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FDGFX vs. FGRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDGFX vs. FGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Dividend Growth Fund (FDGFX) and Fidelity Growth & Income Portfolio (FGRIX). The values are adjusted to include any dividend payments, if applicable.

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FDGFX vs. FGRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDGFX
Fidelity Dividend Growth Fund
-3.17%22.48%27.58%17.86%-11.61%27.96%2.20%28.75%-7.23%18.05%
FGRIX
Fidelity Growth & Income Portfolio
-3.02%21.59%22.10%18.63%-4.98%25.84%7.98%30.22%-8.94%16.88%

Returns By Period

The year-to-date returns for both investments are quite close, with FDGFX having a -3.17% return and FGRIX slightly higher at -3.02%. Over the past 10 years, FDGFX has underperformed FGRIX with an annualized return of 12.06%, while FGRIX has yielded a comparatively higher 13.52% annualized return.


FDGFX

1D
-0.63%
1M
-9.11%
YTD
-3.17%
6M
1.77%
1Y
25.21%
3Y*
20.48%
5Y*
13.17%
10Y*
12.06%

FGRIX

1D
-0.42%
1M
-7.14%
YTD
-3.02%
6M
0.58%
1Y
18.20%
3Y*
17.62%
5Y*
12.88%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDGFX vs. FGRIX - Expense Ratio Comparison

FDGFX has a 0.48% expense ratio, which is lower than FGRIX's 0.57% expense ratio.


Return for Risk

FDGFX vs. FGRIX — Risk / Return Rank

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

FDGFX
FDGFX Risk / Return Rank: 7979
Overall Rank
FDGFX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDGFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FDGFX Omega Ratio Rank: 7878
Omega Ratio Rank
FDGFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FDGFX Martin Ratio Rank: 8484
Martin Ratio Rank

FGRIX
FGRIX Risk / Return Rank: 6868
Overall Rank
FGRIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FGRIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
FGRIX Omega Ratio Rank: 7373
Omega Ratio Rank
FGRIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FGRIX Martin Ratio Rank: 7070
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.

FDGFX vs. FGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) and Fidelity Growth & Income Portfolio (FGRIX). 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.


FDGFXFGRIXDifference

Sharpe ratio

Return per unit of total volatility

1.35

1.16

+0.19

Sortino ratio

Return per unit of downside risk

1.91

1.66

+0.25

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

1.88

1.42

+0.45

Martin ratio

Return relative to average drawdown

8.47

6.59

+1.88

FDGFX vs. FGRIX - Sharpe Ratio Comparison

The current FDGFX Sharpe Ratio is 1.35, which is comparable to the FGRIX Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of FDGFX and FGRIX, 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


FDGFXFGRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.16

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.83

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.78

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.58

-0.08

Correlation

The correlation between FDGFX and FGRIX is 0.95, 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.


Dividends

FDGFX vs. FGRIX - Dividend Comparison

FDGFX's dividend yield for the trailing twelve months is around 9.66%, less than FGRIX's 10.09% yield.


TTM20252024202320222021202020192018201720162015
FDGFX
Fidelity Dividend Growth Fund
9.66%9.35%9.81%3.48%11.46%7.81%1.89%4.84%22.93%15.35%1.58%8.44%
FGRIX
Fidelity Growth & Income Portfolio
10.09%9.78%6.80%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.08%

Drawdowns

FDGFX vs. FGRIX - Drawdown Comparison

The maximum FDGFX drawdown since its inception was -60.77%, smaller than the maximum FGRIX drawdown of -67.10%. Use the drawdown chart below to compare losses from any high point for FDGFX and FGRIX.


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Drawdown Indicators


FDGFXFGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-60.77%

-67.10%

+6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-11.96%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.37%

-19.26%

-2.11%

Max Drawdown (10Y)

Largest decline over 10 years

-41.29%

-35.62%

-5.67%

Current Drawdown

Current decline from peak

-10.16%

-8.35%

-1.81%

Average Drawdown

Average peak-to-trough decline

-7.56%

-10.16%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.58%

+0.12%

Volatility

FDGFX vs. FGRIX - Volatility Comparison

Fidelity Dividend Growth Fund (FDGFX) has a higher volatility of 5.29% compared to Fidelity Growth & Income Portfolio (FGRIX) at 3.73%. This indicates that FDGFX's price experiences larger fluctuations and is considered to be riskier than FGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDGFXFGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

3.73%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

8.25%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

18.90%

16.33%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.50%

15.53%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.14%

17.46%

+1.68%