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FCOR vs. FBCG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCOR vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Corporate Bond ETF (FCOR) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

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FCOR vs. FBCG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FCOR
Fidelity Corporate Bond ETF
-0.39%7.88%3.01%8.95%-15.88%-1.64%7.68%
FBCG
Fidelity Blue Chip Growth ETF
-8.61%18.60%39.05%57.98%-39.10%21.34%42.99%

Returns By Period

In the year-to-date period, FCOR achieves a -0.39% return, which is significantly higher than FBCG's -8.61% return.


FCOR

1D
0.66%
1M
-2.03%
YTD
-0.39%
6M
0.43%
1Y
4.95%
3Y*
5.13%
5Y*
0.83%
10Y*
3.11%

FBCG

1D
4.81%
1M
-5.43%
YTD
-8.61%
6M
-6.56%
1Y
25.45%
3Y*
25.41%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCOR vs. FBCG - Expense Ratio Comparison

FCOR has a 0.36% expense ratio, which is lower than FBCG's 0.59% expense ratio.


Return for Risk

FCOR vs. FBCG — Risk / Return Rank

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

FCOR
FCOR Risk / Return Rank: 5656
Overall Rank
FCOR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
FCOR Sortino Ratio Rank: 5050
Sortino Ratio Rank
FCOR Omega Ratio Rank: 4848
Omega Ratio Rank
FCOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
FCOR Martin Ratio Rank: 5656
Martin Ratio Rank

FBCG
FBCG Risk / Return Rank: 6464
Overall Rank
FBCG Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FBCG Sortino Ratio Rank: 6464
Sortino Ratio Rank
FBCG Omega Ratio Rank: 6262
Omega Ratio Rank
FBCG Calmar Ratio Rank: 6969
Calmar Ratio Rank
FBCG Martin Ratio Rank: 6464
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.

FCOR vs. FBCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Corporate Bond ETF (FCOR) and Fidelity Blue Chip Growth ETF (FBCG). 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.


FCORFBCGDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.97

-0.02

Sortino ratio

Return per unit of downside risk

1.31

1.54

-0.23

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.68

1.65

+0.03

Martin ratio

Return relative to average drawdown

5.30

5.92

-0.61

FCOR vs. FBCG - Sharpe Ratio Comparison

The current FCOR Sharpe Ratio is 0.96, which is comparable to the FBCG Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FCOR and FBCG, 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


FCORFBCGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.97

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.43

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.67

-0.25

Correlation

The correlation between FCOR and FBCG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FCOR vs. FBCG - Dividend Comparison

FCOR's dividend yield for the trailing twelve months is around 4.52%, more than FBCG's 0.05% yield.


TTM20252024202320222021202020192018201720162015
FCOR
Fidelity Corporate Bond ETF
4.52%4.47%4.35%3.70%3.30%2.34%2.99%3.10%3.65%2.81%3.04%3.82%
FBCG
Fidelity Blue Chip Growth ETF
0.05%0.05%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCOR vs. FBCG - Drawdown Comparison

The maximum FCOR drawdown since its inception was -22.60%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for FCOR and FBCG.


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Drawdown Indicators


FCORFBCGDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-43.56%

+20.96%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-15.17%

+12.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.60%

-43.56%

+20.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.60%

Current Drawdown

Current decline from peak

-2.03%

-11.09%

+9.06%

Average Drawdown

Average peak-to-trough decline

-4.78%

-11.79%

+7.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

4.23%

-3.24%

Volatility

FCOR vs. FBCG - Volatility Comparison

The current volatility for Fidelity Corporate Bond ETF (FCOR) is 2.20%, while Fidelity Blue Chip Growth ETF (FBCG) has a volatility of 8.22%. This indicates that FCOR experiences smaller price fluctuations and is considered to be less risky than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCORFBCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

8.22%

-6.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

14.74%

-11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.22%

26.28%

-21.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.06%

25.82%

-18.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.12%

25.92%

-18.80%