PortfoliosLab logo
FFDKX vs. GABGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFDKX and GABGX is 0.91, 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

FFDKX vs. GABGX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FFDKX:

0.44

GABGX:

0.46

Sortino Ratio

FFDKX:

0.73

GABGX:

0.75

Omega Ratio

FFDKX:

1.10

GABGX:

1.11

Calmar Ratio

FFDKX:

0.43

GABGX:

0.45

Martin Ratio

FFDKX:

1.43

GABGX:

1.28

Ulcer Index

FFDKX:

6.70%

GABGX:

8.80%

Daily Std Dev

FFDKX:

22.83%

GABGX:

26.32%

Max Drawdown

FFDKX:

-52.63%

GABGX:

-69.52%

Current Drawdown

FFDKX:

-5.21%

GABGX:

-6.75%

Returns By Period

In the year-to-date period, FFDKX achieves a 0.44% return, which is significantly lower than GABGX's 3.23% return. Over the past 10 years, FFDKX has outperformed GABGX with an annualized return of 8.99%, while GABGX has yielded a comparatively lower 8.31% annualized return.


FFDKX

YTD

0.44%

1M

15.05%

6M

0.54%

1Y

9.97%

3Y*

17.61%

5Y*

13.65%

10Y*

8.99%

GABGX

YTD

3.23%

1M

18.11%

6M

-1.06%

1Y

11.92%

3Y*

19.06%

5Y*

10.26%

10Y*

8.31%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Fidelity Fund Class K

Gabelli Growth Fund

FFDKX vs. GABGX - Expense Ratio Comparison

FFDKX has a 0.38% expense ratio, which is lower than GABGX's 1.34% expense ratio.


Risk-Adjusted Performance

FFDKX vs. GABGX — Risk-Adjusted Performance Rank

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

FFDKX
The Risk-Adjusted Performance Rank of FFDKX is 4747
Overall Rank
The Sharpe Ratio Rank of FFDKX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FFDKX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FFDKX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FFDKX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of FFDKX is 4545
Martin Ratio Rank

GABGX
The Risk-Adjusted Performance Rank of GABGX is 4747
Overall Rank
The Sharpe Ratio Rank of GABGX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GABGX is 4646
Sortino Ratio Rank
The Omega Ratio Rank of GABGX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GABGX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of GABGX is 4242
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.

FFDKX vs. GABGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund Class K (FFDKX) and Gabelli Growth Fund (GABGX). 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 FFDKX Sharpe Ratio is 0.44, which is comparable to the GABGX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of FFDKX and GABGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FFDKX vs. GABGX - Dividend Comparison

Neither FFDKX nor GABGX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FFDKX
Fidelity Fund Class K
0.00%0.00%0.73%0.74%0.33%0.84%0.91%1.19%1.09%1.16%5.32%12.54%
GABGX
Gabelli Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FFDKX vs. GABGX - Drawdown Comparison

The maximum FFDKX drawdown since its inception was -52.63%, smaller than the maximum GABGX drawdown of -69.52%. Use the drawdown chart below to compare losses from any high point for FFDKX and GABGX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FFDKX vs. GABGX - Volatility Comparison

The current volatility for Fidelity Fund Class K (FFDKX) is 5.93%, while Gabelli Growth Fund (GABGX) has a volatility of 6.42%. This indicates that FFDKX experiences smaller price fluctuations and is considered to be less risky than GABGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...