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

Correlation

The correlation between FDSVX and FDGRX is 0.88, 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. FDGRX - Performance Comparison

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

1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%NovemberDecember2025FebruaryMarchApril
1,273.72%
1,105.06%
FDSVX
FDGRX

Key characteristics

Sharpe Ratio

FDSVX:

0.32

FDGRX:

0.03

Sortino Ratio

FDSVX:

0.61

FDGRX:

0.23

Omega Ratio

FDSVX:

1.08

FDGRX:

1.03

Calmar Ratio

FDSVX:

0.32

FDGRX:

0.03

Martin Ratio

FDSVX:

1.17

FDGRX:

0.08

Ulcer Index

FDSVX:

6.34%

FDGRX:

10.60%

Daily Std Dev

FDSVX:

23.01%

FDGRX:

27.98%

Max Drawdown

FDSVX:

-59.34%

FDGRX:

-71.50%

Current Drawdown

FDSVX:

-12.80%

FDGRX:

-22.25%

Returns By Period

In the year-to-date period, FDSVX achieves a -7.95% return, which is significantly higher than FDGRX's -12.17% return. Over the past 10 years, FDSVX has outperformed FDGRX with an annualized return of 14.86%, while FDGRX has yielded a comparatively lower 10.12% annualized return.


FDSVX

YTD

-7.95%

1M

-2.53%

6M

-7.66%

1Y

8.26%

5Y*

17.59%

10Y*

14.86%

FDGRX

YTD

-12.17%

1M

-3.46%

6M

-15.70%

1Y

1.69%

5Y*

10.12%

10Y*

10.12%

*Annualized

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FDSVX vs. FDGRX - Expense Ratio Comparison

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


Expense ratio chart for FDGRX: 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%
FDGRX: 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. FDGRX — 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 4444
Overall Rank
The Sharpe Ratio Rank of FDSVX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 4343
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 2525
Overall Rank
The Sharpe Ratio Rank of FDGRX is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 2323
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. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) and Fidelity Growth Company Fund (FDGRX). 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 0.32, compared to the broader market-1.000.001.002.003.00
FDSVX: 0.32
FDGRX: 0.03
The chart of Sortino ratio for FDSVX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.00
FDSVX: 0.61
FDGRX: 0.23
The chart of Omega ratio for FDSVX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FDSVX: 1.08
FDGRX: 1.03
The chart of Calmar ratio for FDSVX, currently valued at 0.32, compared to the broader market0.002.004.006.008.0010.00
FDSVX: 0.32
FDGRX: 0.03
The chart of Martin ratio for FDSVX, currently valued at 1.17, compared to the broader market0.0010.0020.0030.0040.0050.00
FDSVX: 1.17
FDGRX: 0.08

The current FDSVX Sharpe Ratio is 0.32, which is higher than the FDGRX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of FDSVX and FDGRX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.03
FDSVX
FDGRX

Dividends

FDSVX vs. FDGRX - Dividend Comparison

FDSVX's dividend yield for the trailing twelve months is around 13.92%, while FDGRX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FDSVX
Fidelity Growth Discovery Fund
13.92%12.81%2.55%3.65%13.46%9.65%4.28%5.02%4.94%0.09%0.16%0.09%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%

Drawdowns

FDSVX vs. FDGRX - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FDSVX and FDGRX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.80%
-22.25%
FDSVX
FDGRX

Volatility

FDSVX vs. FDGRX - Volatility Comparison

The current volatility for Fidelity Growth Discovery Fund (FDSVX) is 15.77%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 16.98%. This indicates that FDSVX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.77%
16.98%
FDSVX
FDGRX