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

Correlation

The correlation between FBCGX and FBCG is 0.99, 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.


-0.50.00.51.01.0

Performance

FBCGX vs. FBCG - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.38%
14.22%
FBCGX
FBCG

Key characteristics

Sharpe Ratio

FBCGX:

2.12

FBCG:

2.14

Sortino Ratio

FBCGX:

2.78

FBCG:

2.78

Omega Ratio

FBCGX:

1.38

FBCG:

1.38

Calmar Ratio

FBCGX:

2.88

FBCG:

2.80

Martin Ratio

FBCGX:

11.10

FBCG:

10.51

Ulcer Index

FBCGX:

3.73%

FBCG:

4.09%

Daily Std Dev

FBCGX:

19.58%

FBCG:

20.16%

Max Drawdown

FBCGX:

-42.92%

FBCG:

-43.56%

Current Drawdown

FBCGX:

-1.74%

FBCG:

-1.46%

Returns By Period

The year-to-date returns for both investments are quite close, with FBCGX having a 41.40% return and FBCG slightly higher at 42.92%.


FBCGX

YTD

41.40%

1M

4.14%

6M

14.39%

1Y

41.67%

5Y*

20.47%

10Y*

N/A

FBCG

YTD

42.92%

1M

4.88%

6M

14.22%

1Y

43.18%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


FBCGX vs. FBCG - Expense Ratio Comparison

FBCGX has a 0.45% expense ratio, which is lower than FBCG's 0.59% 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 FBCGX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FBCGX vs. FBCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth K6 Fund (FBCGX) and Fidelity Blue Chip Growth ETF (FBCG). 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 FBCGX, currently valued at 2.12, compared to the broader market-1.000.001.002.003.004.002.122.14
The chart of Sortino ratio for FBCGX, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.002.782.78
The chart of Omega ratio for FBCGX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.38
The chart of Calmar ratio for FBCGX, currently valued at 2.88, compared to the broader market0.002.004.006.008.0010.0012.0014.002.882.80
The chart of Martin ratio for FBCGX, currently valued at 11.10, compared to the broader market0.0020.0040.0060.0011.1010.51
FBCGX
FBCG

The current FBCGX Sharpe Ratio is 2.12, which is comparable to the FBCG Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of FBCGX and FBCG, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.12
2.14
FBCGX
FBCG

Dividends

FBCGX vs. FBCG - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 0.44%, more than FBCG's 0.12% yield.


TTM2023202220212020201920182017
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.44%0.26%0.12%0.00%0.08%0.25%0.46%0.11%
FBCG
Fidelity Blue Chip Growth ETF
0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%

Drawdowns

FBCGX vs. FBCG - Drawdown Comparison

The maximum FBCGX drawdown since its inception was -42.92%, roughly equal to the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for FBCGX and FBCG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.74%
-1.46%
FBCGX
FBCG

Volatility

FBCGX vs. FBCG - Volatility Comparison

Fidelity Blue Chip Growth K6 Fund (FBCGX) and Fidelity Blue Chip Growth ETF (FBCG) have volatilities of 5.65% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
5.81%
FBCGX
FBCG
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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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