FBCVX vs. PXTIX

Last updated Jun 4, 2026

FBCVX (Fidelity Blue Chip Value Fund) and PXTIX (PIMCO RAE PLUS Fund) are both Large Cap Value Equities funds. Over the past 10 years, FBCVX returned 9.20%/yr vs 14.50%/yr for PXTIX. Their correlation of 0.90 suggests significant overlap in exposure. FBCVX charges 0.63%/yr vs 0.80%/yr for PXTIX.

Performance

FBCVX vs. PXTIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Value Fund (FBCVX) and PIMCO RAE PLUS Fund (PXTIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FBCVX achieves a 16.27% return, which is significantly lower than PXTIX's 20.74% return. Over the past 10 years, FBCVX has underperformed PXTIX with an annualized return of 9.20%, while PXTIX has yielded a comparatively higher 14.50% annualized return.

FBCVX

• 1D: 0.50%
• 1M: 5.37%
• YTD: 16.27%
• 6M: 17.25%
• 1Y: 29.01%
• 3Y*: 13.95%
• 5Y*: 9.30%
• 10Y*: 9.20%

PXTIX

• 1D: 0.66%
• 1M: 6.88%
• YTD: 20.74%
• 6M: 19.51%
• 1Y: 42.47%
• 3Y*: 26.33%
• 5Y*: 13.87%
• 10Y*: 14.50%

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

FBCVX vs. PXTIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FBCVX Fidelity Blue Chip Value Fund	16.27%	11.14%	4.91%	7.07%	1.54%	25.04%	-4.72%	21.71%	-9.19%	14.88%
PXTIX PIMCO RAE PLUS Fund	20.74%	20.59%	17.25%	18.55%	-8.62%	27.45%	4.32%	26.57%	-8.04%	19.31%

Correlation

The correlation between FBCVX and PXTIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 4, 2006	0.90

The correlation between FBCVX and PXTIX shifts across timeframes, from 0.76 (3 years) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FBCVX vs. PXTIX — Risk / Return Rank

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

FBCVX

FBCVX Risk / Return Rank: 69
FBCVX Sharpe Ratio Rank: 72
FBCVX Sortino Ratio Rank: 71
FBCVX Omega Ratio Rank: 66
FBCVX Calmar Ratio Rank: 71
FBCVX Martin Ratio Rank: 67

PXTIX

PXTIX Risk / Return Rank: 93
PXTIX Sharpe Ratio Rank: 95
PXTIX Sortino Ratio Rank: 92
PXTIX Omega Ratio Rank: 87
PXTIX Calmar Ratio Rank: 97
PXTIX Martin Ratio Rank: 96

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.

FBCVX vs. PXTIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and PIMCO RAE PLUS Fund (PXTIX). 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.

	FBCVX	PXTIX	Difference
Sharpe ratio: Return per unit of total volatility	2.46	3.39	-0.93
Sortino ratio: Return per unit of downside risk	3.50	4.64	-1.14
Omega ratio: Gain probability vs. loss probability	1.45	1.60	-0.14
Calmar ratio: Return relative to maximum drawdown	3.25	7.05	-3.80
Martin ratio: Return relative to average drawdown	12.98	24.20	-11.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FBCVX vs. PXTIX - Sharpe Ratio Comparison

The current FBCVX Sharpe Ratio is 2.46, which is comparable to the PXTIX Sharpe Ratio of 3.39. The chart below compares the historical Sharpe Ratios of FBCVX and PXTIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FBCVX	PXTIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.46	3.39	-0.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	0.80	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.75	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.63	-0.29

Drawdowns

FBCVX vs. PXTIX - Drawdown Comparison

The maximum FBCVX drawdown since its inception was -63.75%, which is greater than PXTIX's maximum drawdown of -59.22%. Use the drawdown chart below to compare losses from any high point for FBCVX and PXTIX.

Drawdown Indicators

	FBCVX	PXTIX	Difference
Max Drawdown Largest peak-to-trough decline	-63.75%	-59.22%	-4.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-6.30%	-2.99%
Max Drawdown (3Y) Largest decline over 3 years	-14.82%	-19.08%	+4.26%
Max Drawdown (5Y) Largest decline over 5 years	-14.82%	-22.90%	+8.08%
Max Drawdown (10Y) Largest decline over 10 years	-41.65%	-44.16%	+2.51%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.69%	-6.13%	-4.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	1.83%	+0.49%

Volatility

FBCVX vs. PXTIX - Volatility Comparison

Fidelity Blue Chip Value Fund (FBCVX) has a higher volatility of 3.45% compared to PIMCO RAE PLUS Fund (PXTIX) at 3.05%. This indicates that FBCVX's price experiences larger fluctuations and is considered to be riskier than PXTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBCVX	PXTIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.05%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	9.28%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.30%	13.10%	-0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.68%	17.46%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	19.37%	-2.28%

FBCVX vs. PXTIX - Expense Ratio Comparison

FBCVX has a 0.63% expense ratio, which is lower than PXTIX's 0.80% expense ratio.

Dividends

FBCVX vs. PXTIX - Dividend Comparison

FBCVX's dividend yield for the trailing twelve months is around 2.53%, less than PXTIX's 4.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBCVX Fidelity Blue Chip Value Fund	2.53%	2.94%	9.31%	3.64%	2.59%	1.26%	1.07%	1.75%	1.47%	1.11%	1.05%	1.82%
PXTIX PIMCO RAE PLUS Fund	4.90%	6.65%	12.78%	2.58%	19.25%	17.53%	7.42%	15.90%	14.04%	7.34%	0.00%	6.60%

Frequently Asked Questions

Can I hold both FBCVX and PXTIX in my portfolio?

FBCVX and PXTIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FBCVX or PXTIX?

FBCVX has higher volatility (3.45%) compared to PXTIX (3.05%). In terms of maximum drawdown, FBCVX dropped -63.75% vs PXTIX's -59.22%.

Which has better risk-adjusted returns?

PXTIX currently has the higher Sharpe Ratio (3.39 vs 2.46), 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.