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

Correlation

The correlation between FDGRX and FDSVX 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. FDSVX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.38%
-4.26%
FDGRX
FDSVX

Key characteristics

Sharpe Ratio

FDGRX:

1.27

FDSVX:

0.87

Sortino Ratio

FDGRX:

1.68

FDSVX:

1.18

Omega Ratio

FDGRX:

1.24

FDSVX:

1.18

Calmar Ratio

FDGRX:

1.14

FDSVX:

1.01

Martin Ratio

FDGRX:

5.88

FDSVX:

2.43

Ulcer Index

FDGRX:

4.61%

FDSVX:

6.72%

Daily Std Dev

FDGRX:

21.34%

FDSVX:

18.75%

Max Drawdown

FDGRX:

-71.50%

FDSVX:

-59.06%

Current Drawdown

FDGRX:

-9.30%

FDSVX:

-7.07%

Returns By Period

In the year-to-date period, FDGRX achieves a 2.45% return, which is significantly lower than FDSVX's 3.84% return. Over the past 10 years, FDGRX has outperformed FDSVX with an annualized return of 12.44%, while FDSVX has yielded a comparatively lower 10.54% annualized return.


FDGRX

YTD

2.45%

1M

-7.10%

6M

2.38%

1Y

24.60%

5Y*

12.79%

10Y*

12.44%

FDSVX

YTD

3.84%

1M

-0.67%

6M

-4.26%

1Y

14.55%

5Y*

8.97%

10Y*

10.54%

*Annualized

Compare stocks, funds, or ETFs

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FDGRX vs. FDSVX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is higher than FDSVX's 0.77% expense ratio.


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 FDSVX: current value at 0.77% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.77%

Risk-Adjusted Performance

FDGRX vs. FDSVX — 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 5757
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 6363
Martin Ratio Rank

FDSVX
The Risk-Adjusted Performance Rank of FDSVX is 4242
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 3131
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. FDSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Growth Discovery Fund (FDSVX). 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 1.27, compared to the broader market-1.000.001.002.003.004.001.270.87
The chart of Sortino ratio for FDGRX, currently valued at 1.68, compared to the broader market0.005.0010.001.681.18
The chart of Omega ratio for FDGRX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.18
The chart of Calmar ratio for FDGRX, currently valued at 1.14, compared to the broader market0.005.0010.0015.0020.001.141.01
The chart of Martin ratio for FDGRX, currently valued at 5.88, compared to the broader market0.0020.0040.0060.0080.005.882.43
FDGRX
FDSVX

The current FDGRX Sharpe Ratio is 1.27, which is higher than the FDSVX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of FDGRX and FDSVX, 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 Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.27
0.87
FDGRX
FDSVX

Dividends

FDGRX vs. FDSVX - Dividend Comparison

Neither FDGRX nor FDSVX has paid dividends to shareholders.


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%
FDSVX
Fidelity Growth Discovery Fund
0.00%0.00%0.05%0.02%0.24%0.03%0.05%0.20%0.15%0.09%0.23%0.19%

Drawdowns

FDGRX vs. FDSVX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.50%, which is greater than FDSVX's maximum drawdown of -59.06%. Use the drawdown chart below to compare losses from any high point for FDGRX and FDSVX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.30%
-7.07%
FDGRX
FDSVX

Volatility

FDGRX vs. FDSVX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) has a higher volatility of 10.53% compared to Fidelity Growth Discovery Fund (FDSVX) at 6.65%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than FDSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
10.53%
6.65%
FDGRX
FDSVX
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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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