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FCPGX vs. HASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCPGX vs. HASGX - Performance Comparison

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

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FCPGX vs. HASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPGX
Fidelity Small Cap Growth Fund
-0.83%11.20%20.56%19.02%-25.34%10.50%36.41%36.31%-4.57%28.99%
HASGX
Harbor Small Cap Growth Fund
0.58%11.44%9.34%22.20%-25.60%9.40%38.54%42.39%-11.37%24.71%

Returns By Period

In the year-to-date period, FCPGX achieves a -0.83% return, which is significantly lower than HASGX's 0.58% return. Over the past 10 years, FCPGX has outperformed HASGX with an annualized return of 13.40%, while HASGX has yielded a comparatively lower 11.71% annualized return.


FCPGX

1D
4.93%
1M
-6.50%
YTD
-0.83%
6M
2.23%
1Y
24.11%
3Y*
13.88%
5Y*
4.16%
10Y*
13.40%

HASGX

1D
4.59%
1M
-7.47%
YTD
0.58%
6M
3.57%
1Y
25.38%
3Y*
11.60%
5Y*
2.89%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCPGX vs. HASGX - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than HASGX's 0.87% expense ratio.


Return for Risk

FCPGX vs. HASGX — Risk / Return Rank

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

FCPGX
FCPGX Risk / Return Rank: 5555
Overall Rank
FCPGX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FCPGX Sortino Ratio Rank: 5151
Sortino Ratio Rank
FCPGX Omega Ratio Rank: 4242
Omega Ratio Rank
FCPGX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FCPGX Martin Ratio Rank: 6666
Martin Ratio Rank

HASGX
HASGX Risk / Return Rank: 5555
Overall Rank
HASGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HASGX Sortino Ratio Rank: 5555
Sortino Ratio Rank
HASGX Omega Ratio Rank: 4545
Omega Ratio Rank
HASGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
HASGX Martin Ratio Rank: 6363
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.

FCPGX vs. HASGX - Risk-Adjusted Trends Comparison

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


FCPGXHASGXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.03

-0.06

Sortino ratio

Return per unit of downside risk

1.47

1.57

-0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.70

1.62

+0.08

Martin ratio

Return relative to average drawdown

6.35

6.44

-0.09

FCPGX vs. HASGX - Sharpe Ratio Comparison

The current FCPGX Sharpe Ratio is 0.97, which is comparable to the HASGX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of FCPGX and HASGX, 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


FCPGXHASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.03

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.13

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.51

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.39

+0.10

Correlation

The correlation between FCPGX and HASGX is 0.95, 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.


Dividends

FCPGX vs. HASGX - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 6.44%, more than HASGX's 1.12% yield.


TTM20252024202320222021202020192018201720162015
FCPGX
Fidelity Small Cap Growth Fund
6.44%6.38%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%1.53%4.32%
HASGX
Harbor Small Cap Growth Fund
1.12%1.13%3.53%0.03%4.80%27.66%7.21%3.44%27.29%10.10%0.47%13.13%

Drawdowns

FCPGX vs. HASGX - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than HASGX's maximum drawdown of -54.33%. Use the drawdown chart below to compare losses from any high point for FCPGX and HASGX.


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Drawdown Indicators


FCPGXHASGXDifference

Max Drawdown

Largest peak-to-trough decline

-59.11%

-54.33%

-4.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-14.11%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-39.04%

-34.17%

-4.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

-38.53%

-0.51%

Current Drawdown

Current decline from peak

-8.84%

-8.94%

+0.10%

Average Drawdown

Average peak-to-trough decline

-10.77%

-10.23%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

3.56%

+0.13%

Volatility

FCPGX vs. HASGX - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 9.87% compared to Harbor Small Cap Growth Fund (HASGX) at 9.36%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than HASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCPGXHASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

9.36%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.73%

15.54%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

24.94%

24.72%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.43%

23.22%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

23.06%

-0.32%