FDTOX vs. FBGRX

Last updated Jun 4, 2026

FDTOX (Fidelity Advisor Diversified Stock Fund Class A) and FBGRX (Fidelity Blue Chip Growth Fund) are both Large Cap Growth Equities funds from Fidelity. Over the past 10 years, FDTOX returned 15.87%/yr vs 21.88%/yr for FBGRX. Their correlation of 0.85 suggests significant overlap in exposure. FDTOX charges 0.80%/yr vs 0.79%/yr for FBGRX.

Performance

FDTOX vs. FBGRX - Performance Comparison

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

Returns By Period

In the year-to-date period, FDTOX achieves a 14.55% return, which is significantly lower than FBGRX's 18.56% return. Over the past 10 years, FDTOX has underperformed FBGRX with an annualized return of 15.87%, while FBGRX has yielded a comparatively higher 21.88% annualized return.

FDTOX

• 1D: 0.48%
• 1M: 5.99%
• YTD: 14.55%
• 6M: 14.29%
• 1Y: 31.22%
• 3Y*: 23.23%
• 5Y*: 13.63%
• 10Y*: 15.87%

FBGRX

• 1D: 0.76%
• 1M: 9.10%
• YTD: 18.56%
• 6M: 19.76%
• 1Y: 44.98%
• 3Y*: 32.54%
• 5Y*: 17.08%
• 10Y*: 21.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDTOX vs. FBGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FDTOX Fidelity Advisor Diversified Stock Fund Class A	14.55%	13.68%	27.66%	27.89%	-20.14%	27.77%	27.02%	27.81%	-5.95%	17.73%
FBGRX Fidelity Blue Chip Growth Fund	18.56%	19.91%	39.77%	55.61%	-38.45%	22.64%	62.20%	33.43%	1.02%	36.01%

Correlation

The correlation between FDTOX and FBGRX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 3, 1994	0.85

The correlation between FDTOX and FBGRX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

Return for Risk

FDTOX vs. FBGRX — Risk / Return Rank

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

FDTOX

FDTOX Risk / Return Rank: 61
FDTOX Sharpe Ratio Rank: 58
FDTOX Sortino Ratio Rank: 51
FDTOX Omega Ratio Rank: 53
FDTOX Calmar Ratio Rank: 68
FDTOX Martin Ratio Rank: 74

FBGRX

FBGRX Risk / Return Rank: 75
FBGRX Sharpe Ratio Rank: 83
FBGRX Sortino Ratio Rank: 67
FBGRX Omega Ratio Rank: 65
FBGRX Calmar Ratio Rank: 80
FBGRX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDTOX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Diversified Stock Fund Class A (FDTOX) 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.

	FDTOX	FBGRX	Difference
Sharpe ratio: Return per unit of total volatility	2.25	2.67	-0.42
Sortino ratio: Return per unit of downside risk	3.02	3.41	-0.40
Omega ratio: Gain probability vs. loss probability	1.40	1.45	-0.05
Calmar ratio: Return relative to maximum drawdown	3.19	3.67	-0.48
Martin ratio: Return relative to average drawdown	14.02	15.56	-1.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDTOX vs. FBGRX - Sharpe Ratio Comparison

The current FDTOX Sharpe Ratio is 2.25, which is comparable to the FBGRX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of FDTOX and FBGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FDTOX	FBGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	2.67	-0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.69	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.81	0.93	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.68	-0.25

Drawdowns

FDTOX vs. FBGRX - Drawdown Comparison

The maximum FDTOX drawdown since its inception was -72.07%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FDTOX and FBGRX.

Drawdown Indicators

	FDTOX	FBGRX	Difference
Max Drawdown Largest peak-to-trough decline	-72.07%	-58.64%	-13.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.04%	-12.65%	+2.61%
Max Drawdown (3Y) Largest decline over 3 years	-27.38%	-27.07%	-0.31%
Max Drawdown (5Y) Largest decline over 5 years	-27.38%	-43.08%	+15.70%
Max Drawdown (10Y) Largest decline over 10 years	-30.39%	-43.08%	+12.69%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-19.52%	-12.53%	-6.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	2.98%	-0.70%

Volatility

FDTOX vs. FBGRX - Volatility Comparison

Fidelity Advisor Diversified Stock Fund Class A (FDTOX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 4.25% and 4.14%, 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.

Volatility by Period

	FDTOX	FBGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	4.14%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	13.00%	-1.83%
Volatility (1Y) Calculated over the trailing 1-year period	14.27%	17.44%	-3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.76%	24.88%	-5.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.59%	23.69%	-4.10%

FDTOX vs. FBGRX - Expense Ratio Comparison

FDTOX has a 0.80% expense ratio, which is higher than FBGRX's 0.79% expense ratio.

Dividends

FDTOX vs. FBGRX - Dividend Comparison

FDTOX's dividend yield for the trailing twelve months is around 5.78%, more than FBGRX's 1.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBGRX Fidelity Blue Chip Growth Fund	1.60%	1.90%	5.95%	0.93%	0.57%	8.73%	6.40%	3.70%	6.32%	4.23%	4.05%	5.30%
FDTOX Fidelity Advisor Diversified Stock Fund Class A	5.78%	6.62%	14.36%	3.39%	9.03%	17.16%	5.14%	2.99%	13.50%	7.81%	1.38%	8.36%

Frequently Asked Questions

Can I hold both FDTOX and FBGRX in my portfolio?

With a correlation of 0.93, FDTOX and FBGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FDTOX or FBGRX?

FDTOX has higher volatility (4.25%) compared to FBGRX (4.14%). In terms of maximum drawdown, FDTOX dropped -72.07% vs FBGRX's -58.64%.

Which has better risk-adjusted returns?

FBGRX currently has the higher Sharpe Ratio (2.67 vs 2.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.