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FDEGX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDEGX and FDGRX is 0.91, 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.


-0.50.00.51.00.9

Performance

FDEGX vs. FDGRX - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%AugustSeptemberOctoberNovemberDecember2025
1,054.35%
4,032.64%
FDEGX
FDGRX

Key characteristics

Sharpe Ratio

FDEGX:

1.40

FDGRX:

1.23

Sortino Ratio

FDEGX:

1.84

FDGRX:

1.64

Omega Ratio

FDEGX:

1.26

FDGRX:

1.23

Calmar Ratio

FDEGX:

1.08

FDGRX:

1.10

Martin Ratio

FDEGX:

5.69

FDGRX:

5.61

Ulcer Index

FDEGX:

4.74%

FDGRX:

4.69%

Daily Std Dev

FDEGX:

19.28%

FDGRX:

21.42%

Max Drawdown

FDEGX:

-85.76%

FDGRX:

-71.50%

Current Drawdown

FDEGX:

-8.75%

FDGRX:

-7.83%

Returns By Period

In the year-to-date period, FDEGX achieves a 8.74% return, which is significantly higher than FDGRX's 4.12% return. Over the past 10 years, FDEGX has underperformed FDGRX with an annualized return of 8.82%, while FDGRX has yielded a comparatively higher 12.85% annualized return.


FDEGX

YTD

8.74%

1M

4.97%

6M

16.76%

1Y

27.24%

5Y*

7.04%

10Y*

8.82%

FDGRX

YTD

4.12%

1M

0.53%

6M

7.94%

1Y

25.60%

5Y*

13.81%

10Y*

12.85%

*Annualized

Compare stocks, funds, or ETFs

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


FDEGX vs. FDGRX - Expense Ratio Comparison

FDEGX has a 0.63% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


FDGRX
Fidelity Growth Company Fund
Expense ratio chart for FDGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FDEGX: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Risk-Adjusted Performance

FDEGX vs. FDGRX — Risk-Adjusted Performance Rank

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

FDEGX
The Risk-Adjusted Performance Rank of FDEGX is 6565
Overall Rank
The Sharpe Ratio Rank of FDEGX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FDEGX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FDEGX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FDEGX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of FDEGX is 6363
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 6060
Overall Rank
The Sharpe Ratio Rank of FDGRX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDEGX vs. FDGRX - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for FDEGX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.401.23
The chart of Sortino ratio for FDEGX, currently valued at 1.84, compared to the broader market0.005.0010.001.841.64
The chart of Omega ratio for FDEGX, currently valued at 1.26, compared to the broader market1.002.003.004.001.261.23
The chart of Calmar ratio for FDEGX, currently valued at 1.08, compared to the broader market0.005.0010.0015.0020.001.081.10
The chart of Martin ratio for FDEGX, currently valued at 5.69, compared to the broader market0.0020.0040.0060.0080.005.695.61
FDEGX
FDGRX

The current FDEGX Sharpe Ratio is 1.40, which is comparable to the FDGRX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of FDEGX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.40
1.23
FDEGX
FDGRX

Dividends

FDEGX vs. FDGRX - Dividend Comparison

Neither FDEGX nor FDGRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FDEGX
Fidelity Growth Strategies Fund
0.00%0.00%0.05%0.00%0.00%0.00%0.44%0.75%0.38%0.54%0.13%0.59%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

Drawdowns

FDEGX vs. FDGRX - Drawdown Comparison

The maximum FDEGX drawdown since its inception was -85.76%, which is greater than FDGRX's maximum drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FDEGX and FDGRX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.75%
-7.83%
FDEGX
FDGRX

Volatility

FDEGX vs. FDGRX - Volatility Comparison

The current volatility for Fidelity Growth Strategies Fund (FDEGX) is 9.45%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 10.14%. This indicates that FDEGX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.45%
10.14%
FDEGX
FDGRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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