FBGX vs. FBGKX

Last updated Apr 2, 2026

Compare and contrast key facts about UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Blue Chip Growth Fund Class K (FBGKX).

FBGX is a passively managed fund by UBS that tracks the performance of the Russell 1000 Growth Index (200%). It was launched on Jun 11, 2014. FBGKX is managed by Fidelity. It was launched on May 9, 2008.

Performance

FBGX vs. FBGKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). The values are adjusted to include any dividend payments, if applicable.

FBGX vs. FBGKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	35.73%	83.74%	-56.41%	57.04%	65.79%	75.84%	-16.58%	64.01%
FBGKX Fidelity Blue Chip Growth Fund Class K	-7.10%	19.99%	39.87%	55.76%	-38.40%	22.74%	62.35%	33.56%	1.11%	36.08%

Returns By Period

FBGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

FBGKX

• 1D: 4.54%
• 1M: -5.07%
• YTD: -7.10%
• 6M: -4.01%
• 1Y: 26.86%
• 3Y*: 26.63%
• 5Y*: 11.83%
• 10Y*: 19.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FBGX vs. FBGKX - Expense Ratio Comparison

FBGX has a 1.29% expense ratio, which is higher than FBGKX's 0.68% expense ratio.

FBGX

UBS AG FI Enhanced Large Cap Growth ETN

FBGKX

Fidelity Blue Chip Growth Fund Class K

Return for Risk

FBGX vs. FBGKX — Risk / Return Rank

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

FBGKX

FBGKX Risk / Return Rank: 68
FBGKX Sharpe Ratio Rank: 61
FBGKX Sortino Ratio Rank: 68
FBGKX Omega Ratio Rank: 63
FBGKX Calmar Ratio Rank: 73
FBGKX Martin Ratio Rank: 72

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.

FBGX vs. FBGKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS AG FI Enhanced Large Cap Growth ETN (FBGX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FBGX	FBGKX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.48	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.81	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.64	—

Correlation

The correlation between FBGX and FBGKX is 0.84, 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

FBGX vs. FBGKX - Dividend Comparison

FBGX has not paid dividends to shareholders, while FBGKX's dividend yield for the trailing twelve months is around 2.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBGX UBS AG FI Enhanced Large Cap Growth ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FBGKX Fidelity Blue Chip Growth Fund Class K	2.03%	1.89%	6.00%	0.93%	0.56%	8.77%	6.41%	3.70%	6.41%	4.26%	4.22%	5.36%

Drawdowns

Drawdown Indicators

	FBGX	FBGKX	Difference
Max Drawdown Largest peak-to-trough decline	—	-48.90%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-43.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.03%	—
Current Drawdown Current decline from peak	—	-8.67%	—
Average Drawdown Average peak-to-trough decline	—	-8.43%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.51%	—

Volatility

Volatility by Period

	FBGX	FBGKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	25.03%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	24.92%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	23.62%	—