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FDGRX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDGRX vs. FSKAX - Performance Comparison

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

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FDGRX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDGRX
Fidelity Growth Company Fund
-6.86%18.54%37.18%47.25%-33.86%22.57%67.42%38.40%-4.14%36.76%
FSKAX
Fidelity Total Market Index Fund
-6.77%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

The year-to-date returns for both investments are quite close, with FDGRX having a -6.86% return and FSKAX slightly higher at -6.77%. Over the past 10 years, FDGRX has outperformed FSKAX with an annualized return of 19.82%, while FSKAX has yielded a comparatively lower 13.23% annualized return.


FDGRX

1D
-1.22%
1M
-8.22%
YTD
-6.86%
6M
-6.92%
1Y
26.32%
3Y*
24.11%
5Y*
12.04%
10Y*
19.82%

FSKAX

1D
-0.47%
1M
-7.69%
YTD
-6.77%
6M
-4.56%
1Y
14.73%
3Y*
16.72%
5Y*
10.13%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDGRX vs. FSKAX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FDGRX vs. FSKAX — Risk / Return Rank

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

FDGRX
FDGRX Risk / Return Rank: 6161
Overall Rank
FDGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDGRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FDGRX Omega Ratio Rank: 6060
Omega Ratio Rank
FDGRX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FDGRX Martin Ratio Rank: 5757
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 4545
Overall Rank
FSKAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 4848
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 5252
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. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity Total Market Index Fund (FSKAX). 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.


FDGRXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.83

+0.24

Sortino ratio

Return per unit of downside risk

1.58

1.29

+0.29

Omega ratio

Gain probability vs. loss probability

1.23

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.49

1.04

+0.44

Martin ratio

Return relative to average drawdown

5.49

5.05

+0.44

FDGRX vs. FSKAX - Sharpe Ratio Comparison

The current FDGRX Sharpe Ratio is 1.07, which is comparable to the FSKAX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FDGRX and FSKAX, 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


FDGRXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.83

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.59

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.72

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.78

-0.11

Correlation

The correlation between FDGRX and FSKAX 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.


Dividends

FDGRX vs. FSKAX - Dividend Comparison

FDGRX has not paid dividends to shareholders, while FSKAX's dividend yield for the trailing twelve months is around 1.09%.


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%
FSKAX
Fidelity Total Market Index Fund
1.09%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FDGRX vs. FSKAX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.62%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FDGRX and FSKAX.


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Drawdown Indicators


FDGRXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-71.62%

-35.01%

-36.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-12.42%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-25.39%

-14.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.25%

-35.01%

-5.24%

Current Drawdown

Current decline from peak

-12.60%

-8.92%

-3.68%

Average Drawdown

Average peak-to-trough decline

-15.97%

-4.05%

-11.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.57%

+1.32%

Volatility

FDGRX vs. FSKAX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) has a higher volatility of 6.72% compared to Fidelity Total Market Index Fund (FSKAX) at 4.42%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDGRXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

4.42%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

9.40%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

24.34%

18.50%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.90%

17.38%

+6.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.29%

18.42%

+4.87%