FELG vs. FBGRX

In the year-to-date period, FELG achieves a 38.82% return, which is significantly higher than FBGRX's 34.83% return.

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FELG has a 0.18% expense ratio, which is lower than FBGRX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Fidelity Enhanced Large Cap Growth ETF (FELG) 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 current FELG Sharpe Ratio is 2.22, which is comparable to the FBGRX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of FELG 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.

FELG's dividend yield for the trailing twelve months is around 0.51%, more than FBGRX's 0.19% yield.

The maximum FELG drawdown since its inception was -13.29%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FELG and FBGRX. For additional features, visit the drawdowns tool.

The current volatility for Fidelity Enhanced Large Cap Growth ETF (FELG) is 5.05%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.42%. This indicates that FELG 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.