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

Correlation

The correlation between FCPGX and FECGX is 0.83, 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.


Performance

FCPGX vs. FECGX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FCPGX:

0.07

FECGX:

0.15

Sortino Ratio

FCPGX:

0.32

FECGX:

0.48

Omega Ratio

FCPGX:

1.04

FECGX:

1.06

Calmar Ratio

FCPGX:

0.07

FECGX:

0.16

Martin Ratio

FCPGX:

0.25

FECGX:

0.55

Ulcer Index

FCPGX:

9.69%

FECGX:

9.63%

Daily Std Dev

FCPGX:

25.60%

FECGX:

25.99%

Max Drawdown

FCPGX:

-59.11%

FECGX:

-43.43%

Current Drawdown

FCPGX:

-20.96%

FECGX:

-18.74%

Returns By Period

In the year-to-date period, FCPGX achieves a -6.10% return, which is significantly lower than FECGX's -5.70% return.


FCPGX

YTD

-6.10%

1M

10.75%

6M

-11.72%

1Y

1.70%

5Y*

5.28%

10Y*

5.02%

FECGX

YTD

-5.70%

1M

11.67%

6M

-10.59%

1Y

3.83%

5Y*

8.30%

10Y*

N/A

*Annualized

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FCPGX vs. FECGX - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than FECGX's 0.05% expense ratio.


Risk-Adjusted Performance

FCPGX vs. FECGX — Risk-Adjusted Performance Rank

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

FCPGX
The Risk-Adjusted Performance Rank of FCPGX is 2424
Overall Rank
The Sharpe Ratio Rank of FCPGX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPGX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FCPGX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FCPGX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FCPGX is 2424
Martin Ratio Rank

FECGX
The Risk-Adjusted Performance Rank of FECGX is 3030
Overall Rank
The Sharpe Ratio Rank of FECGX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FECGX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FECGX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FECGX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FECGX is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCPGX vs. FECGX - Risk-Adjusted Performance Comparison

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


The current FCPGX Sharpe Ratio is 0.07, which is lower than the FECGX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of FCPGX and FECGX, 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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Dividends

FCPGX vs. FECGX - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 1.46%, more than FECGX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
FCPGX
Fidelity Small Cap Growth Fund
1.46%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%0.76%4.32%8.37%
FECGX
Fidelity Small Cap Growth Index Fund
1.33%1.25%0.81%0.80%0.57%0.38%0.24%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FCPGX vs. FECGX - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than FECGX's maximum drawdown of -43.43%. Use the drawdown chart below to compare losses from any high point for FCPGX and FECGX. For additional features, visit the drawdowns tool.


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Volatility

FCPGX vs. FECGX - Volatility Comparison

The current volatility for Fidelity Small Cap Growth Fund (FCPGX) is 6.61%, while Fidelity Small Cap Growth Index Fund (FECGX) has a volatility of 7.11%. This indicates that FCPGX experiences smaller price fluctuations and is considered to be less risky than FECGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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