FDGFX vs. PRDGX

In the year-to-date period, FDGFX achieves a 0.53% return, which is significantly lower than PRDGX's 2.82% return. Over the past 10 years, FDGFX has underperformed PRDGX with an annualized return of 10.11%, while PRDGX has yielded a comparatively higher 11.33% annualized return.

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FDGFX has a 0.48% expense ratio, which is lower than PRDGX's 0.62% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Dividend Growth Fund (FDGFX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX). 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 FDGFX Sharpe Ratio is 0.42, which is comparable to the PRDGX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FDGFX and PRDGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FDGFX's dividend yield for the trailing twelve months is around 9.69%, more than PRDGX's 4.56% yield.

The maximum FDGFX drawdown since its inception was -60.65%, which is greater than PRDGX's maximum drawdown of -49.79%. Use the drawdown chart below to compare losses from any high point for FDGFX and PRDGX.

Fidelity Dividend Growth Fund (FDGFX) and T. Rowe Price Dividend Growth Fund, Inc. (PRDGX) have volatilities of 3.85% and 3.69%, 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.