FBCKX vs. IOEZX

Last updated Aug 1, 2026

FBCKX (Fidelity Advisor Blue Chip Growth Fund Class Z) and IOEZX (ICON Equity Income Fund) are both Diversified Portfolio funds. Over the past year, FBCKX returned 24.26% vs 33.42% for IOEZX. Their 0.29 correlation means their historical movements had little consistent relationship. FBCKX charges 0.61%/yr vs 1.00%/yr for IOEZX.

Performance

FBCKX vs. IOEZX - 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 ICON Equity Income Fund (IOEZX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBCKX achieves a 10.19% return, which is significantly lower than IOEZX's 20.77% return.

FBCKX

• 1D: 3.14%
• 1M: -4.18%
• 6M: 10.28%
• YTD: 10.19%
• 1Y: 24.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.55%

IOEZX

• 1D: -0.09%
• 1M: 2.08%
• 6M: 12.81%
• YTD: 20.77%
• 1Y: 33.42%
• 3Y*: 13.48%
• 5Y*: 6.63%
• 10Y*: 8.92%
• ALL TIME*: 7.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FBCKX Fidelity Advisor Blue Chip Growth Fund Class Z	$0.00	$0.00	$0.00
IOEZX ICON Equity Income Fund	$0.00	$0.00	$0.00

FBCKX vs. IOEZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
FBCKX Fidelity Advisor Blue Chip Growth Fund Class Z	10.19%	19.99%	7.26%
IOEZX ICON Equity Income Fund	20.77%	14.29%	-4.24%

Correlation

The correlation between FBCKX and IOEZX is 0.26, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.26
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024	0.29

Return for Risk

FBCKX vs. IOEZX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FBCKX

FBCKX Risk / Return Rank: 34
FBCKX Sharpe Ratio Rank: 31
FBCKX Sortino Ratio Rank: 31
FBCKX Omega Ratio Rank: 30
FBCKX Calmar Ratio Rank: 40
FBCKX Martin Ratio Rank: 40

IOEZX

IOEZX Risk / Return Rank: 94
IOEZX Sharpe Ratio Rank: 95
IOEZX Sortino Ratio Rank: 95
IOEZX Omega Ratio Rank: 87
IOEZX Calmar Ratio Rank: 96
IOEZX Martin Ratio Rank: 97

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FBCKX vs. IOEZX - 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 ICON Equity Income Fund (IOEZX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	FBCKX	IOEZX	Difference
Sharpe ratio: Return per unit of total volatility	1.10	2.61	-1.51
Sortino ratio: Return per unit of downside risk	1.59	3.90	-2.31
Omega ratio: Gain probability vs. loss probability	1.20	1.44	-0.25
Calmar ratio: Return relative to maximum drawdown	1.74	4.69	-2.95
Martin ratio: Return relative to average drawdown	6.22	18.13	-11.91

FBCKX vs. IOEZX - Sharpe Ratio Comparison

The current FBCKX Sharpe Ratio is 1.10, which is lower than the IOEZX Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of FBCKX and IOEZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FBCKX vs. IOEZX - Drawdown Comparison

The maximum FBCKX drawdown since its inception was -27.06%, smaller than the maximum IOEZX drawdown of -56.15%. Use the drawdown chart below to compare losses from any high point for FBCKX and IOEZX.

Drawdown Indicators

	FBCKX	IOEZX	Difference
Max Drawdown Largest peak-to-trough decline	-27.06%	-56.15%	+29.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	-6.77%	-5.86%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.47%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.12%	—
Current Drawdown Current decline from peak	-7.79%	-1.26%	-6.53%
Average Drawdown Average peak-to-trough decline	-4.04%	-8.53%	+4.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.53%	1.75%	+1.78%

Volatility

FBCKX vs. IOEZX - Volatility Comparison

Fidelity Advisor Blue Chip Growth Fund Class Z (FBCKX) has a higher volatility of 6.56% compared to ICON Equity Income Fund (IOEZX) at 3.62%. This indicates that FBCKX's price experiences larger fluctuations and is considered to be riskier than IOEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBCKX	IOEZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.56%	3.62%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	16.09%	8.97%	+7.12%
Volatility (1Y) Calculated over the trailing 1-year period	20.05%	12.20%	+7.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.21%	13.67%	+10.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.21%	16.46%	+7.75%

FBCKX vs. IOEZX - Expense Ratio Comparison

FBCKX has a 0.61% expense ratio, which is lower than IOEZX's 1.00% expense ratio.

Dividends

FBCKX vs. IOEZX - Dividend Comparison

FBCKX's dividend yield for the trailing twelve months is around 1.73%, less than IOEZX's 2.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBCKX Fidelity Advisor Blue Chip Growth Fund Class Z	1.73%	1.90%	2.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IOEZX ICON Equity Income Fund	2.77%	3.56%	4.32%	3.75%	13.63%	12.92%	3.68%	4.74%	3.80%	3.13%	3.32%	4.24%

Frequently Asked Questions

Can I hold both FBCKX and IOEZX in my portfolio?

FBCKX and IOEZX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FBCKX or IOEZX?

FBCKX has higher volatility (6.56%) compared to IOEZX (3.62%). In terms of maximum drawdown, FBCKX dropped -27.06% vs IOEZX's -56.15%.

Which has better risk-adjusted returns?

IOEZX currently has the higher Sharpe Ratio (2.61 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.