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

Correlation

The correlation between FCPGX and FECGX is 0.96, 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.


-0.50.00.51.01.0

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.

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
23.89%
49.44%
FCPGX
FECGX

Key characteristics

Sharpe Ratio

FCPGX:

1.18

FECGX:

0.85

Sortino Ratio

FCPGX:

1.70

FECGX:

1.30

Omega Ratio

FCPGX:

1.21

FECGX:

1.15

Calmar Ratio

FCPGX:

0.73

FECGX:

0.68

Martin Ratio

FCPGX:

6.93

FECGX:

4.42

Ulcer Index

FCPGX:

3.43%

FECGX:

4.15%

Daily Std Dev

FCPGX:

20.10%

FECGX:

21.64%

Max Drawdown

FCPGX:

-59.11%

FECGX:

-41.85%

Current Drawdown

FCPGX:

-16.00%

FECGX:

-11.19%

Returns By Period

In the year-to-date period, FCPGX achieves a 19.80% return, which is significantly higher than FECGX's 15.56% return.


FCPGX

YTD

19.80%

1M

-3.02%

6M

7.88%

1Y

22.01%

5Y*

4.26%

10Y*

6.74%

FECGX

YTD

15.56%

1M

-1.59%

6M

11.35%

1Y

16.23%

5Y*

6.98%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCPGX vs. FECGX - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than FECGX's 0.05% 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 FECGX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for FCPGX, currently valued at 1.18, compared to the broader market-1.000.001.002.003.004.001.180.85
The chart of Sortino ratio for FCPGX, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.001.701.30
The chart of Omega ratio for FCPGX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.15
The chart of Calmar ratio for FCPGX, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.730.68
The chart of Martin ratio for FCPGX, currently valued at 6.93, compared to the broader market0.0020.0040.0060.006.934.42
FCPGX
FECGX

The current FCPGX Sharpe Ratio is 1.18, which is higher than the FECGX Sharpe Ratio of 0.85. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.18
0.85
FCPGX
FECGX

Dividends

FCPGX vs. FECGX - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 0.84%, more than FECGX's 0.72% yield.


TTM20232022202120202019201820172016201520142013
FCPGX
Fidelity Small Cap Growth Fund
0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%
FECGX
Fidelity Small Cap Growth Index Fund
0.72%0.81%0.80%0.57%0.38%0.24%0.00%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 -41.85%. Use the drawdown chart below to compare losses from any high point for FCPGX and FECGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-16.00%
-11.19%
FCPGX
FECGX

Volatility

FCPGX vs. FECGX - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) and Fidelity Small Cap Growth Index Fund (FECGX) have volatilities of 6.35% and 6.63%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.35%
6.63%
FCPGX
FECGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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