PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VINIX vs. FBCGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

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.


-0.50.00.51.00.9

Performance

VINIX vs. FBCGX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.55%
14.38%
VINIX
FBCGX

Key characteristics

Sharpe Ratio

VINIX:

2.23

FBCGX:

2.12

Sortino Ratio

VINIX:

2.96

FBCGX:

2.78

Omega Ratio

VINIX:

1.42

FBCGX:

1.38

Calmar Ratio

VINIX:

3.30

FBCGX:

2.88

Martin Ratio

VINIX:

14.60

FBCGX:

11.10

Ulcer Index

VINIX:

1.91%

FBCGX:

3.73%

Daily Std Dev

VINIX:

12.52%

FBCGX:

19.58%

Max Drawdown

VINIX:

-55.19%

FBCGX:

-42.92%

Current Drawdown

VINIX:

-2.57%

FBCGX:

-1.74%

Returns By Period

In the year-to-date period, VINIX achieves a 25.98% return, which is significantly lower than FBCGX's 41.40% return.


VINIX

YTD

25.98%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.77%

10Y*

13.07%

FBCGX

YTD

41.40%

1M

4.14%

6M

14.39%

1Y

41.67%

5Y*

20.47%

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.


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.


Sharpe ratio
The chart of Sharpe ratio for VINIX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.002.132.12
The chart of Sortino ratio for VINIX, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.78
The chart of Omega ratio for VINIX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.38
The chart of Calmar ratio for VINIX, currently valued at 3.15, compared to the broader market0.002.004.006.008.0010.0012.0014.003.152.88
The chart of Martin ratio for VINIX, currently valued at 13.87, compared to the broader market0.0020.0040.0060.0013.8711.10
VINIX
FBCGX

The current VINIX Sharpe Ratio is 2.23, which is comparable to the FBCGX Sharpe Ratio of 2.12. 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.13
2.12
VINIX
FBCGX

Dividends

VINIX vs. FBCGX - Dividend Comparison

VINIX's dividend yield for the trailing twelve months is around 1.25%, more than FBCGX's 0.44% yield.


TTM20232022202120202019201820172016201520142013
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.25%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
0.44%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%JulyAugustSeptemberOctoberNovemberDecember
-2.57%
-1.74%
VINIX
FBCGX

Volatility

VINIX vs. FBCGX - Volatility Comparison

The current volatility for Vanguard Institutional Index Fund Institutional Shares (VINIX) is 3.75%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 5.65%. 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%JulyAugustSeptemberOctoberNovemberDecember
3.75%
5.65%
VINIX
FBCGX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab