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

Performance

FBCGX vs. VUG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.42%
15.17%
FBCGX
VUG

Returns By Period

In the year-to-date period, FBCGX achieves a 35.56% return, which is significantly higher than VUG's 30.43% return.


FBCGX

YTD

35.56%

1M

2.72%

6M

14.42%

1Y

43.21%

5Y (annualized)

20.72%

10Y (annualized)

N/A

VUG

YTD

30.43%

1M

2.58%

6M

15.17%

1Y

35.89%

5Y (annualized)

19.11%

10Y (annualized)

15.50%

Key characteristics


FBCGXVUG
Sharpe Ratio2.302.17
Sortino Ratio3.012.83
Omega Ratio1.421.40
Calmar Ratio3.042.82
Martin Ratio11.8111.11
Ulcer Index3.71%3.29%
Daily Std Dev19.04%16.83%
Max Drawdown-42.92%-50.68%
Current Drawdown-1.20%-1.19%

Compare stocks, funds, or ETFs

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FBCGX vs. VUG - Expense Ratio Comparison

FBCGX has a 0.45% expense ratio, which is higher than VUG's 0.04% expense ratio.


FBCGX
Fidelity Blue Chip Growth K6 Fund
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%
Expense ratio chart for VUG: 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%

Correlation

-0.50.00.51.01.0

The correlation between FBCGX and VUG is 0.96, 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.

Risk-Adjusted Performance

FBCGX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth K6 Fund (FBCGX) and Vanguard Growth ETF (VUG). 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 2.30, compared to the broader market-1.000.001.002.003.004.005.002.302.17
The chart of Sortino ratio for FBCGX, currently valued at 3.01, compared to the broader market0.005.0010.003.012.83
The chart of Omega ratio for FBCGX, currently valued at 1.42, compared to the broader market1.002.003.004.001.421.40
The chart of Calmar ratio for FBCGX, currently valued at 3.04, compared to the broader market0.005.0010.0015.0020.0025.003.042.82
The chart of Martin ratio for FBCGX, currently valued at 11.81, compared to the broader market0.0020.0040.0060.0080.00100.0011.8111.11
FBCGX
VUG

The current FBCGX Sharpe Ratio is 2.30, which is comparable to the VUG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FBCGX and VUG, 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
2.30
2.17
FBCGX
VUG

Dividends

FBCGX vs. VUG - Dividend Comparison

FBCGX's dividend yield for the trailing twelve months is around 0.56%, more than VUG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
FBCGX
Fidelity Blue Chip Growth K6 Fund
0.56%0.26%0.12%0.00%0.08%0.25%0.46%0.11%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.49%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

FBCGX vs. VUG - Drawdown Comparison

The maximum FBCGX drawdown since its inception was -42.92%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FBCGX and VUG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.20%
-1.19%
FBCGX
VUG

Volatility

FBCGX vs. VUG - Volatility Comparison

Fidelity Blue Chip Growth K6 Fund (FBCGX) and Vanguard Growth ETF (VUG) have volatilities of 5.48% and 5.29%, 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
5.48%
5.29%
FBCGX
VUG