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FDEGX vs. CHCLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDEGX vs. CHCLX - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDEGX achieves a 4.13% return, which is significantly lower than CHCLX's 6.31% return. Over the past 10 years, FDEGX has underperformed CHCLX with an annualized return of 11.32%, while CHCLX has yielded a comparatively higher 12.22% annualized return.


FDEGX

1D
0.48%
1M
-6.20%
6M
3.37%
YTD
4.13%
1Y
-5.01%
3Y*
11.67%
5Y*
4.78%
10Y*
11.32%
ALL TIME*
9.44%

CHCLX

1D
-0.58%
1M
-6.78%
6M
2.57%
YTD
6.31%
1Y
14.37%
3Y*
10.85%
5Y*
0.88%
10Y*
12.22%
ALL TIME*
9.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

FDEGX vs. CHCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDEGX
Fidelity Growth Strategies Fund
4.13%2.88%26.57%20.93%-26.50%21.30%29.34%36.59%-6.92%21.03%
CHCLX
AB Discovery Growth Fund
6.31%6.67%17.37%18.72%-36.11%11.63%52.90%39.99%-4.56%32.58%

Correlation

The correlation between FDEGX and CHCLX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (10Y)
Provides a long-term view across more market conditions.

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 28, 1990

0.88

The correlation between FDEGX and CHCLX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

FDEGX vs. CHCLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FDEGX
FDEGX Risk / Return Rank: 22
Overall Rank
FDEGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
FDEGX Sortino Ratio Rank: 22
Sortino Ratio Rank
FDEGX Omega Ratio Rank: 22
Omega Ratio Rank
FDEGX Calmar Ratio Rank: 22
Calmar Ratio Rank
FDEGX Martin Ratio Rank: 11
Martin Ratio Rank

CHCLX
CHCLX Risk / Return Rank: 1414
Overall Rank
CHCLX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CHCLX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CHCLX Omega Ratio Rank: 1212
Omega Ratio Rank
CHCLX Calmar Ratio Rank: 1515
Calmar Ratio Rank
CHCLX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FDEGX vs. CHCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund (FDEGX) and AB Discovery Growth Fund (CHCLX). 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.


FDEGXCHCLXDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

0.97

1.10

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.33

0.80

-1.13

Martin ratioReturn relative to average drawdown

-0.80

2.57

-3.37

FDEGX vs. CHCLX - Sharpe Ratio Comparison

The current FDEGX Sharpe Ratio is -0.28, which is lower than the CHCLX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FDEGX and CHCLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FDEGX vs. CHCLX - Drawdown Comparison

The maximum FDEGX drawdown since its inception was -85.96%, which is greater than CHCLX's maximum drawdown of -63.85%. Use the drawdown chart below to compare losses from any high point for FDEGX and CHCLX.


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Drawdown Indicators


FDEGXCHCLXDifference

Max Drawdown

Largest peak-to-trough decline

-85.96%

-63.85%

-22.11%

Max Drawdown (1Y)

Largest decline over 1 year

-20.45%

-15.70%

-4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-26.04%

-30.36%

+4.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-44.63%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-36.62%

-44.63%

+8.01%

Current Drawdown

Current decline from peak

-10.69%

-11.66%

+0.97%

Average Drawdown

Average peak-to-trough decline

-36.68%

-14.15%

-22.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

4.89%

+3.56%

Volatility

FDEGX vs. CHCLX - Volatility Comparison

Fidelity Growth Strategies Fund (FDEGX) and AB Discovery Growth Fund (CHCLX) have volatilities of 7.75% and 7.66%, 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


FDEGXCHCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.66%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

18.44%

20.33%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

24.04%

24.77%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.73%

26.10%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.23%

25.10%

-2.87%

FDEGX vs. CHCLX - Expense Ratio Comparison

FDEGX has a 0.69% expense ratio, which is lower than CHCLX's 0.91% expense ratio.


Dividends

FDEGX vs. CHCLX - Dividend Comparison

FDEGX has not paid dividends to shareholders, while CHCLX's dividend yield for the trailing twelve months is around 10.91%.


PositionTTM20252024202320222021202020192018201720162015
CHCLX
AB Discovery Growth Fund
10.91%11.60%0.00%0.00%0.00%17.54%15.15%13.36%20.33%6.74%0.00%6.08%
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%

Frequently Asked Questions


With a correlation of 0.91, FDEGX and CHCLX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FDEGX has higher volatility (7.75%) compared to CHCLX (7.66%). In terms of maximum drawdown, FDEGX dropped -85.96% vs CHCLX's -63.85%.

CHCLX currently has the higher Sharpe Ratio (0.51 vs -0.28), 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 FDEGX and CHCLX

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