FBGRX vs. AGO
FBGRX (Fidelity Blue Chip Growth Fund) is Large Cap Growth Equities fund managed by Fidelity, while AGO (Assured Guaranty Ltd.) is a stock. Over the past 10 years, FBGRX returned 21.66%/yr vs 13.58%/yr for AGO. At a 0.43 correlation, their price movements are largely independent.
Performance
FBGRX vs. AGO - Performance Comparison
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Returns By Period
In the year-to-date period, FBGRX achieves a 13.86% return, which is significantly higher than AGO's -14.12% return. Over the past 10 years, FBGRX has outperformed AGO with an annualized return of 21.66%, while AGO has yielded a comparatively lower 13.58% annualized return.
FBGRX
- 1D
- 2.59%
- 1M
- -0.87%
- YTD
- 13.86%
- 6M
- 15.39%
- 1Y
- 38.88%
- 3Y*
- 30.04%
- 5Y*
- 15.33%
- 10Y*
- 21.66%
AGO
- 1D
- 1.08%
- 1M
- 0.94%
- YTD
- -14.12%
- 6M
- -14.45%
- 1Y
- -8.27%
- 3Y*
- 13.91%
- 5Y*
- 12.01%
- 10Y*
- 13.58%
FBGRX vs. AGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 13.86% | 19.91% | 39.77% | 55.61% | -38.45% | 22.64% | 62.20% | 33.43% | 1.02% | 36.01% |
AGO Assured Guaranty Ltd. | -14.12% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -9.03% |
Correlation
The correlation between FBGRX and AGO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2004 | 0.43 |
Over the past year, the correlation between FBGRX and AGO has dropped to 0.04 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
FBGRX vs. AGO — Risk / Return Rank
FBGRX
AGO
FBGRX vs. AGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Assured Guaranty Ltd. (AGO). 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.
| FBGRX | AGO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.06 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.95 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | -0.43 | +3.38 |
| Martin ratioReturn relative to average drawdown | 12.23 | -1.04 | +13.27 |
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Drawdowns
FBGRX vs. AGO - Drawdown Comparison
The maximum FBGRX drawdown since its inception was -58.64%, smaller than the maximum AGO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for FBGRX and AGO.
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Drawdown Indicators
| FBGRX | AGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.64% | -90.18% | +31.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -19.84% | +7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -27.07% | -21.83% | -5.24% |
Max Drawdown (5Y)Largest decline over 5 years | -43.08% | -30.23% | -12.85% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | -61.48% | +18.40% |
Current DrawdownCurrent decline from peak | -3.97% | -17.86% | +13.89% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -19.83% | +7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 8.12% | -5.07% |
Volatility
FBGRX vs. AGO - Volatility Comparison
Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 6.86% compared to Assured Guaranty Ltd. (AGO) at 5.98%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than AGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FBGRX | AGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 5.98% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.15% | 16.99% | -2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 21.62% | -3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.99% | 27.30% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.74% | 33.96% | -10.22% |
Dividends
FBGRX vs. AGO - Dividend Comparison
FBGRX's dividend yield for the trailing twelve months is around 1.67%, less than AGO's 1.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.88% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
FBGRX Fidelity Blue Chip Growth Fund | 1.67% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
Frequently Asked Questions
FBGRX and AGO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBGRX has higher volatility (6.86%) compared to AGO (5.98%). In terms of maximum drawdown, FBGRX dropped -58.64% vs AGO's -90.18%.
FBGRX currently has the higher Sharpe Ratio (2.05 vs -0.39), 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.
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