FBGKX vs. BZ=F

Last updated Jul 31, 2026

FBGKX (Fidelity Blue Chip Growth Fund Class K) is Large Cap Growth Equities fund actively managed by Fidelity, while BZ=F (Brent Crude Oil Last Day Financial Futures) is an asset. Their -0.03 correlation means they have often moved in opposite directions in the past.

Performance

FBGKX vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund Class K (FBGKX) and Brent Crude Oil Last Day Financial Futures (BZ=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

FBGKX

• 1D: -2.13%
• 1M: -9.02%
• 6M: 5.66%
• YTD: 6.84%
• 1Y: 18.19%
• 3Y*: 24.19%
• 5Y*: 12.89%
• 10Y*: 20.31%
• ALL TIME*: 15.51%

BZ=F

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
FBGKX Fidelity Blue Chip Growth Fund Class K	$0.00	$0.00	$0.00

FBGKX vs. BZ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FBGKX Fidelity Blue Chip Growth Fund Class K	6.84%	19.99%	39.87%	55.76%	-27.55%
BZ=F Brent Crude Oil Last Day Financial Futures	0.00%	0.00%	0.00%	0.00%	20.59%

Correlation

The correlation between FBGKX and BZ=F is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.03

Return for Risk

FBGKX vs. BZ=F — Risk / Return Rank

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

FBGKX

FBGKX Risk / Return Rank: 29
FBGKX Sharpe Ratio Rank: 26
FBGKX Sortino Ratio Rank: 26
FBGKX Omega Ratio Rank: 25
FBGKX Calmar Ratio Rank: 33
FBGKX Martin Ratio Rank: 36

BZ=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

FBGKX vs. BZ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund Class K (FBGKX) and Brent Crude Oil Last Day Financial Futures (BZ=F). 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.

	FBGKX	BZ=F	Difference
Sharpe ratio: Return per unit of total volatility	0.96	—	—
Sortino ratio: Return per unit of downside risk	1.41	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	1.51	—	—
Martin ratio: Return relative to average drawdown	5.44	—	—

Drawdowns

Drawdown Indicators

	FBGKX	BZ=F	Difference
Max Drawdown Largest peak-to-trough decline	-48.90%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-12.63%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.06%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-43.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.03%	—	—
Current Drawdown Current decline from peak	-10.59%	—	—
Average Drawdown Average peak-to-trough decline	-8.32%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	—	—

Volatility

Volatility by Period

	FBGKX	BZ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.81%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.87%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.20%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.81%	—	—

Frequently Asked Questions

Can I hold both FBGKX and BZ=F in my portfolio?

FBGKX and BZ=F have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.