FDEGX vs. CANE

In the year-to-date period, FDEGX achieves a 30.23% return, which is significantly higher than CANE's -7.42% return. Over the past 10 years, FDEGX has outperformed CANE with an annualized return of 8.77%, while CANE has yielded a comparatively lower -0.61% annualized return.

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

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.

The current FDEGX Sharpe Ratio is 1.87, which is higher than the CANE Sharpe Ratio of -0.30. 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.

FDEGX's dividend yield for the trailing twelve months is around 0.04%, while CANE has not paid dividends to shareholders.

The maximum FDEGX drawdown since its inception was -85.76%, 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. For additional features, visit the drawdowns tool.

Fidelity Growth Strategies Fund (FDEGX) has a higher volatility of 7.15% compared to Teucrium Sugar Fund (CANE) at 5.17%. This indicates that FDEGX's price experiences larger fluctuations and is considered to be riskier than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.