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FDSVX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDSVX and FBGRX is 0.95, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FDSVX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Discovery Fund (FDSVX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,276.14%
740.51%
FDSVX
FBGRX

Key characteristics

Sharpe Ratio

FDSVX:

0.21

FBGRX:

-0.03

Sortino Ratio

FDSVX:

0.39

FBGRX:

0.11

Omega Ratio

FDSVX:

1.05

FBGRX:

1.01

Calmar Ratio

FDSVX:

0.27

FBGRX:

-0.04

Martin Ratio

FDSVX:

0.82

FBGRX:

-0.10

Ulcer Index

FDSVX:

4.49%

FBGRX:

6.58%

Daily Std Dev

FDSVX:

17.78%

FBGRX:

22.67%

Max Drawdown

FDSVX:

-59.34%

FBGRX:

-57.42%

Current Drawdown

FDSVX:

-12.65%

FBGRX:

-16.26%

Returns By Period

In the year-to-date period, FDSVX achieves a -7.79% return, which is significantly higher than FBGRX's -12.15% return. Over the past 10 years, FDSVX has outperformed FBGRX with an annualized return of 14.97%, while FBGRX has yielded a comparatively lower 11.44% annualized return.


FDSVX

YTD

-7.79%

1M

-7.03%

6M

-4.71%

1Y

3.62%

5Y*

21.02%

10Y*

14.97%

FBGRX

YTD

-12.15%

1M

-9.58%

6M

-3.49%

1Y

-0.80%

5Y*

17.62%

10Y*

11.44%

*Annualized

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FDSVX vs. FBGRX - Expense Ratio Comparison

FDSVX has a 0.77% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Expense ratio chart for FBGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBGRX: 0.79%
Expense ratio chart for FDSVX: current value is 0.77%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDSVX: 0.77%

Risk-Adjusted Performance

FDSVX vs. FBGRX — Risk-Adjusted Performance Rank

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

FDSVX
The Risk-Adjusted Performance Rank of FDSVX is 4545
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 4444
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 2929
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDSVX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


The chart of Sharpe ratio for FDSVX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.00
FDSVX: 0.21
FBGRX: -0.03
The chart of Sortino ratio for FDSVX, currently valued at 0.39, compared to the broader market0.002.004.006.008.00
FDSVX: 0.39
FBGRX: 0.11
The chart of Omega ratio for FDSVX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.50
FDSVX: 1.05
FBGRX: 1.01
The chart of Calmar ratio for FDSVX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.0012.00
FDSVX: 0.27
FBGRX: -0.04
The chart of Martin ratio for FDSVX, currently valued at 0.82, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
FDSVX: 0.82
FBGRX: -0.10

The current FDSVX Sharpe Ratio is 0.21, which is higher than the FBGRX Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of FDSVX and FBGRX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
-0.03
FDSVX
FBGRX

Dividends

FDSVX vs. FBGRX - Dividend Comparison

FDSVX's dividend yield for the trailing twelve months is around 13.90%, more than FBGRX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
FDSVX
Fidelity Growth Discovery Fund
13.90%12.81%2.55%3.65%13.46%9.65%4.28%5.02%4.94%0.09%0.16%0.09%
FBGRX
Fidelity Blue Chip Growth Fund
0.27%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FDSVX vs. FBGRX - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, roughly equal to the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FDSVX and FBGRX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.65%
-16.26%
FDSVX
FBGRX

Volatility

FDSVX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Growth Discovery Fund (FDSVX) is 7.46%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 9.35%. This indicates that FDSVX experiences smaller price fluctuations and is considered to be less risky than FBGRX 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%NovemberDecember2025FebruaryMarchApril
7.46%
9.35%
FDSVX
FBGRX