FDEGX vs. ^GSPC

In the year-to-date period, FDEGX achieves a 8.38% return, which is significantly higher than ^GSPC's 1.30% return. Both investments have delivered pretty close results over the past 10 years, with FDEGX having a 11.27% annualized return and ^GSPC not far behind at 10.89%.

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This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies Fund (FDEGX) and S&P 500 (^GSPC). 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 0.81, which is comparable to the ^GSPC Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of FDEGX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum FDEGX drawdown since its inception was -85.76%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for FDEGX and ^GSPC. For additional features, visit the drawdowns tool.

Fidelity Growth Strategies Fund (FDEGX) has a higher volatility of 7.71% compared to S&P 500 (^GSPC) at 5.42%. This indicates that FDEGX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.