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FBCGX vs. FNILX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBCGX vs. FNILX - Performance Comparison

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

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FBCGX vs. FNILX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FBCGX
Fidelity Blue Chip Growth K6 Fund
-6.85%21.33%38.15%55.57%-37.84%23.00%62.92%36.11%-17.82%
FNILX
Fidelity ZERO Large Cap Index Fund
-4.59%17.81%25.47%27.45%-19.37%26.67%21.13%31.79%-13.60%

Returns By Period

In the year-to-date period, FBCGX achieves a -6.85% return, which is significantly lower than FNILX's -4.59% return.


FBCGX

1D
4.62%
1M
-5.07%
YTD
-6.85%
6M
-4.17%
1Y
28.16%
3Y*
26.56%
5Y*
12.11%
10Y*

FNILX

1D
2.92%
1M
-4.98%
YTD
-4.59%
6M
-2.55%
1Y
17.28%
3Y*
18.57%
5Y*
11.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBCGX vs. FNILX - Expense Ratio Comparison

FBCGX has a 0.45% expense ratio, which is higher than FNILX's 0.00% expense ratio.


Return for Risk

FBCGX vs. FNILX — Risk / Return Rank

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

FBCGX
FBCGX Risk / Return Rank: 7272
Overall Rank
FBCGX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FBCGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FBCGX Omega Ratio Rank: 6767
Omega Ratio Rank
FBCGX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FBCGX Martin Ratio Rank: 7777
Martin Ratio Rank

FNILX
FNILX Risk / Return Rank: 5959
Overall Rank
FNILX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FNILX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FNILX Omega Ratio Rank: 5555
Omega Ratio Rank
FNILX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FNILX Martin Ratio Rank: 7575
Martin Ratio Rank
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. FNILX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth K6 Fund (FBCGX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.


FBCGXFNILXDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.97

+0.22

Sortino ratio

Return per unit of downside risk

1.81

1.48

+0.33

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.94

1.51

+0.43

Martin ratio

Return relative to average drawdown

7.40

7.14

+0.26

FBCGX vs. FNILX - Sharpe Ratio Comparison

The current FBCGX Sharpe Ratio is 1.19, which is comparable to the FNILX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FBCGX and FNILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBCGXFNILXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.97

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.67

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.66

+0.10

Correlation

The correlation between FBCGX and FNILX is 0.91, 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.


Dividends

FBCGX vs. FNILX - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 1.04%, less than FNILX's 1.06% yield.


TTM202520242023202220212020201920182017
FBCGX
Fidelity Blue Chip Growth K6 Fund
1.04%0.97%0.62%0.26%0.12%6.71%1.26%0.28%0.46%0.13%
FNILX
Fidelity ZERO Large Cap Index Fund
1.06%1.01%1.09%1.34%1.53%0.95%1.20%1.17%0.53%0.00%

Drawdowns

FBCGX vs. FNILX - Drawdown Comparison

The maximum FBCGX drawdown since its inception was -42.55%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for FBCGX and FNILX.


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Drawdown Indicators


FBCGXFNILXDifference

Max Drawdown

Largest peak-to-trough decline

-42.55%

-33.76%

-8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.28%

-12.18%

-1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-42.55%

-25.40%

-17.15%

Current Drawdown

Current decline from peak

-8.61%

-6.36%

-2.25%

Average Drawdown

Average peak-to-trough decline

-9.04%

-5.47%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.57%

+0.90%

Volatility

FBCGX vs. FNILX - Volatility Comparison

Fidelity Blue Chip Growth K6 Fund (FBCGX) has a higher volatility of 7.92% compared to Fidelity ZERO Large Cap Index Fund (FNILX) at 5.33%. This indicates that FBCGX's price experiences larger fluctuations and is considered to be riskier than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBCGXFNILXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

5.33%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

9.59%

+4.71%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

18.44%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.03%

17.27%

+7.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.00%

20.19%

+4.81%