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

Correlation

The correlation between FDGRX and FBGRX is 0.93, 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

FDGRX vs. FBGRX - Performance Comparison

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

6,000.00%6,500.00%7,000.00%OctoberNovemberDecember2025FebruaryMarch
6,070.35%
6,327.01%
FDGRX
FBGRX

Key characteristics

Sharpe Ratio

FDGRX:

0.06

FBGRX:

0.21

Sortino Ratio

FDGRX:

0.23

FBGRX:

0.42

Omega Ratio

FDGRX:

1.03

FBGRX:

1.06

Calmar Ratio

FDGRX:

0.06

FBGRX:

0.28

Martin Ratio

FDGRX:

0.18

FBGRX:

0.75

Ulcer Index

FDGRX:

7.61%

FBGRX:

6.21%

Daily Std Dev

FDGRX:

22.84%

FBGRX:

22.34%

Max Drawdown

FDGRX:

-71.50%

FBGRX:

-57.42%

Current Drawdown

FDGRX:

-17.34%

FBGRX:

-11.41%

Returns By Period

In the year-to-date period, FDGRX achieves a -6.62% return, which is significantly higher than FBGRX's -7.06% return. Over the past 10 years, FDGRX has underperformed FBGRX with an annualized return of 11.01%, while FBGRX has yielded a comparatively higher 12.05% annualized return.


FDGRX

YTD

-6.62%

1M

-6.69%

6M

-7.17%

1Y

1.81%

5Y*

14.54%

10Y*

11.01%

FBGRX

YTD

-7.06%

1M

-7.49%

6M

0.97%

1Y

4.67%

5Y*

17.56%

10Y*

12.05%

*Annualized

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FDGRX vs. FBGRX - Expense Ratio Comparison

Both FDGRX and FBGRX have an expense ratio of 0.79%.


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 FBGRX: 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%

Risk-Adjusted Performance

FDGRX vs. FBGRX — Risk-Adjusted Performance Rank

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

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 2424
Overall Rank
The Sharpe Ratio Rank of FDGRX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 2525
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 2323
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3434
Overall Rank
The Sharpe Ratio Rank of FBGRX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 3333
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.

FDGRX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Blue Chip Growth Fund (FBGRX). 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 chart of Sharpe ratio for FDGRX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.000.060.21
The chart of Sortino ratio for FDGRX, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.000.230.42
The chart of Omega ratio for FDGRX, currently valued at 1.03, compared to the broader market1.002.003.001.031.06
The chart of Calmar ratio for FDGRX, currently valued at 0.06, compared to the broader market0.005.0010.0015.0020.000.060.28
The chart of Martin ratio for FDGRX, currently valued at 0.18, compared to the broader market0.0020.0040.0060.000.180.75
FDGRX
FBGRX

The current FDGRX Sharpe Ratio is 0.06, which is lower than the FBGRX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FDGRX and FBGRX, 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 Ratio0.000.501.001.502.002.50OctoberNovemberDecember2025FebruaryMarch
0.06
0.21
FDGRX
FBGRX

Dividends

FDGRX vs. FBGRX - Dividend Comparison

FDGRX has not paid dividends to shareholders, while FBGRX's dividend yield for the trailing twelve months is around 0.25%.


TTM20242023202220212020201920182017201620152014
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%
FBGRX
Fidelity Blue Chip Growth Fund
0.25%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FDGRX vs. FBGRX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.50%, which is greater than FBGRX's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FDGRX and FBGRX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-17.34%
-11.41%
FDGRX
FBGRX

Volatility

FDGRX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Growth Company Fund (FDGRX) is 9.19%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 9.82%. This indicates that FDGRX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
9.19%
9.82%
FDGRX
FBGRX