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FBGRX vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBGRX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund (FBGRX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBGRX achieves a -5.69% return, which is significantly lower than SCHD's 12.35% return. Over the past 10 years, FBGRX has outperformed SCHD with an annualized return of 19.29%, while SCHD has yielded a comparatively lower 12.30% annualized return.


FBGRX

1D
0.09%
1M
-3.27%
YTD
-5.69%
6M
-2.54%
1Y
45.71%
3Y*
27.18%
5Y*
12.08%
10Y*
19.29%

SCHD

1D
0.16%
1M
-1.41%
YTD
12.35%
6M
13.59%
1Y
25.56%
3Y*
11.70%
5Y*
8.35%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBGRX vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FBGRX
Fidelity Blue Chip Growth Fund
-5.69%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%
SCHD
Schwab U.S. Dividend Equity ETF
12.35%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between FBGRX and SCHD is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FBGRX vs. SCHD - Expense Ratio Comparison

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


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Return for Risk

FBGRX vs. SCHD — Risk / Return Rank

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

FBGRX
FBGRX Risk / Return Rank: 5858
Overall Rank
FBGRX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 5151
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 6767
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4040
Overall Rank
SCHD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4444
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3131
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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.


FBGRXSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.89

+0.21

Sortino ratio

Return per unit of downside risk

1.69

1.34

+0.35

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

2.07

1.09

+0.98

Martin ratio

Return relative to average drawdown

8.05

3.69

+4.35

FBGRX vs. SCHD - Sharpe Ratio Comparison

The current FBGRX Sharpe Ratio is 1.10, which is comparable to the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of FBGRX and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FBGRXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

0.89

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.74

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.84

-0.19

Drawdowns

FBGRX vs. SCHD - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -58.64%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FBGRX and SCHD.


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Drawdown Indicators


FBGRXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-58.64%

-33.37%

-25.27%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-4.61%

-8.04%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

-16.85%

-26.23%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

-33.37%

-9.71%

Current Drawdown

Current decline from peak

-7.28%

-3.27%

-4.01%

Average Drawdown

Average peak-to-trough decline

-12.58%

-3.34%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.76%

-0.19%

Volatility

FBGRX vs. SCHD - Volatility Comparison

Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 7.84% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.35%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBGRXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

2.35%

+5.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

7.93%

+6.22%

Volatility (1Y)

Calculated over the trailing 1-year period

25.00%

15.69%

+9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.92%

14.40%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.62%

16.69%

+6.93%

Dividends

FBGRX vs. SCHD - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 2.01%, less than SCHD's 3.45% yield.


TTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
2.01%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%