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FDGRX vs. FGLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDGRX vs. FGLGX - Performance Comparison

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

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FDGRX vs. FGLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDGRX
Fidelity Growth Company Fund
-2.70%18.54%37.18%47.25%-33.86%22.57%67.42%38.40%-4.14%36.76%
FGLGX
Fidelity Series Large Cap Stock Fund
-1.65%28.57%27.45%24.80%-7.23%26.53%10.01%32.37%-8.95%16.64%

Returns By Period

In the year-to-date period, FDGRX achieves a -2.70% return, which is significantly lower than FGLGX's -1.65% return. Over the past 10 years, FDGRX has outperformed FGLGX with an annualized return of 20.34%, while FGLGX has yielded a comparatively lower 15.52% annualized return.


FDGRX

1D
4.47%
1M
-4.63%
YTD
-2.70%
6M
-3.20%
1Y
31.14%
3Y*
25.93%
5Y*
12.63%
10Y*
20.34%

FGLGX

1D
3.18%
1M
-5.16%
YTD
-1.65%
6M
3.44%
1Y
28.70%
3Y*
23.50%
5Y*
15.75%
10Y*
15.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDGRX vs. FGLGX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is higher than FGLGX's 0.00% expense ratio.


Return for Risk

FDGRX vs. FGLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FDGRX
FDGRX Risk / Return Rank: 7676
Overall Rank
FDGRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FDGRX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FDGRX Omega Ratio Rank: 7070
Omega Ratio Rank
FDGRX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FDGRX Martin Ratio Rank: 7777
Martin Ratio Rank

FGLGX
FGLGX Risk / Return Rank: 8787
Overall Rank
FGLGX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FGLGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGLGX Omega Ratio Rank: 8585
Omega Ratio Rank
FGLGX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGLGX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDGRX vs. FGLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Series Large Cap Stock Fund (FGLGX). 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.


FDGRXFGLGXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.60

-0.29

Sortino ratio

Return per unit of downside risk

1.88

2.24

-0.36

Omega ratio

Gain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratio

Return relative to maximum drawdown

2.12

2.44

-0.31

Martin ratio

Return relative to average drawdown

7.42

11.13

-3.71

FDGRX vs. FGLGX - Sharpe Ratio Comparison

The current FDGRX Sharpe Ratio is 1.31, which is comparable to the FGLGX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of FDGRX and FGLGX, 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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Sharpe Ratios by Period


FDGRXFGLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.60

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.94

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.85

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.83

-0.16

Correlation

The correlation between FDGRX and FGLGX is 0.77, 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.


Dividends

FDGRX vs. FGLGX - Dividend Comparison

FDGRX has not paid dividends to shareholders, while FGLGX's dividend yield for the trailing twelve months is around 10.00%.


TTM20252024202320222021202020192018201720162015
FDGRX
Fidelity Growth Company Fund
0.00%0.00%8.86%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.16%3.92%
FGLGX
Fidelity Series Large Cap Stock Fund
10.00%9.84%7.99%5.29%6.55%9.22%5.36%7.25%12.29%4.61%1.69%5.94%

Drawdowns

FDGRX vs. FGLGX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.62%, which is greater than FGLGX's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for FDGRX and FGLGX.


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Drawdown Indicators


FDGRXFGLGXDifference

Max Drawdown

Largest peak-to-trough decline

-71.62%

-36.42%

-35.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-12.19%

-0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-21.21%

-19.04%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-36.42%

-3.83%

Current Drawdown

Current decline from peak

-8.69%

-6.55%

-2.14%

Average Drawdown

Average peak-to-trough decline

-15.97%

-3.82%

-12.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.67%

+1.07%

Volatility

FDGRX vs. FGLGX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) has a higher volatility of 8.21% compared to Fidelity Series Large Cap Stock Fund (FGLGX) at 5.66%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than FGLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDGRXFGLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

5.66%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

9.96%

+5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

24.68%

18.44%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

16.92%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

18.38%

+4.95%