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

Correlation

The correlation between FDGRX and FGKFX is 0.89, 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. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company Fund (FDGRX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDGRX:

0.42

FGKFX:

0.46

Sortino Ratio

FDGRX:

0.85

FGKFX:

0.90

Omega Ratio

FDGRX:

1.12

FGKFX:

1.12

Calmar Ratio

FDGRX:

0.50

FGKFX:

0.54

Martin Ratio

FDGRX:

1.56

FGKFX:

1.70

Ulcer Index

FDGRX:

8.42%

FGKFX:

8.44%

Daily Std Dev

FDGRX:

27.16%

FGKFX:

27.75%

Max Drawdown

FDGRX:

-71.50%

FGKFX:

-40.14%

Current Drawdown

FDGRX:

-7.17%

FGKFX:

-7.03%

Returns By Period

In the year-to-date period, FDGRX achieves a -2.75% return, which is significantly lower than FGKFX's -2.17% return.


FDGRX

YTD

-2.75%

1M

10.73%

6M

-1.90%

1Y

11.42%

3Y*

20.85%

5Y*

18.77%

10Y*

17.80%

FGKFX

YTD

-2.17%

1M

11.34%

6M

-1.66%

1Y

12.55%

3Y*

21.81%

5Y*

19.36%

10Y*

N/A

*Annualized

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Fidelity Growth Company Fund

Fidelity Growth Company K6 Fund

FDGRX vs. FGKFX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is higher than FGKFX's 0.45% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FDGRX vs. FGKFX — 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 4848
Overall Rank
The Sharpe Ratio Rank of FDGRX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 4444
Martin Ratio Rank

FGKFX
The Risk-Adjusted Performance Rank of FGKFX is 5252
Overall Rank
The Sharpe Ratio Rank of FGKFX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKFX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FGKFX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FGKFX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FGKFX is 4747
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. FGKFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Growth Company K6 Fund (FGKFX). 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 current FDGRX Sharpe Ratio is 0.42, which is comparable to the FGKFX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FDGRX and FGKFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FDGRX vs. FGKFX - Dividend Comparison

FDGRX's dividend yield for the trailing twelve months is around 9.11%, more than FGKFX's 2.27% yield.


TTM20242023202220212020201920182017201620152014
FDGRX
Fidelity Growth Company Fund
9.11%8.86%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.23%3.92%3.94%
FGKFX
Fidelity Growth Company K6 Fund
2.27%2.22%0.10%0.18%2.64%0.93%0.06%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDGRX vs. FGKFX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.50%, which is greater than FGKFX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for FDGRX and FGKFX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FDGRX vs. FGKFX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) and Fidelity Growth Company K6 Fund (FGKFX) have volatilities of 6.10% and 6.32%, 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.


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