PortfoliosLab logoPortfoliosLab logo
FBGRX vs. FTIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FBGRX vs. FTIHX - Performance Comparison

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

Loading graphics...

FBGRX vs. FTIHX - 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%
FTIHX
Fidelity Total International Index Fund
3.18%32.59%4.98%15.49%-16.29%8.45%11.09%21.50%-14.40%25.88%

Returns By Period

In the year-to-date period, FBGRX achieves a -5.77% return, which is significantly lower than FTIHX's 3.18% 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%

FTIHX

1D
1.36%
1M
-2.40%
YTD
3.18%
6M
6.94%
1Y
28.66%
3Y*
15.82%
5Y*
7.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FBGRX vs. FTIHX - Expense Ratio Comparison

FBGRX has a 0.79% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Return for Risk

FBGRX vs. FTIHX — 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

FTIHX
FTIHX Risk / Return Rank: 8686
Overall Rank
FTIHX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FTIHX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FTIHX Omega Ratio Rank: 8484
Omega Ratio Rank
FTIHX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTIHX Martin Ratio Rank: 8787
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. FTIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Fidelity Total International Index Fund (FTIHX). 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.


FBGRXFTIHXDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.81

-0.66

Sortino ratio

Return per unit of downside risk

1.75

2.40

-0.65

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratio

Return relative to maximum drawdown

2.16

2.63

-0.47

Martin ratio

Return relative to average drawdown

8.46

10.15

-1.69

FBGRX vs. FTIHX - Sharpe Ratio Comparison

The current FBGRX Sharpe Ratio is 1.15, which is lower than the FTIHX Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of FBGRX and FTIHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FBGRXFTIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.81

-0.66

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.57

+0.08

Correlation

The correlation between FBGRX and FTIHX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FBGRX vs. FTIHX - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 2.02%, less than FTIHX's 2.70% 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%
FTIHX
Fidelity Total International Index Fund
2.70%2.78%2.88%2.78%2.51%2.55%1.62%2.61%2.21%0.45%0.47%0.00%

Drawdowns

FBGRX vs. FTIHX - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -58.64%, which is greater than FTIHX's maximum drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for FBGRX and FTIHX.


Loading graphics...

Drawdown Indicators


FBGRXFTIHXDifference

Max Drawdown

Largest peak-to-trough decline

-58.64%

-35.75%

-22.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-11.25%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

-29.99%

-13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-7.36%

-7.36%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.58%

-7.31%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.91%

+0.63%

Volatility

FBGRX vs. FTIHX - Volatility Comparison

Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 7.94% compared to Fidelity Total International Index Fund (FTIHX) at 7.21%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBGRXFTIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.21%

+0.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

11.11%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

16.07%

+8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.93%

15.09%

+9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

16.02%

+7.61%