PortfoliosLab logoPortfoliosLab logo
FCPGX vs. IUSB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCPGX vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Small Cap Growth Fund (FCPGX) and iShares Core Universal USD Bond ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FCPGX achieves a 18.99% return, which is significantly higher than IUSB's 0.67% return. Over the past 10 years, FCPGX has outperformed IUSB with an annualized return of 14.97%, while IUSB has yielded a comparatively lower 1.97% annualized return.


FCPGX

1D
4.26%
1M
1.29%
YTD
18.99%
6M
16.17%
1Y
36.82%
3Y*
20.10%
5Y*
7.60%
10Y*
14.97%

IUSB

1D
-0.07%
1M
0.46%
YTD
0.67%
6M
1.05%
1Y
4.82%
3Y*
4.70%
5Y*
0.39%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCPGX vs. IUSB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCPGX
Fidelity Small Cap Growth Fund
18.99%11.20%20.56%19.02%-25.34%10.50%36.41%36.31%-4.57%28.99%
IUSB
iShares Core Universal USD Bond ETF
0.67%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%

Correlation

The correlation between FCPGX and IUSB is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.22

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.08

Over the past year, FCPGX and IUSB have become more correlated (0.36) than their long-term average of 0.08, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

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


Return for Risk

FCPGX vs. IUSB — Risk / Return Rank

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

FCPGX
FCPGX Risk / Return Rank: 5959
Overall Rank
FCPGX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FCPGX Sortino Ratio Rank: 4848
Sortino Ratio Rank
FCPGX Omega Ratio Rank: 4545
Omega Ratio Rank
FCPGX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FCPGX Martin Ratio Rank: 7676
Martin Ratio Rank

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4242
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4040
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. IUSB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Small Cap Growth Fund (FCPGX) and iShares Core Universal USD Bond ETF (IUSB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FCPGXIUSBDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.80

1.92

+0.88

Martin ratioReturn relative to average drawdown

11.15

5.62

+5.53

FCPGX vs. IUSB - Sharpe Ratio Comparison

The current FCPGX Sharpe Ratio is 1.66, which is comparable to the IUSB Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of FCPGX and IUSB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FCPGX vs. IUSB - Drawdown Comparison

The maximum FCPGX drawdown since its inception was -59.11%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for FCPGX and IUSB.


Loading charts...

Drawdown Indicators


FCPGXIUSBDifference

Max Drawdown

Largest peak-to-trough decline

-59.11%

-17.90%

-41.21%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-2.53%

-10.59%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

-5.82%

-22.87%

Max Drawdown (5Y)

Largest decline over 5 years

-39.04%

-17.87%

-21.17%

Max Drawdown (10Y)

Largest decline over 10 years

-39.04%

-17.90%

-21.14%

Current Drawdown

Current decline from peak

-0.19%

-1.09%

+0.90%

Average Drawdown

Average peak-to-trough decline

-10.69%

-3.58%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

0.86%

+2.43%

Volatility

FCPGX vs. IUSB - Volatility Comparison

Fidelity Small Cap Growth Fund (FCPGX) has a higher volatility of 8.73% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.30%. This indicates that FCPGX's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FCPGXIUSBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

1.30%

+7.43%

Volatility (6M)

Calculated over the trailing 6-month period

17.37%

2.69%

+14.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

3.59%

+18.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

5.80%

+17.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

5.04%

+17.88%

FCPGX vs. IUSB - Expense Ratio Comparison

FCPGX has a 1.00% expense ratio, which is higher than IUSB's 0.06% expense ratio.


Dividends

FCPGX vs. IUSB - Dividend Comparison

FCPGX's dividend yield for the trailing twelve months is around 5.37%, more than IUSB's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
FCPGX
Fidelity Small Cap Growth Fund
5.37%6.38%1.37%0.00%0.00%19.27%8.19%5.31%14.35%6.88%1.53%4.32%
IUSB
iShares Core Universal USD Bond ETF
4.22%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


FCPGX and IUSB have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCPGX has higher volatility (8.73%) compared to IUSB (1.30%). In terms of maximum drawdown, FCPGX dropped -59.11% vs IUSB's -17.90%.

FCPGX currently has the higher Sharpe Ratio (1.66 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for FCPGX and IUSB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer