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FDEGX vs. CANE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDEGX vs. CANE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies Fund (FDEGX) and Teucrium Sugar Fund (CANE). The values are adjusted to include any dividend payments, if applicable.

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FDEGX vs. CANE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDEGX
Fidelity Growth Strategies Fund
-7.25%2.88%26.57%20.93%-26.50%21.30%29.34%36.59%-6.92%21.03%
CANE
Teucrium Sugar Fund
7.02%-14.65%-7.79%30.06%3.59%36.30%-3.85%-0.97%-27.52%-24.76%

Returns By Period

In the year-to-date period, FDEGX achieves a -7.25% return, which is significantly lower than CANE's 7.02% return. Over the past 10 years, FDEGX has outperformed CANE with an annualized return of 10.27%, while CANE has yielded a comparatively lower 0.05% annualized return.


FDEGX

1D
-2.00%
1M
-11.55%
YTD
-7.25%
6M
-18.20%
1Y
3.75%
3Y*
10.51%
5Y*
5.38%
10Y*
10.27%

CANE

1D
-0.38%
1M
12.38%
YTD
7.02%
6M
-1.51%
1Y
-14.50%
3Y*
-2.83%
5Y*
8.35%
10Y*
0.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDEGX vs. CANE - Expense Ratio Comparison

FDEGX has a 0.63% expense ratio, which is lower than CANE's 1.88% expense ratio.


Return for Risk

FDEGX vs. CANE — Risk / Return Rank

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

FDEGX
FDEGX Risk / Return Rank: 88
Overall Rank
FDEGX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
FDEGX Sortino Ratio Rank: 99
Sortino Ratio Rank
FDEGX Omega Ratio Rank: 99
Omega Ratio Rank
FDEGX Calmar Ratio Rank: 66
Calmar Ratio Rank
FDEGX Martin Ratio Rank: 66
Martin Ratio Rank

CANE
CANE Risk / Return Rank: 33
Overall Rank
CANE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CANE Sortino Ratio Rank: 22
Sortino Ratio Rank
CANE Omega Ratio Rank: 22
Omega Ratio Rank
CANE Calmar Ratio Rank: 44
Calmar Ratio Rank
CANE Martin Ratio Rank: 66
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.

FDEGX vs. CANE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund (FDEGX) and Teucrium Sugar Fund (CANE). 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.


FDEGXCANEDifference

Sharpe ratio

Return per unit of total volatility

0.13

-0.75

+0.88

Sortino ratio

Return per unit of downside risk

0.36

-1.01

+1.38

Omega ratio

Gain probability vs. loss probability

1.05

0.89

+0.16

Calmar ratio

Return relative to maximum drawdown

-0.02

-0.53

+0.51

Martin ratio

Return relative to average drawdown

-0.06

-0.79

+0.73

FDEGX vs. CANE - Sharpe Ratio Comparison

The current FDEGX Sharpe Ratio is 0.13, which is higher than the CANE Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of FDEGX and CANE, 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


FDEGXCANEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

-0.75

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.40

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.00

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

-0.25

+0.62

Correlation

The correlation between FDEGX and CANE is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FDEGX vs. CANE - Dividend Comparison

Neither FDEGX nor CANE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%7.89%0.05%0.00%14.15%8.37%3.65%0.75%0.05%0.59%0.13%
CANE
Teucrium Sugar Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDEGX vs. CANE - Drawdown Comparison

The maximum FDEGX drawdown since its inception was -85.96%, which is greater than CANE's maximum drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for FDEGX and CANE.


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Drawdown Indicators


FDEGXCANEDifference

Max Drawdown

Largest peak-to-trough decline

-85.96%

-81.30%

-4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-20.45%

-28.86%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-41.73%

+5.11%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

-67.29%

+30.67%

Current Drawdown

Current decline from peak

-20.45%

-60.32%

+39.87%

Average Drawdown

Average peak-to-trough decline

-36.96%

-56.42%

+19.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.11%

19.23%

-12.12%

Volatility

FDEGX vs. CANE - Volatility Comparison

Fidelity Growth Strategies Fund (FDEGX) and Teucrium Sugar Fund (CANE) have volatilities of 7.61% and 7.27%, 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.


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Volatility by Period


FDEGXCANEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

7.27%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

14.43%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

26.61%

19.42%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

20.96%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

21.79%

+0.06%