decline	-8.87%	-12.32%	+3.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.08%	4.17%	-1.09%

Volatility

FBCGX vs. DTCR - Volatility Comparison

The current volatility for Fidelity Blue Chip Growth K6 Fund (FBCGX) is 7.13%, while Global X Data Center & Digital Infrastructure ETF (DTCR) has a volatility of 9.32%. This indicates that FBCGX experiences smaller price fluctuations and is considered to be less risky than DTCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBCGX	DTCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	9.32%	-2.19%
Volatility (6M) Calculated over the trailing 6-month period	14.37%	18.44%	-4.07%
Volatility (1Y) Calculated over the trailing 1-year period	18.57%	22.99%	-4.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	22.04%	+3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.90%	22.06%	+2.84%

FBCGX vs. DTCR - Expense Ratio Comparison

FBCGX has a 0.45% expense ratio, which is lower than DTCR's 0.50% expense ratio.

Dividends

FBCGX vs. DTCR - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 0.85%, more than DTCR's 0.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTCR Global X Data Center & Digital Infrastructure ETF	0.74%	1.10%	1.72%	1.18%	2.57%	1.27%	0.30%	0.00%	0.00%	0.00%
FBCGX Fidelity Blue Chip Growth K6 Fund	0.85%	0.97%	0.62%	0.26%	0.12%	6.71%	1.26%	0.28%	0.46%	0.13%

Frequently Asked Questions

Can I hold both FBCGX and DTCR in my portfolio?

FBCGX and DTCR have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FBCGX or DTCR?

DTCR has higher volatility (9.32%) compared to FBCGX (7.13%). In terms of maximum drawdown, FBCGX dropped -42.55% vs DTCR's -38.98%.

Which has better risk-adjusted returns?

DTCR currently has the higher Sharpe Ratio (3.16 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.