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FCGSX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCGSX and FSPGX is 0.87, 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.


Performance

FCGSX vs. FSPGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Growth Company Fund (FCGSX) and Fidelity Large Cap Growth Index Fund (FSPGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCGSX:

0.06

FSPGX:

0.71

Sortino Ratio

FCGSX:

0.30

FSPGX:

1.12

Omega Ratio

FCGSX:

1.04

FSPGX:

1.16

Calmar Ratio

FCGSX:

0.06

FSPGX:

0.75

Martin Ratio

FCGSX:

0.18

FSPGX:

2.50

Ulcer Index

FCGSX:

12.99%

FSPGX:

7.00%

Daily Std Dev

FCGSX:

29.07%

FSPGX:

25.41%

Max Drawdown

FCGSX:

-55.95%

FSPGX:

-32.66%

Current Drawdown

FCGSX:

-21.07%

FSPGX:

-3.82%

Returns By Period

In the year-to-date period, FCGSX achieves a -2.46% return, which is significantly lower than FSPGX's 0.23% return.


FCGSX

YTD

-2.46%

1M

18.50%

6M

-10.64%

1Y

1.75%

3Y*

18.58%

5Y*

3.40%

10Y*

6.58%

FSPGX

YTD

0.23%

1M

17.51%

6M

2.38%

1Y

17.31%

3Y*

22.65%

5Y*

18.21%

10Y*

N/A

*Annualized

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FCGSX vs. FSPGX - Expense Ratio Comparison

FCGSX has a 0.00% expense ratio, which is lower than FSPGX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

FCGSX vs. FSPGX — Risk-Adjusted Performance Rank

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

FCGSX
The Risk-Adjusted Performance Rank of FCGSX is 2424
Overall Rank
The Sharpe Ratio Rank of FCGSX is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of FCGSX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FCGSX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FCGSX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FCGSX is 2222
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6969
Overall Rank
The Sharpe Ratio Rank of FSPGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 6666
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.

FCGSX vs. FSPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Growth Company Fund (FCGSX) and Fidelity Large Cap Growth Index Fund (FSPGX). 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 current FCGSX Sharpe Ratio is 0.06, which is lower than the FSPGX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of FCGSX and FSPGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FCGSX vs. FSPGX - Dividend Comparison

FCGSX's dividend yield for the trailing twelve months is around 0.52%, more than FSPGX's 0.37% yield.


TTM20242023202220212020201920182017201620152014
FCGSX
Fidelity Series Growth Company Fund
0.52%0.51%0.52%0.61%0.58%0.68%0.72%1.06%0.51%0.11%0.25%0.93%
FSPGX
Fidelity Large Cap Growth Index Fund
0.37%0.37%0.73%0.86%2.22%1.76%1.04%1.47%1.22%0.29%0.00%0.00%

Drawdowns

FCGSX vs. FSPGX - Drawdown Comparison

The maximum FCGSX drawdown since its inception was -55.95%, which is greater than FSPGX's maximum drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for FCGSX and FSPGX. For additional features, visit the drawdowns tool.


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Volatility

FCGSX vs. FSPGX - Volatility Comparison

The current volatility for Fidelity Series Growth Company Fund (FCGSX) is 6.27%, while Fidelity Large Cap Growth Index Fund (FSPGX) has a volatility of 6.88%. This indicates that FCGSX experiences smaller price fluctuations and is considered to be less risky than FSPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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