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FBCVX vs. DIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBCVX and DIA is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FBCVX vs. DIA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Value Fund (FBCVX) and SPDR Dow Jones Industrial Average ETF (DIA). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
265.12%
602.91%
FBCVX
DIA

Key characteristics

Sharpe Ratio

FBCVX:

-0.61

DIA:

0.34

Sortino Ratio

FBCVX:

-0.77

DIA:

0.61

Omega Ratio

FBCVX:

0.90

DIA:

1.08

Calmar Ratio

FBCVX:

-0.50

DIA:

0.37

Martin Ratio

FBCVX:

-1.15

DIA:

1.40

Ulcer Index

FBCVX:

7.99%

DIA:

4.18%

Daily Std Dev

FBCVX:

15.02%

DIA:

17.03%

Max Drawdown

FBCVX:

-63.06%

DIA:

-51.87%

Current Drawdown

FBCVX:

-14.26%

DIA:

-10.43%

Returns By Period

In the year-to-date period, FBCVX achieves a -2.63% return, which is significantly higher than DIA's -5.35% return. Over the past 10 years, FBCVX has underperformed DIA with an annualized return of 4.65%, while DIA has yielded a comparatively higher 10.57% annualized return.


FBCVX

YTD

-2.63%

1M

-4.08%

6M

-7.67%

1Y

-8.92%

5Y*

10.02%

10Y*

4.65%

DIA

YTD

-5.35%

1M

-5.42%

6M

-4.04%

1Y

6.98%

5Y*

13.11%

10Y*

10.57%

*Annualized

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FBCVX vs. DIA - Expense Ratio Comparison

FBCVX has a 0.63% expense ratio, which is higher than DIA's 0.16% expense ratio.


Expense ratio chart for FBCVX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCVX: 0.63%
Expense ratio chart for DIA: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIA: 0.16%

Risk-Adjusted Performance

FBCVX vs. DIA — Risk-Adjusted Performance Rank

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

FBCVX
The Risk-Adjusted Performance Rank of FBCVX is 22
Overall Rank
The Sharpe Ratio Rank of FBCVX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCVX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FBCVX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FBCVX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FBCVX is 33
Martin Ratio Rank

DIA
The Risk-Adjusted Performance Rank of DIA is 4646
Overall Rank
The Sharpe Ratio Rank of DIA is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of DIA is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DIA is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DIA is 5050
Calmar Ratio Rank
The Martin Ratio Rank of DIA is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBCVX vs. DIA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and SPDR Dow Jones Industrial Average ETF (DIA). 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.


The chart of Sharpe ratio for FBCVX, currently valued at -0.61, compared to the broader market-1.000.001.002.003.00
FBCVX: -0.61
DIA: 0.34
The chart of Sortino ratio for FBCVX, currently valued at -0.77, compared to the broader market-2.000.002.004.006.008.00
FBCVX: -0.77
DIA: 0.61
The chart of Omega ratio for FBCVX, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.00
FBCVX: 0.90
DIA: 1.08
The chart of Calmar ratio for FBCVX, currently valued at -0.50, compared to the broader market0.002.004.006.008.0010.00
FBCVX: -0.50
DIA: 0.37
The chart of Martin ratio for FBCVX, currently valued at -1.15, compared to the broader market0.0010.0020.0030.0040.0050.00
FBCVX: -1.15
DIA: 1.40

The current FBCVX Sharpe Ratio is -0.61, which is lower than the DIA Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of FBCVX and DIA, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.61
0.34
FBCVX
DIA

Dividends

FBCVX vs. DIA - Dividend Comparison

FBCVX's dividend yield for the trailing twelve months is around 1.82%, more than DIA's 1.67% yield.


TTM20242023202220212020201920182017201620152014
FBCVX
Fidelity Blue Chip Value Fund
1.82%1.77%1.53%1.07%1.26%1.07%1.48%1.62%1.09%1.05%1.77%1.39%
DIA
SPDR Dow Jones Industrial Average ETF
1.67%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%

Drawdowns

FBCVX vs. DIA - Drawdown Comparison

The maximum FBCVX drawdown since its inception was -63.06%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for FBCVX and DIA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.26%
-10.43%
FBCVX
DIA

Volatility

FBCVX vs. DIA - Volatility Comparison

The current volatility for Fidelity Blue Chip Value Fund (FBCVX) is 9.19%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 12.15%. This indicates that FBCVX experiences smaller price fluctuations and is considered to be less risky than DIA 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%12.00%NovemberDecember2025FebruaryMarchApril
9.19%
12.15%
FBCVX
DIA