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FFDKX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFDKX vs. VIGAX - Performance Comparison

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

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FFDKX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFDKX
Fidelity Fund Class K
-9.34%20.13%27.24%31.03%-25.81%33.32%26.55%33.57%-5.23%23.35%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Returns By Period

In the year-to-date period, FFDKX achieves a -9.34% return, which is significantly higher than VIGAX's -13.83% return. Over the past 10 years, FFDKX has underperformed VIGAX with an annualized return of 14.18%, while VIGAX has yielded a comparatively higher 15.56% annualized return.


FFDKX

1D
-0.04%
1M
-7.66%
YTD
-9.34%
6M
-5.59%
1Y
18.35%
3Y*
18.39%
5Y*
11.62%
10Y*
14.18%

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFDKX vs. VIGAX - Expense Ratio Comparison

FFDKX has a 0.38% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Return for Risk

FFDKX vs. VIGAX — Risk / Return Rank

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

FFDKX
FFDKX Risk / Return Rank: 5252
Overall Rank
FFDKX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FFDKX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FFDKX Omega Ratio Rank: 5858
Omega Ratio Rank
FFDKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FFDKX Martin Ratio Rank: 4949
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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.

FFDKX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fund Class K (FFDKX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


FFDKXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.61

+0.35

Sortino ratio

Return per unit of downside risk

1.49

1.04

+0.45

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.08

Calmar ratio

Return relative to maximum drawdown

1.14

0.66

+0.49

Martin ratio

Return relative to average drawdown

4.83

2.37

+2.45

FFDKX vs. VIGAX - Sharpe Ratio Comparison

The current FFDKX Sharpe Ratio is 0.96, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FFDKX and VIGAX, 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


FFDKXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.61

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.49

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.73

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between FFDKX and VIGAX is 0.97, 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.


Dividends

FFDKX vs. VIGAX - Dividend Comparison

FFDKX's dividend yield for the trailing twelve months is around 1.38%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
FFDKX
Fidelity Fund Class K
1.38%1.25%0.00%2.48%0.74%4.67%2.77%5.49%7.51%11.18%7.12%5.60%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

FFDKX vs. VIGAX - Drawdown Comparison

The maximum FFDKX drawdown since its inception was -52.66%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for FFDKX and VIGAX.


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Drawdown Indicators


FFDKXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.66%

-50.66%

-2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

-16.51%

+4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-35.63%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-30.65%

-35.63%

+4.98%

Current Drawdown

Current decline from peak

-10.86%

-16.51%

+5.65%

Average Drawdown

Average peak-to-trough decline

-8.27%

-12.02%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

4.57%

-1.53%

Volatility

FFDKX vs. VIGAX - Volatility Comparison

The current volatility for Fidelity Fund Class K (FFDKX) is 4.37%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that FFDKX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFDKXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

5.52%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

12.10%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

19.32%

22.69%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.20%

22.30%

-3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.39%

21.49%

-2.10%