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

Performance

SCHG vs. FBCGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.79%
14.42%
SCHG
FBCGX

Returns By Period

In the year-to-date period, SCHG achieves a 32.77% return, which is significantly lower than FBCGX's 35.56% return.


SCHG

YTD

32.77%

1M

2.85%

6M

15.79%

1Y

38.25%

5Y (annualized)

20.42%

10Y (annualized)

16.44%

FBCGX

YTD

35.56%

1M

2.72%

6M

14.42%

1Y

43.21%

5Y (annualized)

20.72%

10Y (annualized)

N/A

Key characteristics


SCHGFBCGX
Sharpe Ratio2.292.30
Sortino Ratio2.973.01
Omega Ratio1.421.42
Calmar Ratio3.143.04
Martin Ratio12.4611.81
Ulcer Index3.12%3.71%
Daily Std Dev16.99%19.04%
Max Drawdown-34.59%-42.92%
Current Drawdown-1.33%-1.20%

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SCHG vs. FBCGX - Expense Ratio Comparison

SCHG 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 SCHG: 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 SCHG and FBCGX 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

SCHG vs. FBCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) 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 SCHG, currently valued at 2.29, compared to the broader market0.002.004.002.292.30
The chart of Sortino ratio for SCHG, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.002.973.01
The chart of Omega ratio for SCHG, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.421.42
The chart of Calmar ratio for SCHG, currently valued at 3.14, compared to the broader market0.005.0010.0015.003.143.04
The chart of Martin ratio for SCHG, currently valued at 12.46, compared to the broader market0.0020.0040.0060.0080.00100.0012.4611.81
SCHG
FBCGX

The current SCHG Sharpe Ratio is 2.29, which is comparable to the FBCGX Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of SCHG 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.29
2.30
SCHG
FBCGX

Dividends

SCHG vs. FBCGX - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.40%, less than FBCGX's 0.56% yield.


TTM20232022202120202019201820172016201520142013
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
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

SCHG vs. FBCGX - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum FBCGX drawdown of -42.92%. Use the drawdown chart below to compare losses from any high point for SCHG and FBCGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.33%
-1.20%
SCHG
FBCGX

Volatility

SCHG vs. FBCGX - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) and Fidelity Blue Chip Growth K6 Fund (FBCGX) have volatilities of 5.50% and 5.48%, 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
5.50%
5.48%
SCHG
FBCGX