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FBCKX vs. EIT-UN.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBCKX vs. EIT-UN.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) and Canoe EIT Income Fund (EIT-UN.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FBCKX is traded in USD, while EIT-UN.TO is traded in CAD. To make them comparable, the EIT-UN.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FBCKX achieves a 18.59% return, which is significantly lower than EIT-UN.TO's 26.21% return.


FBCKX

1D
0.76%
1M
9.11%
YTD
18.59%
6M
19.80%
1Y
45.08%
3Y*
5Y*
10Y*

EIT-UN.TO

1D
22.76%
1M
21.68%
YTD
26.21%
6M
34.50%
1Y
24.01%
3Y*
20.71%
5Y*
124.78%
10Y*
117.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBCKX vs. EIT-UN.TO - Yearly Performance Comparison


2026 (YTD)20252024
FBCKX
Fidelity Advisor Blue Chip Growth Fund Class Z
18.59%19.99%7.26%
EIT-UN.TO
Canoe EIT Income Fund
26.21%8.40%6.89%

Correlation

The correlation between FBCKX and EIT-UN.TO is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2024

0.26

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Return for Risk

FBCKX vs. EIT-UN.TO — Risk / Return Rank

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

FBCKX
FBCKX Risk / Return Rank: 7575
Overall Rank
FBCKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FBCKX Sortino Ratio Rank: 6666
Sortino Ratio Rank
FBCKX Omega Ratio Rank: 6565
Omega Ratio Rank
FBCKX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FBCKX Martin Ratio Rank: 8383
Martin Ratio Rank

EIT-UN.TO
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.

FBCKX vs. EIT-UN.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) and Canoe EIT Income Fund (EIT-UN.TO). 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.


FBCKXEIT-UN.TODifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.45

1.69

-0.23

Calmar ratioReturn relative to maximum drawdown

3.68

11.06

-7.37

Martin ratioReturn relative to average drawdown

15.61

26.71

-11.10

FBCKX vs. EIT-UN.TO - Sharpe Ratio Comparison

The current FBCKX Sharpe Ratio is 2.67, which is higher than the EIT-UN.TO Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of FBCKX and EIT-UN.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FBCKXEIT-UN.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.94

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.09

+1.16

Drawdowns

FBCKX vs. EIT-UN.TO - Drawdown Comparison

The maximum FBCKX drawdown since its inception was -27.06%, smaller than the maximum EIT-UN.TO drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for FBCKX and EIT-UN.TO.


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Drawdown Indicators


FBCKXEIT-UN.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.06%

-54.80%

+27.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-2.18%

-10.45%

Max Drawdown (3Y)

Largest decline over 3 years

-10.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.40%

Max Drawdown (10Y)

Largest decline over 10 years

-54.80%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.04%

-6.33%

+2.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

6.75%

-3.78%

Volatility

FBCKX vs. EIT-UN.TO - Volatility Comparison

The current volatility for Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) is 4.14%, while Canoe EIT Income Fund (EIT-UN.TO) has a volatility of 20.58%. This indicates that FBCKX experiences smaller price fluctuations and is considered to be less risky than EIT-UN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBCKXEIT-UN.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

20.58%

-16.44%

Volatility (6M)

Calculated over the trailing 6-month period

13.00%

21.13%

-8.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

25.66%

-8.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.92%

1,192.51%

-1,168.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

1,019.40%

-995.48%

FBCKX vs. EIT-UN.TO - Expense Ratio Comparison

FBCKX has a 0.61% expense ratio, which is lower than EIT-UN.TO's 1.10% expense ratio.


Dividends

FBCKX vs. EIT-UN.TO - Dividend Comparison

FBCKX's dividend yield for the trailing twelve months is around 1.60%, less than EIT-UN.TO's 10.19% yield.


PositionTTM20252024202320222021202020192018201720162015
EIT-UN.TO
Canoe EIT Income Fund
10.19%12.56%7.90%9.29%8.97%104.98%108.64%11.53%11.62%11.01%10.06%10.71%
FBCKX
Fidelity Advisor Blue Chip Growth Fund Class Z
1.60%1.90%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FBCKX and EIT-UN.TO have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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