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

Performance

FDGRX vs. FCPGX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.54%
13.45%
FDGRX
FCPGX

Returns By Period

In the year-to-date period, FDGRX achieves a 34.27% return, which is significantly higher than FCPGX's 25.46% return. Over the past 10 years, FDGRX has outperformed FCPGX with an annualized return of 13.14%, while FCPGX has yielded a comparatively lower 7.67% annualized return.


FDGRX

YTD

34.27%

1M

1.37%

6M

13.90%

1Y

37.37%

5Y (annualized)

15.33%

10Y (annualized)

13.14%

FCPGX

YTD

25.46%

1M

2.55%

6M

12.08%

1Y

42.86%

5Y (annualized)

6.02%

10Y (annualized)

7.67%

Key characteristics


FDGRXFCPGX
Sharpe Ratio1.892.11
Sortino Ratio2.502.86
Omega Ratio1.341.35
Calmar Ratio1.291.08
Martin Ratio9.4412.48
Ulcer Index3.88%3.32%
Daily Std Dev19.36%19.66%
Max Drawdown-71.50%-59.11%
Current Drawdown-1.94%-12.03%

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FDGRX vs. FCPGX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is lower than FCPGX's 1.00% expense ratio.


FCPGX
Fidelity Small Cap Growth Fund
Expense ratio chart for FCPGX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
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%

Correlation

-0.50.00.51.00.9

The correlation between FDGRX and FCPGX is 0.87, 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.

Risk-Adjusted Performance

FDGRX vs. FCPGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Small Cap Growth Fund (FCPGX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDGRX, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.892.11
The chart of Sortino ratio for FDGRX, currently valued at 2.50, compared to the broader market0.005.0010.002.502.86
The chart of Omega ratio for FDGRX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.35
The chart of Calmar ratio for FDGRX, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.0025.001.291.08
The chart of Martin ratio for FDGRX, currently valued at 9.44, compared to the broader market0.0020.0040.0060.0080.00100.009.4412.48
FDGRX
FCPGX

The current FDGRX Sharpe Ratio is 1.89, which is comparable to the FCPGX Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of FDGRX and FCPGX, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.89
2.11
FDGRX
FCPGX

Dividends

FDGRX vs. FCPGX - Dividend Comparison

FDGRX has not paid dividends to shareholders, while FCPGX's dividend yield for the trailing twelve months is around 0.81%.


TTM20232022202120202019201820172016201520142013
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%7.12%
FCPGX
Fidelity Small Cap Growth Fund
0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%16.99%

Drawdowns

FDGRX vs. FCPGX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.50%, which is greater than FCPGX's maximum drawdown of -59.11%. Use the drawdown chart below to compare losses from any high point for FDGRX and FCPGX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.94%
-12.03%
FDGRX
FCPGX

Volatility

FDGRX vs. FCPGX - Volatility Comparison

The current volatility for Fidelity Growth Company Fund (FDGRX) is 5.86%, while Fidelity Small Cap Growth Fund (FCPGX) has a volatility of 6.48%. This indicates that FDGRX experiences smaller price fluctuations and is considered to be less risky than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.86%
6.48%
FDGRX
FCPGX