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

Correlation

The correlation between FDSVX and FGDKX is 0.92, 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.


Performance

FDSVX vs. FGDKX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FDSVX:

0.31

FGDKX:

0.31

Sortino Ratio

FDSVX:

0.57

FGDKX:

0.57

Omega Ratio

FDSVX:

1.08

FGDKX:

1.08

Calmar Ratio

FDSVX:

0.29

FGDKX:

0.29

Martin Ratio

FDSVX:

1.00

FGDKX:

1.01

Ulcer Index

FDSVX:

6.74%

FGDKX:

6.74%

Daily Std Dev

FDSVX:

22.88%

FGDKX:

22.87%

Max Drawdown

FDSVX:

-59.34%

FGDKX:

-55.39%

Current Drawdown

FDSVX:

-10.33%

FGDKX:

-10.32%

Returns By Period

The year-to-date returns for both investments are quite close, with FDSVX having a -5.34% return and FGDKX slightly higher at -5.31%. Both investments have delivered pretty close results over the past 10 years, with FDSVX having a 15.12% annualized return and FGDKX not far ahead at 15.24%.


FDSVX

YTD

-5.34%

1M

8.12%

6M

-7.27%

1Y

7.04%

5Y*

17.07%

10Y*

15.12%

FGDKX

YTD

-5.31%

1M

8.11%

6M

-7.24%

1Y

7.12%

5Y*

17.19%

10Y*

15.24%

*Annualized

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FDSVX vs. FGDKX - Expense Ratio Comparison

FDSVX has a 0.77% expense ratio, which is higher than FGDKX's 0.68% expense ratio.


Risk-Adjusted Performance

FDSVX vs. FGDKX — 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 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FDSVX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FDSVX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FDSVX is 5050
Calmar Ratio Rank
The Martin Ratio Rank of FDSVX is 4343
Martin Ratio Rank

FGDKX
The Risk-Adjusted Performance Rank of FGDKX is 4545
Overall Rank
The Sharpe Ratio Rank of FGDKX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDKX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FGDKX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FGDKX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FGDKX is 4444
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. FGDKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund (FDSVX) and Fidelity Growth Discovery Fund Class K (FGDKX). 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 current FDSVX Sharpe Ratio is 0.31, which is comparable to the FGDKX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of FDSVX and FGDKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDSVX vs. FGDKX - Dividend Comparison

FDSVX's dividend yield for the trailing twelve months is around 13.54%, while FGDKX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FDSVX
Fidelity Growth Discovery Fund
13.54%12.81%2.55%3.65%13.46%9.65%4.28%5.02%4.94%0.09%0.16%0.09%
FGDKX
Fidelity Growth Discovery Fund Class K
0.00%0.00%0.14%0.07%0.28%0.11%0.15%0.31%0.26%0.15%0.24%0.28%

Drawdowns

FDSVX vs. FGDKX - Drawdown Comparison

The maximum FDSVX drawdown since its inception was -59.34%, which is greater than FGDKX's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for FDSVX and FGDKX. For additional features, visit the drawdowns tool.


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Volatility

FDSVX vs. FGDKX - Volatility Comparison

Fidelity Growth Discovery Fund (FDSVX) and Fidelity Growth Discovery Fund Class K (FGDKX) have volatilities of 8.07% and 8.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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