FCGSX vs. TFSL
FCGSX (Fidelity Series Growth Company Fund) is Large Cap Growth Equities fund managed by Fidelity, while TFSL (TFS Financial Corporation) is a stock. Over the past 10 years, FCGSX returned 25.14%/yr vs 6.75%/yr for TFSL. At a 0.34 correlation, their price movements are largely independent.
Performance
FCGSX vs. TFSL - Performance Comparison
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Returns By Period
In the year-to-date period, FCGSX achieves a 22.34% return, which is significantly lower than TFSL's 31.02% return. Over the past 10 years, FCGSX has outperformed TFSL with an annualized return of 25.14%, while TFSL has yielded a comparatively lower 6.75% annualized return.
FCGSX
- 1D
- -1.13%
- 1M
- 1.46%
- YTD
- 22.34%
- 6M
- 20.75%
- 1Y
- 53.24%
- 3Y*
- 33.28%
- 5Y*
- 18.04%
- 10Y*
- 25.14%
TFSL
- 1D
- 1.63%
- 1M
- 7.52%
- YTD
- 31.02%
- 6M
- 24.68%
- 1Y
- 40.59%
- 3Y*
- 21.05%
- 5Y*
- 4.03%
- 10Y*
- 6.75%
FCGSX vs. TFSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FCGSX Fidelity Series Growth Company Fund | 22.34% | 25.52% | 38.00% | 45.97% | -32.15% | 25.13% | 70.01% | 39.75% | -4.03% | 37.69% |
TFSL TFS Financial Corporation | 31.02% | 15.95% | -6.73% | 11.18% | -12.98% | 7.13% | -4.53% | 29.24% | 13.93% | -18.48% |
Correlation
The correlation between FCGSX and TFSL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2013 | 0.34 |
The correlation between FCGSX and TFSL shifts across timeframes, from 0.19 (1 year) to 0.34 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FCGSX vs. TFSL — Risk / Return Rank
FCGSX
TFSL
FCGSX vs. TFSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Growth Company Fund (FCGSX) and TFS Financial Corporation (TFSL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FCGSX | TFSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.31 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.25 | 3.77 | +1.49 |
| Martin ratioReturn relative to average drawdown | 22.90 | 9.98 | +12.93 |
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Drawdowns
FCGSX vs. TFSL - Drawdown Comparison
The maximum FCGSX drawdown since its inception was -38.77%, smaller than the maximum TFSL drawdown of -45.52%. Use the drawdown chart below to compare losses from any high point for FCGSX and TFSL.
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Drawdown Indicators
| FCGSX | TFSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -45.52% | +6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -10.83% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -26.07% | -24.68% | -1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -38.94% | +0.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.77% | -42.95% | +4.18% |
Current DrawdownCurrent decline from peak | -1.74% | -0.24% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -17.18% | +10.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | 4.08% | -1.70% |
Volatility
FCGSX vs. TFSL - Volatility Comparison
Fidelity Series Growth Company Fund (FCGSX) has a higher volatility of 7.52% compared to TFS Financial Corporation (TFSL) at 6.06%. This indicates that FCGSX's price experiences larger fluctuations and is considered to be riskier than TFSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FCGSX | TFSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 6.06% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.75% | 16.66% | -1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.90% | 22.55% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.84% | 23.63% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 24.53% | -1.19% |
Dividends
FCGSX vs. TFSL - Dividend Comparison
FCGSX's dividend yield for the trailing twelve months is around 8.56%, more than TFSL's 6.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FCGSX Fidelity Series Growth Company Fund | 8.56% | 10.48% | 12.49% | 3.13% | 0.61% | 38.65% | 31.99% | 11.06% | 13.21% | 10.51% | 2.44% | 0.25% |
TFSL TFS Financial Corporation | 6.70% | 8.45% | 9.00% | 7.69% | 7.84% | 6.30% | 6.35% | 5.28% | 5.21% | 3.95% | 2.36% | 1.81% |
Frequently Asked Questions
FCGSX and TFSL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCGSX has higher volatility (7.52%) compared to TFSL (6.06%). In terms of maximum drawdown, FCGSX dropped -38.77% vs TFSL's -45.52%.
FCGSX currently has the higher Sharpe Ratio (2.90 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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