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FCVAX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCVAX vs. FBGRX - Performance Comparison

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

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FCVAX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCVAX
Fidelity Advisor Small Cap Value Fund Class A
1.88%7.75%7.72%17.47%-13.29%37.77%10.82%20.47%-15.50%11.99%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FCVAX achieves a 1.88% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FCVAX has underperformed FBGRX with an annualized return of 9.33%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FCVAX

1D
2.84%
1M
-6.72%
YTD
1.88%
6M
3.38%
1Y
16.28%
3Y*
10.89%
5Y*
6.05%
10Y*
9.33%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCVAX vs. FBGRX - Expense Ratio Comparison

FCVAX has a 1.26% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FCVAX vs. FBGRX — Risk / Return Rank

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

FCVAX
FCVAX Risk / Return Rank: 3030
Overall Rank
FCVAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FCVAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FCVAX Omega Ratio Rank: 2525
Omega Ratio Rank
FCVAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
FCVAX Martin Ratio Rank: 3434
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FCVAX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Small Cap Value Fund Class A (FCVAX) 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.


FCVAXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.13

-0.37

Sortino ratio

Return per unit of downside risk

1.21

1.73

-0.51

Omega ratio

Gain probability vs. loss probability

1.16

1.25

-0.09

Calmar ratio

Return relative to maximum drawdown

1.13

2.00

-0.87

Martin ratio

Return relative to average drawdown

4.19

7.92

-3.72

FCVAX vs. FBGRX - Sharpe Ratio Comparison

The current FCVAX Sharpe Ratio is 0.76, which is lower than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FCVAX 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.


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Sharpe Ratios by Period


FCVAXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.13

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.47

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.81

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.65

-0.23

Correlation

The correlation between FCVAX and FBGRX is 0.75, 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

FCVAX vs. FBGRX - Dividend Comparison

FCVAX's dividend yield for the trailing twelve months is around 10.11%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FCVAX
Fidelity Advisor Small Cap Value Fund Class A
10.11%10.30%4.77%5.19%6.11%7.94%0.30%3.32%37.11%3.43%7.01%11.07%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FCVAX vs. FBGRX - Drawdown Comparison

The maximum FCVAX drawdown since its inception was -57.86%, roughly equal to the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FCVAX and FBGRX.


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Drawdown Indicators


FCVAXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-57.86%

-58.64%

+0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-13.89%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-24.90%

-43.08%

+18.18%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

-43.08%

-1.63%

Current Drawdown

Current decline from peak

-7.87%

-8.68%

+0.81%

Average Drawdown

Average peak-to-trough decline

-8.17%

-12.58%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.51%

+0.40%

Volatility

FCVAX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Advisor Small Cap Value Fund Class A (FCVAX) is 6.40%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FCVAX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCVAXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

7.83%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

14.08%

-1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

24.98%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.84%

24.93%

-4.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

23.63%

-1.37%