FDGRX vs. FXAIX
Compare and contrast key facts about Fidelity Growth Company Fund (FDGRX) and Fidelity 500 Index Fund (FXAIX).
FDGRX is managed by Fidelity. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FDGRX or FXAIX.
Performance
FDGRX vs. FXAIX - Performance Comparison
Returns By Period
In the year-to-date period, FDGRX achieves a 34.65% return, which is significantly higher than FXAIX's 26.26% return. Both investments have delivered pretty close results over the past 10 years, with FDGRX having a 13.09% annualized return and FXAIX not far behind at 13.07%.
FDGRX
34.65%
1.73%
13.85%
37.40%
15.39%
13.09%
FXAIX
26.26%
1.79%
13.68%
32.38%
15.71%
13.07%
Key characteristics
| FDGRX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.69 |
| Sortino Ratio | 2.56 | 3.59 |
| Omega Ratio | 1.35 | 1.50 |
| Calmar Ratio | 1.34 | 3.90 |
| Martin Ratio | 9.74 | 17.53 |
| Ulcer Index | 3.88% | 1.88% |
| Daily Std Dev | 19.35% | 12.24% |
| Max Drawdown | -71.50% | -33.79% |
| Current Drawdown | -1.67% | -0.81% |
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FDGRX vs. FXAIX - Expense Ratio Comparison
FDGRX has a 0.79% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Correlation
The correlation between FDGRX and FXAIX 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.
Risk-Adjusted Performance
FDGRX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Fidelity 500 Index Fund (FXAIX). 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.
Dividends
FDGRX vs. FXAIX - Dividend Comparison
FDGRX has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDGRX Fidelity Growth Company Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.07% | 3.92% | 4.03% | 7.12% |
FXAIX Fidelity 500 Index Fund | 1.22% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
FDGRX vs. FXAIX - Drawdown Comparison
The maximum FDGRX drawdown since its inception was -71.50%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FDGRX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
FDGRX vs. FXAIX - Volatility Comparison
Fidelity Growth Company Fund (FDGRX) has a higher volatility of 5.57% compared to Fidelity 500 Index Fund (FXAIX) at 3.95%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.