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

Correlation

The correlation between FDGRX and VBIAX 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.


-0.50.00.51.00.9

Performance

FDGRX vs. VBIAX - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
667.23%
361.39%
FDGRX
VBIAX

Key characteristics

Sharpe Ratio

FDGRX:

1.86

VBIAX:

1.90

Sortino Ratio

FDGRX:

2.44

VBIAX:

2.63

Omega Ratio

FDGRX:

1.33

VBIAX:

1.35

Calmar Ratio

FDGRX:

1.30

VBIAX:

1.89

Martin Ratio

FDGRX:

9.42

VBIAX:

11.78

Ulcer Index

FDGRX:

3.89%

VBIAX:

1.36%

Daily Std Dev

FDGRX:

19.75%

VBIAX:

8.41%

Max Drawdown

FDGRX:

-71.50%

VBIAX:

-35.90%

Current Drawdown

FDGRX:

-2.37%

VBIAX:

-2.69%

Returns By Period

In the year-to-date period, FDGRX achieves a 39.38% return, which is significantly higher than VBIAX's 14.73% return. Over the past 10 years, FDGRX has outperformed VBIAX with an annualized return of 13.41%, while VBIAX has yielded a comparatively lower 7.48% annualized return.


FDGRX

YTD

39.38%

1M

3.80%

6M

11.03%

1Y

34.90%

5Y*

15.04%

10Y*

13.41%

VBIAX

YTD

14.73%

1M

-0.47%

6M

6.58%

1Y

15.09%

5Y*

7.05%

10Y*

7.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDGRX vs. VBIAX - Expense Ratio Comparison

FDGRX has a 0.79% expense ratio, which is higher than VBIAX's 0.07% expense ratio.


FDGRX
Fidelity Growth Company Fund
Expense ratio chart for FDGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

FDGRX vs. VBIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund (FDGRX) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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.


Sharpe ratio
The chart of Sharpe ratio for FDGRX, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.001.861.90
The chart of Sortino ratio for FDGRX, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.002.442.63
The chart of Omega ratio for FDGRX, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.003.501.331.35
The chart of Calmar ratio for FDGRX, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.0014.001.301.89
The chart of Martin ratio for FDGRX, currently valued at 9.42, compared to the broader market0.0020.0040.0060.009.4211.78
FDGRX
VBIAX

The current FDGRX Sharpe Ratio is 1.86, which is comparable to the VBIAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of FDGRX and VBIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.86
1.90
FDGRX
VBIAX

Dividends

FDGRX vs. VBIAX - Dividend Comparison

FDGRX has not paid dividends to shareholders, while VBIAX's dividend yield for the trailing twelve months is around 1.53%.


TTM20232022202120202019201820172016201520142013
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%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.53%2.04%1.93%1.39%1.66%2.12%2.32%1.95%2.09%2.09%1.92%1.85%

Drawdowns

FDGRX vs. VBIAX - Drawdown Comparison

The maximum FDGRX drawdown since its inception was -71.50%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for FDGRX and VBIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.37%
-2.69%
FDGRX
VBIAX

Volatility

FDGRX vs. VBIAX - Volatility Comparison

Fidelity Growth Company Fund (FDGRX) has a higher volatility of 5.25% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 2.86%. This indicates that FDGRX's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.25%
2.86%
FDGRX
VBIAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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