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FBGRX vs. FSLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGRX vs. FSLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund (FBGRX) and Fidelity Environment and Alternative Energy Fund (FSLEX). The values are adjusted to include any dividend payments, if applicable.

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FBGRX vs. FSLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBGRX
Fidelity Blue Chip Growth Fund
-5.77%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%
FSLEX
Fidelity Environment and Alternative Energy Fund
0.76%20.38%20.01%26.29%-26.05%30.30%21.56%26.86%-13.49%24.94%

Returns By Period

In the year-to-date period, FBGRX achieves a -5.77% return, which is significantly lower than FSLEX's 0.76% return. Over the past 10 years, FBGRX has outperformed FSLEX with an annualized return of 19.25%, while FSLEX has yielded a comparatively lower 13.12% annualized return.


FBGRX

1D
1.44%
1M
-2.53%
YTD
-5.77%
6M
-3.09%
1Y
27.27%
3Y*
27.14%
5Y*
12.06%
10Y*
19.25%

FSLEX

1D
1.25%
1M
-4.07%
YTD
0.76%
6M
1.02%
1Y
29.44%
3Y*
18.81%
5Y*
10.11%
10Y*
13.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FBGRX vs. FSLEX - Expense Ratio Comparison

Both FBGRX and FSLEX have an expense ratio of 0.79%.


Return for Risk

FBGRX vs. FSLEX — Risk / Return Rank

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

FBGRX
FBGRX Risk / Return Rank: 6464
Overall Rank
FBGRX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 5555
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 7575
Martin Ratio Rank

FSLEX
FSLEX Risk / Return Rank: 7676
Overall Rank
FSLEX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FSLEX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FSLEX Omega Ratio Rank: 6767
Omega Ratio Rank
FSLEX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FSLEX Martin Ratio Rank: 8686
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.

FBGRX vs. FSLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Fidelity Environment and Alternative Energy Fund (FSLEX). 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.


FBGRXFSLEXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.40

-0.25

Sortino ratio

Return per unit of downside risk

1.75

2.06

-0.30

Omega ratio

Gain probability vs. loss probability

1.25

1.29

-0.04

Calmar ratio

Return relative to maximum drawdown

2.16

2.38

-0.22

Martin ratio

Return relative to average drawdown

8.46

9.95

-1.49

FBGRX vs. FSLEX - Sharpe Ratio Comparison

The current FBGRX Sharpe Ratio is 1.15, which is comparable to the FSLEX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FBGRX and FSLEX, 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


FBGRXFSLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.40

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.49

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.61

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.33

+0.32

Correlation

The correlation between FBGRX and FSLEX is 0.74, 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

FBGRX vs. FSLEX - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 2.02%, more than FSLEX's 0.37% yield.


TTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
2.02%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FSLEX
Fidelity Environment and Alternative Energy Fund
0.37%0.37%0.41%0.39%0.69%7.74%6.41%2.17%6.39%6.19%1.29%3.01%

Drawdowns

FBGRX vs. FSLEX - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -58.64%, which is greater than FSLEX's maximum drawdown of -50.21%. Use the drawdown chart below to compare losses from any high point for FBGRX and FSLEX.


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Drawdown Indicators


FBGRXFSLEXDifference

Max Drawdown

Largest peak-to-trough decline

-58.64%

-50.21%

-8.43%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.41%

-1.24%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

-32.67%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

-39.77%

-3.31%

Current Drawdown

Current decline from peak

-7.36%

-7.23%

-0.13%

Average Drawdown

Average peak-to-trough decline

-12.58%

-13.98%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.29%

+0.25%

Volatility

FBGRX vs. FSLEX - Volatility Comparison

Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 7.94% compared to Fidelity Environment and Alternative Energy Fund (FSLEX) at 7.28%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than FSLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBGRXFSLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.28%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

12.76%

+1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

22.40%

+2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.93%

20.63%

+4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

21.42%

+2.21%