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

Key characteristics


VINIXFBCGX
YTD Return25.68%33.99%
1Y Return37.32%48.01%
3Y Return (Ann)9.75%7.24%
5Y Return (Ann)15.75%20.81%
Sharpe Ratio3.052.60
Sortino Ratio4.073.34
Omega Ratio1.571.47
Calmar Ratio4.462.75
Martin Ratio20.2013.36
Ulcer Index1.87%3.69%
Daily Std Dev12.37%19.01%
Max Drawdown-55.19%-42.92%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VINIX and FBCGX is 0.90, 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

VINIX vs. FBCGX - Performance Comparison

In the year-to-date period, VINIX achieves a 25.68% return, which is significantly lower than FBCGX's 33.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.05%
16.23%
VINIX
FBCGX

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VINIX vs. FBCGX - Expense Ratio Comparison

VINIX has a 0.04% expense ratio, which is lower than FBCGX's 0.45% 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 VINIX: 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%

Risk-Adjusted Performance

VINIX vs. FBCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Shares (VINIX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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.


VINIX
Sharpe ratio
The chart of Sharpe ratio for VINIX, currently valued at 3.05, compared to the broader market0.002.004.003.05
Sortino ratio
The chart of Sortino ratio for VINIX, currently valued at 4.07, compared to the broader market0.005.0010.004.07
Omega ratio
The chart of Omega ratio for VINIX, currently valued at 1.57, compared to the broader market1.002.003.004.001.57
Calmar ratio
The chart of Calmar ratio for VINIX, currently valued at 4.46, compared to the broader market0.005.0010.0015.0020.004.46
Martin ratio
The chart of Martin ratio for VINIX, currently valued at 20.20, compared to the broader market0.0020.0040.0060.0080.00100.0020.20
FBCGX
Sharpe ratio
The chart of Sharpe ratio for FBCGX, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for FBCGX, currently valued at 3.34, compared to the broader market0.005.0010.003.34
Omega ratio
The chart of Omega ratio for FBCGX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for FBCGX, currently valued at 2.75, compared to the broader market0.005.0010.0015.0020.002.75
Martin ratio
The chart of Martin ratio for FBCGX, currently valued at 13.36, compared to the broader market0.0020.0040.0060.0080.00100.0013.36

VINIX vs. FBCGX - Sharpe Ratio Comparison

The current VINIX Sharpe Ratio is 3.05, which is comparable to the FBCGX Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of VINIX and FBCGX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.05
2.60
VINIX
FBCGX

Dividends

VINIX vs. FBCGX - Dividend Comparison

VINIX's dividend yield for the trailing twelve months is around 1.26%, more than FBCGX's 0.56% yield.


TTM20232022202120202019201820172016201520142013
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.26%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%
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%

Drawdowns

VINIX vs. FBCGX - Drawdown Comparison

The maximum VINIX drawdown since its inception was -55.19%, which is greater than FBCGX's maximum drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for VINIX and FBCGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VINIX
FBCGX

Volatility

VINIX vs. FBCGX - Volatility Comparison

The current volatility for Vanguard Institutional Index Fund Institutional Shares (VINIX) is 3.92%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 5.00%. This indicates that VINIX experiences smaller price fluctuations and is considered to be less risky than FBCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.92%
5.00%
VINIX
FBCGX