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FBGKX vs. FGDKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGKX vs. FGDKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund Class K (FBGKX) and Fidelity Growth Discovery Fund Class K (FGDKX). The values are adjusted to include any dividend payments, if applicable.

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FBGKX vs. FGDKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBGKX
Fidelity Blue Chip Growth Fund Class K
-11.14%19.99%39.87%55.76%-38.40%22.74%62.35%33.56%1.11%36.08%
FGDKX
Fidelity Growth Discovery Fund Class K
-9.29%15.23%30.30%35.73%-24.34%23.03%43.54%33.91%-0.20%34.68%

Returns By Period

In the year-to-date period, FBGKX achieves a -11.14% return, which is significantly lower than FGDKX's -9.29% return. Over the past 10 years, FBGKX has outperformed FGDKX with an annualized return of 18.65%, while FGDKX has yielded a comparatively lower 16.59% annualized return.


FBGKX

1D
-1.16%
1M
-8.96%
YTD
-11.14%
6M
-8.01%
1Y
22.62%
3Y*
24.77%
5Y*
11.24%
10Y*
18.65%

FGDKX

1D
-0.84%
1M
-9.01%
YTD
-9.29%
6M
-8.52%
1Y
14.06%
3Y*
18.84%
5Y*
10.82%
10Y*
16.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBGKX vs. FGDKX - Expense Ratio Comparison

Both FBGKX and FGDKX have an expense ratio of 0.68%.


Return for Risk

FBGKX vs. FGDKX — Risk / Return Rank

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

FBGKX
FBGKX Risk / Return Rank: 5151
Overall Rank
FBGKX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FBGKX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FBGKX Omega Ratio Rank: 5252
Omega Ratio Rank
FBGKX Calmar Ratio Rank: 5050
Calmar Ratio Rank
FBGKX Martin Ratio Rank: 5151
Martin Ratio Rank

FGDKX
FGDKX Risk / Return Rank: 2828
Overall Rank
FGDKX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FGDKX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FGDKX Omega Ratio Rank: 2929
Omega Ratio Rank
FGDKX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FGDKX Martin Ratio Rank: 2727
Martin Ratio Rank
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.

FBGKX vs. FGDKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund Class K (FBGKX) and Fidelity Growth Discovery Fund Class K (FGDKX). 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.


FBGKXFGDKXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.64

+0.27

Sortino ratio

Return per unit of downside risk

1.44

1.05

+0.39

Omega ratio

Gain probability vs. loss probability

1.21

1.15

+0.06

Calmar ratio

Return relative to maximum drawdown

1.21

0.76

+0.45

Martin ratio

Return relative to average drawdown

4.94

2.86

+2.08

FBGKX vs. FGDKX - Sharpe Ratio Comparison

The current FBGKX Sharpe Ratio is 0.91, which is higher than the FGDKX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FBGKX and FGDKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FBGKXFGDKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.64

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.54

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.81

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.57

+0.06

Correlation

The correlation between FBGKX and FGDKX 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.


Dividends

FBGKX vs. FGDKX - Dividend Comparison

FBGKX's dividend yield for the trailing twelve months is around 2.12%, more than FGDKX's 1.82% yield.


TTM20252024202320222021202020192018201720162015
FBGKX
Fidelity Blue Chip Growth Fund Class K
2.12%1.89%6.00%0.93%0.56%8.77%6.41%3.70%6.41%4.26%4.22%5.36%
FGDKX
Fidelity Growth Discovery Fund Class K
1.82%1.65%12.82%2.63%3.69%13.53%9.71%4.37%5.13%4.92%0.15%0.28%

Drawdowns

FBGKX vs. FGDKX - Drawdown Comparison

The maximum FBGKX drawdown since its inception was -48.90%, smaller than the maximum FGDKX drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for FBGKX and FGDKX.


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Drawdown Indicators


FBGKXFGDKXDifference

Max Drawdown

Largest peak-to-trough decline

-48.90%

-55.39%

+6.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

-13.05%

-0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-43.03%

-29.75%

-13.28%

Max Drawdown (10Y)

Largest decline over 10 years

-43.03%

-31.09%

-11.94%

Current Drawdown

Current decline from peak

-12.63%

-12.51%

-0.12%

Average Drawdown

Average peak-to-trough decline

-8.43%

-8.74%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

3.73%

-0.12%

Volatility

FBGKX vs. FGDKX - Volatility Comparison

Fidelity Blue Chip Growth Fund Class K (FBGKX) and Fidelity Growth Discovery Fund Class K (FGDKX) have volatilities of 6.14% and 6.24%, 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.


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Volatility by Period


FBGKXFGDKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.24%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

12.63%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

21.85%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

20.25%

+4.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.58%

20.49%

+3.09%