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

Correlation

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.


-0.50.00.51.00.9

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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.36%
5.93%
FDGRX
FCPGX

Key characteristics

Sharpe Ratio

FDGRX:

1.28

FCPGX:

1.38

Sortino Ratio

FDGRX:

1.69

FCPGX:

1.93

Omega Ratio

FDGRX:

1.24

FCPGX:

1.24

Calmar Ratio

FDGRX:

1.10

FCPGX:

0.87

Martin Ratio

FDGRX:

5.97

FCPGX:

6.97

Ulcer Index

FDGRX:

4.58%

FCPGX:

3.93%

Daily Std Dev

FDGRX:

21.37%

FCPGX:

19.84%

Max Drawdown

FDGRX:

-71.50%

FCPGX:

-59.11%

Current Drawdown

FDGRX:

-10.31%

FCPGX:

-13.17%

Returns By Period

In the year-to-date period, FDGRX achieves a 1.31% return, which is significantly lower than FCPGX's 3.17% return. Over the past 10 years, FDGRX has outperformed FCPGX with an annualized return of 12.32%, while FCPGX has yielded a comparatively lower 7.05% annualized return.


FDGRX

YTD

1.31%

1M

-8.14%

6M

1.36%

1Y

23.62%

5Y*

12.54%

10Y*

12.32%

FCPGX

YTD

3.17%

1M

2.16%

6M

5.93%

1Y

25.03%

5Y*

4.15%

10Y*

7.05%

*Annualized

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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%

Risk-Adjusted Performance

FDGRX vs. FCPGX — 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 6262
Overall Rank
The Sharpe Ratio Rank of FDGRX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 6464
Martin Ratio Rank

FCPGX
The Risk-Adjusted Performance Rank of FCPGX is 6464
Overall Rank
The Sharpe Ratio Rank of FCPGX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FCPGX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FCPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FCPGX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FCPGX is 7070
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. 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 1.28, compared to the broader market-1.000.001.002.003.004.001.281.38
The chart of Sortino ratio for FDGRX, currently valued at 1.69, compared to the broader market0.005.0010.001.691.93
The chart of Omega ratio for FDGRX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.24
The chart of Calmar ratio for FDGRX, currently valued at 1.10, compared to the broader market0.005.0010.0015.0020.001.100.87
The chart of Martin ratio for FDGRX, currently valued at 5.97, compared to the broader market0.0020.0040.0060.0080.005.976.97
FDGRX
FCPGX

The current FDGRX Sharpe Ratio is 1.28, which is comparable to the FCPGX Sharpe Ratio of 1.38. 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 Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.28
1.38
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 0.92%.


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%
FCPGX
Fidelity Small Cap Growth Fund
0.92%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.32%8.37%

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%AugustSeptemberOctoberNovemberDecember2025
-10.31%
-13.17%
FDGRX
FCPGX

Volatility

FDGRX vs. FCPGX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) has a higher volatility of 10.41% compared to Fidelity Small Cap Growth Fund (FCPGX) at 6.44%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than FCPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
10.41%
6.44%
FDGRX
FCPGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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