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FEDDX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEDDX vs. FBGRX - Performance Comparison

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

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FEDDX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEDDX
Fidelity Emerging Markets Discovery Fund
6.15%31.90%-3.68%20.76%-11.83%6.65%16.96%19.60%-18.90%36.59%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FEDDX achieves a 6.15% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FEDDX has underperformed FBGRX with an annualized return of 9.73%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FEDDX

1D
1.90%
1M
-6.08%
YTD
6.15%
6M
11.77%
1Y
36.78%
3Y*
15.69%
5Y*
7.84%
10Y*
9.73%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEDDX vs. FBGRX - Expense Ratio Comparison

FEDDX has a 1.19% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FEDDX vs. FBGRX — Risk / Return Rank

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

FEDDX
FEDDX Risk / Return Rank: 9696
Overall Rank
FEDDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEDDX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FEDDX Omega Ratio Rank: 9494
Omega Ratio Rank
FEDDX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FEDDX Martin Ratio Rank: 9696
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
Martin Ratio Rank
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.

FEDDX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Markets Discovery Fund (FEDDX) 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.


FEDDXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.64

1.13

+1.51

Sortino ratio

Return per unit of downside risk

3.27

1.73

+1.54

Omega ratio

Gain probability vs. loss probability

1.50

1.25

+0.25

Calmar ratio

Return relative to maximum drawdown

3.69

2.00

+1.69

Martin ratio

Return relative to average drawdown

14.37

7.92

+6.45

FEDDX vs. FBGRX - Sharpe Ratio Comparison

The current FEDDX Sharpe Ratio is 2.64, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FEDDX 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.


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Sharpe Ratios by Period


FEDDXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.13

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.47

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.81

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.65

-0.13

Correlation

The correlation between FEDDX and FBGRX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FEDDX vs. FBGRX - Dividend Comparison

FEDDX's dividend yield for the trailing twelve months is around 4.38%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FEDDX
Fidelity Emerging Markets Discovery Fund
4.38%4.65%3.99%2.05%1.69%11.90%0.59%1.05%1.88%1.50%1.36%0.81%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FEDDX vs. FBGRX - Drawdown Comparison

The maximum FEDDX drawdown since its inception was -42.95%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FEDDX and FBGRX.


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Drawdown Indicators


FEDDXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-42.95%

-58.64%

+15.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-13.89%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.45%

-43.08%

+15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.95%

-43.08%

+0.13%

Current Drawdown

Current decline from peak

-7.82%

-8.68%

+0.86%

Average Drawdown

Average peak-to-trough decline

-8.86%

-12.58%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.51%

-0.96%

Volatility

FEDDX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Emerging Markets Discovery Fund (FEDDX) is 6.76%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FEDDX 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.


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Volatility by Period


FEDDXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

7.83%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

14.08%

-4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

24.98%

-10.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

24.93%

-10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.66%

23.63%

-7.97%