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

Performance

FCMTX vs. FBGRX - Performance Comparison

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

Loading graphics...

FCMTX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCMTX
Fidelity Advisor California Municipal Income Fund Class M
-1.10%5.40%1.19%6.01%-9.81%1.18%4.28%7.29%0.40%5.47%
FBGRX
Fidelity Blue Chip Growth Fund
-11.15%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, FCMTX achieves a -1.10% return, which is significantly higher than FBGRX's -11.15% return. Over the past 10 years, FCMTX has underperformed FBGRX with an annualized return of 1.69%, while FBGRX has yielded a comparatively higher 18.55% annualized return.


FCMTX

1D
0.16%
1M
-3.32%
YTD
-1.10%
6M
0.49%
1Y
4.10%
3Y*
2.87%
5Y*
0.58%
10Y*
1.69%

FBGRX

1D
-1.17%
1M
-8.97%
YTD
-11.15%
6M
-8.04%
1Y
22.53%
3Y*
24.68%
5Y*
11.15%
10Y*
18.55%
*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.


FCMTX vs. FBGRX - Expense Ratio Comparison

FCMTX has a 0.70% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Return for Risk

FCMTX vs. FBGRX — Risk / Return Rank

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

FCMTX
FCMTX Risk / Return Rank: 4747
Overall Rank
FCMTX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FCMTX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FCMTX Omega Ratio Rank: 7171
Omega Ratio Rank
FCMTX Calmar Ratio Rank: 3838
Calmar Ratio Rank
FCMTX Martin Ratio Rank: 3333
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 5454
Overall Rank
FBGRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 5353
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FBGRX 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.

FCMTX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor California Municipal Income Fund Class M (FCMTX) 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.


FCMTXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.91

+0.06

Sortino ratio

Return per unit of downside risk

1.30

1.43

-0.13

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

1.01

1.36

-0.35

Martin ratio

Return relative to average drawdown

3.56

5.44

-1.88

FCMTX vs. FBGRX - Sharpe Ratio Comparison

The current FCMTX Sharpe Ratio is 0.96, which is comparable to the FBGRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FCMTX 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.


Loading graphics...

Sharpe Ratios by Period


FCMTXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.91

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.45

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.79

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.64

-0.04

Correlation

The correlation between FCMTX and FBGRX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FCMTX vs. FBGRX - Dividend Comparison

FCMTX's dividend yield for the trailing twelve months is around 2.77%, more than FBGRX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
FCMTX
Fidelity Advisor California Municipal Income Fund Class M
2.77%3.55%2.17%2.22%1.50%2.07%2.52%2.54%2.73%3.21%3.17%2.78%
FBGRX
Fidelity Blue Chip Growth Fund
2.14%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FCMTX vs. FBGRX - Drawdown Comparison

The maximum FCMTX drawdown since its inception was -16.96%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FCMTX and FBGRX.


Loading graphics...

Drawdown Indicators


FCMTXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-16.96%

-58.64%

+41.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.07%

-13.89%

+8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.21%

-43.08%

+28.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.21%

-43.08%

+28.87%

Current Drawdown

Current decline from peak

-3.32%

-12.65%

+9.33%

Average Drawdown

Average peak-to-trough decline

-3.05%

-12.58%

+9.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

3.47%

-2.04%

Volatility

FCMTX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Advisor California Municipal Income Fund Class M (FCMTX) is 1.18%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 6.13%. This indicates that FCMTX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FCMTXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

6.13%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

13.36%

-11.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.05%

24.63%

-19.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.93%

24.86%

-20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.03%

23.59%

-19.56%