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

Performance

FBGRX vs. VOOG - 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 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FBGRX vs. VOOG - 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%
VOOG
Vanguard S&P 500 Growth ETF
-6.87%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Returns By Period

In the year-to-date period, FBGRX achieves a -5.77% return, which is significantly higher than VOOG's -6.87% return. Over the past 10 years, FBGRX has outperformed VOOG with an annualized return of 19.25%, while VOOG has yielded a comparatively lower 15.90% 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%

VOOG

1D
0.12%
1M
-3.27%
YTD
-6.87%
6M
-5.34%
1Y
22.22%
3Y*
22.10%
5Y*
12.49%
10Y*
15.90%
*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. VOOG - Expense Ratio Comparison

FBGRX has a 0.79% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

FBGRX vs. VOOG — 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

VOOG
VOOG Risk / Return Rank: 5656
Overall Rank
VOOG Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5555
Omega Ratio Rank
VOOG Calmar Ratio Rank: 5858
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5757
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. VOOG - Risk-Adjusted Trends Comparison

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


FBGRXVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.15

1.00

+0.15

Sortino ratio

Return per unit of downside risk

1.75

1.56

+0.19

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

2.16

1.70

+0.45

Martin ratio

Return relative to average drawdown

8.46

6.51

+1.95

FBGRX vs. VOOG - Sharpe Ratio Comparison

The current FBGRX Sharpe Ratio is 1.15, which is comparable to the VOOG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of FBGRX and VOOG, 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


FBGRXVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

1.00

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.59

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.77

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.84

-0.19

Correlation

The correlation between FBGRX and VOOG is 0.94, 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. VOOG - Dividend Comparison

FBGRX's dividend yield for the trailing twelve months is around 2.02%, more than VOOG's 0.53% 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%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

FBGRX vs. VOOG - Drawdown Comparison

The maximum FBGRX drawdown since its inception was -58.64%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FBGRX and VOOG.


Loading graphics...

Drawdown Indicators


FBGRXVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-58.64%

-32.73%

-25.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-13.71%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

-32.73%

-10.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

-32.73%

-10.35%

Current Drawdown

Current decline from peak

-7.36%

-8.97%

+1.61%

Average Drawdown

Average peak-to-trough decline

-12.58%

-5.01%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.59%

-0.05%

Volatility

FBGRX vs. VOOG - Volatility Comparison

Fidelity Blue Chip Growth Fund (FBGRX) has a higher volatility of 7.94% compared to Vanguard S&P 500 Growth ETF (VOOG) at 7.16%. This indicates that FBGRX's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FBGRXVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.94%

7.16%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.15%

12.67%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

25.02%

22.27%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.93%

21.15%

+3.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

20.65%

+2.98%