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FBGRX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FBGRX and VOO is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FBGRX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Blue Chip Growth Fund (FBGRX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
593.29%
557.08%
FBGRX
VOO

Key characteristics

Sharpe Ratio

FBGRX:

0.11

VOO:

0.54

Sortino Ratio

FBGRX:

0.35

VOO:

0.88

Omega Ratio

FBGRX:

1.05

VOO:

1.13

Calmar Ratio

FBGRX:

0.12

VOO:

0.55

Martin Ratio

FBGRX:

0.37

VOO:

2.27

Ulcer Index

FBGRX:

8.58%

VOO:

4.55%

Daily Std Dev

FBGRX:

28.41%

VOO:

19.19%

Max Drawdown

FBGRX:

-57.42%

VOO:

-33.99%

Current Drawdown

FBGRX:

-16.56%

VOO:

-9.90%

Returns By Period

In the year-to-date period, FBGRX achieves a -12.46% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, FBGRX has underperformed VOO with an annualized return of 11.47%, while VOO has yielded a comparatively higher 12.24% annualized return.


FBGRX

YTD

-12.46%

1M

0.44%

6M

-7.93%

1Y

1.31%

5Y*

13.65%

10Y*

11.47%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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FBGRX vs. VOO - Expense Ratio Comparison

FBGRX has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for FBGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBGRX: 0.79%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

FBGRX vs. VOO — Risk-Adjusted Performance Rank

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

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3232
Overall Rank
The Sharpe Ratio Rank of FBGRX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 3030
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FBGRX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Blue Chip Growth Fund (FBGRX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for FBGRX, currently valued at 0.11, compared to the broader market-1.000.001.002.003.00
FBGRX: 0.11
VOO: 0.54
The chart of Sortino ratio for FBGRX, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.00
FBGRX: 0.35
VOO: 0.88
The chart of Omega ratio for FBGRX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
FBGRX: 1.05
VOO: 1.13
The chart of Calmar ratio for FBGRX, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.00
FBGRX: 0.12
VOO: 0.55
The chart of Martin ratio for FBGRX, currently valued at 0.37, compared to the broader market0.0010.0020.0030.0040.0050.00
FBGRX: 0.37
VOO: 2.27

The current FBGRX Sharpe Ratio is 0.11, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FBGRX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.11
0.54
FBGRX
VOO

Dividends

FBGRX vs. VOO - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 0.27%, less than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
FBGRX
Fidelity Blue Chip Growth Fund
0.27%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

FBGRX vs. VOO - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -57.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for FBGRX and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.56%
-9.90%
FBGRX
VOO

Volatility

FBGRX vs. VOO - Volatility Comparison

Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 18.29% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.29%
13.96%
FBGRX
VOO