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

Key characteristics


FDGRXFBGRX
YTD Return11.72%13.29%
1Y Return40.80%48.26%
3Y Return (Ann)7.25%7.08%
5Y Return (Ann)20.04%18.62%
10Y Return (Ann)18.20%17.22%
Sharpe Ratio2.242.65
Daily Std Dev18.14%18.00%
Max Drawdown-71.50%-57.42%
Current Drawdown-4.01%-3.17%

Correlation

-0.50.00.51.00.9

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.

Performance

FDGRX vs. FBGRX - Performance Comparison

In the year-to-date period, FDGRX achieves a 11.72% return, which is significantly lower than FBGRX's 13.29% return. Over the past 10 years, FDGRX has outperformed FBGRX with an annualized return of 18.20%, while FBGRX has yielded a comparatively lower 17.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%December2024FebruaryMarchAprilMay
9,530.03%
8,288.82%
FDGRX
FBGRX

Compare stocks, funds, or ETFs

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


Fidelity Growth Company Fund

Fidelity Blue Chip Growth Fund

FDGRX vs. FBGRX - Expense Ratio Comparison

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


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 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 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.


FDGRX
Sharpe ratio
The chart of Sharpe ratio for FDGRX, currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for FDGRX, currently valued at 3.12, compared to the broader market-2.000.002.004.006.008.0010.003.12
Omega ratio
The chart of Omega ratio for FDGRX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for FDGRX, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.0012.001.44
Martin ratio
The chart of Martin ratio for FDGRX, currently valued at 10.01, compared to the broader market0.0010.0020.0030.0040.0050.0060.0010.01
FBGRX
Sharpe ratio
The chart of Sharpe ratio for FBGRX, currently valued at 2.65, compared to the broader market-1.000.001.002.003.004.002.65
Sortino ratio
The chart of Sortino ratio for FBGRX, currently valued at 3.62, compared to the broader market-2.000.002.004.006.008.0010.003.62
Omega ratio
The chart of Omega ratio for FBGRX, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for FBGRX, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.0012.001.54
Martin ratio
The chart of Martin ratio for FBGRX, currently valued at 13.33, compared to the broader market0.0010.0020.0030.0040.0050.0060.0013.33

FDGRX vs. FBGRX - Sharpe Ratio Comparison

The current FDGRX Sharpe Ratio is 2.24, which roughly equals the FBGRX Sharpe Ratio of 2.65. The chart below compares the 12-month rolling Sharpe Ratio of FDGRX and FBGRX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.24
2.65
FDGRX
FBGRX

Dividends

FDGRX vs. FBGRX - Dividend Comparison

FDGRX's dividend yield for the trailing twelve months is around 3.43%, more than FBGRX's 0.82% yield.


TTM20232022202120202019201820172016201520142013
FDGRX
Fidelity Growth Company Fund
3.43%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.23%3.92%4.03%7.12%
FBGRX
Fidelity Blue Chip Growth Fund
0.82%0.93%0.57%8.73%6.40%3.70%6.32%4.28%4.05%5.07%6.08%7.80%

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%December2024FebruaryMarchAprilMay
-4.01%
-3.17%
FDGRX
FBGRX

Volatility

FDGRX vs. FBGRX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 6.70% and 6.87%, 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.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
6.70%
6.87%
FDGRX
FBGRX