FDGRX vs. SPY
Compare and contrast key facts about Fidelity Growth Company Fund (FDGRX) and State Street SPDR S&P 500 ETF (SPY).
FDGRX is managed by Fidelity. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
FDGRX vs. SPY - Performance Comparison
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FDGRX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, FDGRX achieves a -6.86% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, FDGRX has outperformed SPY with an annualized return of 19.82%, while SPY has yielded a comparatively lower 13.98% 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%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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FDGRX vs. SPY - Expense Ratio Comparison
FDGRX has a 0.79% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
FDGRX vs. SPY — Risk / Return Rank
FDGRX
SPY
FDGRX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and State Street SPDR S&P 500 ETF (SPY). 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.
| FDGRX | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.93 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.45 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.53 | -0.04 |
Martin ratioReturn relative to average drawdown | 5.49 | 7.30 | -1.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDGRX | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.93 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.69 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.78 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.56 | +0.10 |
Correlation
The correlation between FDGRX and SPY 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.
Dividends
FDGRX vs. SPY - Dividend Comparison
FDGRX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
FDGRX vs. SPY - Drawdown Comparison
The maximum FDGRX drawdown since its inception was -71.62%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for FDGRX and SPY.
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Drawdown Indicators
| FDGRX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.62% | -55.19% | -16.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -12.05% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -40.25% | -24.50% | -15.75% |
Max Drawdown (10Y)Largest decline over 10 years | -40.25% | -33.72% | -6.53% |
Current DrawdownCurrent decline from peak | -12.60% | -6.24% | -6.36% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -9.09% | -6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.52% | +1.37% |
Volatility
FDGRX vs. SPY - Volatility Comparison
Fidelity Growth Company Fund (FDGRX) has a higher volatility of 6.72% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDGRX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 5.31% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 9.47% | +5.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.34% | 19.05% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.90% | 17.06% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.29% | 17.92% | +5.37% |