FBCVX vs. FBCV

In the year-to-date period, FBCVX achieves a 14.23% return, which is significantly lower than FBCV's 18.10% return.

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FBCVX has a 0.63% expense ratio, which is higher than FBCV's 0.59% expense ratio.

The correlation between FBCVX and FBCV is 0.97, 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.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and Fidelity Blue Chip Value ETF (FBCV). 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 current FBCVX Sharpe Ratio is 1.68, which is comparable to the FBCV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FBCVX and FBCV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FBCVX's dividend yield for the trailing twelve months is around 1.47%, less than FBCV's 1.62% yield.

The maximum FBCVX drawdown since its inception was -63.06%, which is greater than FBCV's maximum drawdown of -15.55%. Use the drawdown chart below to compare losses from any high point for FBCVX and FBCV. For additional features, visit the drawdowns tool.

Fidelity Blue Chip Value Fund (FBCVX) and Fidelity Blue Chip Value ETF (FBCV) have volatilities of 3.59% and 3.68%, 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.