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FCLAX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCLAX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FCLAX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCLAX
Fidelity Advisor Industrials Fund Class A
4.39%24.48%28.24%22.64%-10.64%16.27%11.17%27.81%-15.83%19.28%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FCLAX achieves a 4.39% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FCLAX has underperformed FBGRX with an annualized return of 12.89%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FCLAX

1D
3.59%
1M
-9.99%
YTD
4.39%
6M
6.45%
1Y
32.46%
3Y*
25.89%
5Y*
15.06%
10Y*
12.89%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCLAX vs. FBGRX - Expense Ratio Comparison

FCLAX has a 1.02% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FCLAX vs. FBGRX — Risk / Return Rank

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

FCLAX
FCLAX Risk / Return Rank: 8181
Overall Rank
FCLAX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FCLAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FCLAX Omega Ratio Rank: 7373
Omega Ratio Rank
FCLAX Calmar Ratio Rank: 8888
Calmar Ratio Rank
FCLAX Martin Ratio Rank: 8787
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FCLAX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FCLAXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.50

1.13

+0.37

Sortino ratio

Return per unit of downside risk

2.11

1.73

+0.38

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.57

2.00

+0.57

Martin ratio

Return relative to average drawdown

9.92

7.92

+2.00

FCLAX vs. FBGRX - Sharpe Ratio Comparison

The current FCLAX Sharpe Ratio is 1.50, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FCLAX and FBGRX, 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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Sharpe Ratios by Period


FCLAXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

1.13

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.47

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.81

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.65

-0.11

Correlation

The correlation between FCLAX and FBGRX is 0.78, 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

FCLAX vs. FBGRX - Dividend Comparison

FCLAX's dividend yield for the trailing twelve months is around 1.66%, less than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FCLAX
Fidelity Advisor Industrials Fund Class A
1.66%1.73%8.10%8.69%3.46%21.93%0.59%7.50%12.29%2.79%5.69%9.17%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FCLAX vs. FBGRX - Drawdown Comparison

The maximum FCLAX drawdown since its inception was -60.95%, roughly equal to the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FCLAX and FBGRX.


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Drawdown Indicators


FCLAXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-60.95%

-58.64%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-13.89%

+0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

-43.08%

+16.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-43.08%

+0.37%

Current Drawdown

Current decline from peak

-9.99%

-8.68%

-1.31%

Average Drawdown

Average peak-to-trough decline

-7.83%

-12.58%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.51%

-0.07%

Volatility

FCLAX vs. FBGRX - Volatility Comparison

Fidelity Advisor Industrials Fund Class A (FCLAX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 7.79% and 7.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCLAXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

7.83%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

14.08%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.73%

24.98%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.68%

24.93%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

23.63%

-2.27%