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

Key characteristics


FBCGXFBCG
YTD Return36.39%37.27%
1Y Return45.69%45.86%
3Y Return (Ann)8.00%8.25%
Sharpe Ratio2.572.52
Sortino Ratio3.323.24
Omega Ratio1.461.45
Calmar Ratio3.333.21
Martin Ratio13.2212.18
Ulcer Index3.69%4.05%
Daily Std Dev19.02%19.61%
Max Drawdown-42.92%-43.56%
Current Drawdown-0.60%-1.08%

Correlation

-0.50.00.51.01.0

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.

Performance

FBCGX vs. FBCG - Performance Comparison

The year-to-date returns for both investments are quite close, with FBCGX having a 36.39% return and FBCG slightly higher at 37.27%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.40%
15.03%
FBCGX
FBCG

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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.


FBCGX
Sharpe ratio
The chart of Sharpe ratio for FBCGX, currently valued at 2.57, compared to the broader market0.002.004.002.57
Sortino ratio
The chart of Sortino ratio for FBCGX, currently valued at 3.32, compared to the broader market0.005.0010.003.32
Omega ratio
The chart of Omega ratio for FBCGX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for FBCGX, currently valued at 3.33, compared to the broader market0.005.0010.0015.0020.003.33
Martin ratio
The chart of Martin ratio for FBCGX, currently valued at 13.22, compared to the broader market0.0020.0040.0060.0080.00100.0013.22
FBCG
Sharpe ratio
The chart of Sharpe ratio for FBCG, currently valued at 2.52, compared to the broader market0.002.004.002.52
Sortino ratio
The chart of Sortino ratio for FBCG, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for FBCG, currently valued at 1.45, compared to the broader market1.002.003.004.001.45
Calmar ratio
The chart of Calmar ratio for FBCG, currently valued at 3.21, compared to the broader market0.005.0010.0015.0020.003.21
Martin ratio
The chart of Martin ratio for FBCG, currently valued at 12.18, compared to the broader market0.0020.0040.0060.0080.00100.0012.18

FBCGX vs. FBCG - Sharpe Ratio Comparison

The current FBCGX Sharpe Ratio is 2.57, which is comparable to the FBCG Sharpe Ratio of 2.52. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.57
2.52
FBCGX
FBCG

Dividends

FBCGX vs. FBCG - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 0.55%, more than FBCG's 0.02% yield.


TTM2023202220212020201920182017
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.55%0.26%0.12%0.00%0.08%0.25%0.46%0.11%
FBCG
Fidelity Blue Chip Growth ETF
0.02%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%JuneJulyAugustSeptemberOctoberNovember
-0.60%
-1.08%
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 5.17% and 5.43%, 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%JuneJulyAugustSeptemberOctoberNovember
5.17%
5.43%
FBCGX
FBCG