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FCPGX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FCPGX vs. FBGRX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.63%
11.94%
FCPGX
FBGRX

Returns By Period

In the year-to-date period, FCPGX achieves a 23.52% return, which is significantly lower than FBGRX's 34.17% return. Over the past 10 years, FCPGX has underperformed FBGRX with an annualized return of 7.51%, while FBGRX has yielded a comparatively higher 13.78% annualized return.


FCPGX

YTD

23.52%

1M

-0.06%

6M

9.25%

1Y

40.09%

5Y (annualized)

5.59%

10Y (annualized)

7.51%

FBGRX

YTD

34.17%

1M

1.73%

6M

12.04%

1Y

42.65%

5Y (annualized)

17.81%

10Y (annualized)

13.78%

Key characteristics


FCPGXFBGRX
Sharpe Ratio2.112.21
Sortino Ratio2.862.90
Omega Ratio1.351.40
Calmar Ratio1.082.41
Martin Ratio12.5610.77
Ulcer Index3.30%3.97%
Daily Std Dev19.67%19.37%
Max Drawdown-59.11%-57.42%
Current Drawdown-13.39%-2.54%

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FCPGX vs. FBGRX - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Correlation

-0.50.00.51.00.9

The correlation between FCPGX and FBGRX 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.

Risk-Adjusted Performance

FCPGX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) 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.


Sharpe ratio
The chart of Sharpe ratio for FCPGX, currently valued at 2.11, compared to the broader market0.002.004.002.112.21
The chart of Sortino ratio for FCPGX, currently valued at 2.86, compared to the broader market0.005.0010.002.862.90
The chart of Omega ratio for FCPGX, currently valued at 1.35, compared to the broader market1.002.003.004.001.351.40
The chart of Calmar ratio for FCPGX, currently valued at 1.08, compared to the broader market0.005.0010.0015.0020.0025.001.082.41
The chart of Martin ratio for FCPGX, currently valued at 12.56, compared to the broader market0.0020.0040.0060.0080.00100.0012.5610.77
FCPGX
FBGRX

The current FCPGX Sharpe Ratio is 2.11, which is comparable to the FBGRX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of FCPGX 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.11
2.21
FCPGX
FBGRX

Dividends

FCPGX vs. FBGRX - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 0.82%, more than FBGRX's 0.20% yield.


TTM20232022202120202019201820172016201520142013
FCPGX
Fidelity Small Cap Growth Fund
0.82%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%
FBGRX
Fidelity Blue Chip Growth Fund
0.20%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%7.80%

Drawdowns

FCPGX vs. FBGRX - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, roughly equal to the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FCPGX and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.39%
-2.54%
FCPGX
FBGRX

Volatility

FCPGX vs. FBGRX - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 6.51% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 5.71%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.51%
5.71%
FCPGX
FBGRX