FBCVX vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Blue Chip Value Fund (FBCVX) and iShares Edge MSCI USA Value Factor ETF (VLUE).

FBCVX is managed by Fidelity. It was launched on Jun 17, 2003. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.

Performance

FBCVX vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Value Fund (FBCVX) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

FBCVX vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FBCVX Fidelity Blue Chip Value Fund	-2.79%	11.14%	4.91%	7.07%	1.54%	25.04%	-4.72%	21.71%	-9.19%	14.88%
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.23%	27.20%	-11.13%	21.95%

Returns By Period

In the year-to-date period, FBCVX achieves a -2.79% return, which is significantly lower than VLUE's 4.44% return. Over the past 10 years, FBCVX has underperformed VLUE with an annualized return of 7.45%, while VLUE has yielded a comparatively higher 11.61% annualized return.

FBCVX

• 1D: -0.55%
• 1M: -8.36%
• YTD: -2.79%
• 6M: 4.07%
• 1Y: 6.88%
• 3Y*: 7.96%
• 5Y*: 7.05%
• 10Y*: 7.45%

VLUE

• 1D: 2.68%
• 1M: -5.29%
• YTD: 4.44%
• 6M: 14.88%
• 1Y: 36.35%
• 3Y*: 18.33%
• 5Y*: 9.45%
• 10Y*: 11.61%

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

FBCVX vs. VLUE - Expense Ratio Comparison

FBCVX has a 0.63% expense ratio, which is higher than VLUE's 0.15% expense ratio.

FBCVX

Fidelity Blue Chip Value Fund

VLUE

iShares Edge MSCI USA Value Factor ETF

Return for Risk

FBCVX vs. VLUE — Risk / Return Rank

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

FBCVX

FBCVX Risk / Return Rank: 22
FBCVX Sharpe Ratio Rank: 22
FBCVX Sortino Ratio Rank: 20
FBCVX Omega Ratio Rank: 20
FBCVX Calmar Ratio Rank: 24
FBCVX Martin Ratio Rank: 23

VLUE

VLUE Risk / Return Rank: 90
VLUE Sharpe Ratio Rank: 89
VLUE Sortino Ratio Rank: 90
VLUE Omega Ratio Rank: 89
VLUE Calmar Ratio Rank: 90
VLUE Martin Ratio Rank: 92

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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Value Fund (FBCVX) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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	VLUE	Difference
Sharpe ratio Return per unit of total volatility	0.54	1.87	-1.33
Sortino ratio Return per unit of downside risk	0.83	2.52	-1.69
Omega ratio Gain probability vs. loss probability	1.11	1.36	-0.25
Calmar ratio Return relative to maximum drawdown	0.70	2.92	-2.22
Martin ratio Return relative to average drawdown	2.43	12.74	-10.31
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. VLUE - Sharpe Ratio Comparison

The current FBCVX Sharpe Ratio is 0.54, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FBCVX and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FBCVX	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.87	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.55	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.59	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.61	-0.31

Correlation

The correlation between FBCVX and VLUE is 0.86, 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.

Dividends

FBCVX vs. VLUE - Dividend Comparison

FBCVX's dividend yield for the trailing twelve months is around 3.03%, more than VLUE's 2.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBCVX Fidelity Blue Chip Value Fund	3.03%	2.94%	9.31%	3.64%	2.59%	1.26%	1.07%	1.75%	1.47%	1.11%	1.05%	1.82%
VLUE iShares Edge MSCI USA Value Factor ETF	2.00%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Drawdowns

FBCVX vs. VLUE - Drawdown Comparison

The maximum FBCVX drawdown since its inception was -63.75%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FBCVX and VLUE.

Drawdown Indicators

	FBCVX	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-63.75%	-39.47%	-24.28%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	-12.81%	+3.52%
Max Drawdown (5Y) Largest decline over 5 years	-14.82%	-27.12%	+12.30%
Max Drawdown (10Y) Largest decline over 10 years	-41.65%	-39.47%	-2.18%
Current Drawdown Current decline from peak	-9.29%	-6.60%	-2.69%
Average Drawdown Average peak-to-trough decline	-10.76%	-6.08%	-4.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.94%	-0.25%

Volatility

FBCVX vs. VLUE - Volatility Comparison

The current volatility for Fidelity Blue Chip Value Fund (FBCVX) is 4.42%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that FBCVX experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FBCVX	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	6.26%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	8.92%	12.28%	-3.36%
Volatility (1Y) Calculated over the trailing 1-year period	14.38%	19.55%	-5.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.56%	17.35%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	19.61%	-2.55%