FFLG vs. FBGRX
Compare and contrast key facts about Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity Blue Chip Growth Fund (FBGRX).
FFLG is an actively managed fund by Fidelity. It was launched on Feb 2, 2021. FBGRX is managed by Fidelity. It was launched on Dec 31, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFLG or FBGRX.
Key characteristics
| FFLG | FBGRX | |
|---|---|---|
| YTD Return | 33.99% | 37.67% |
| 1Y Return | 50.62% | 52.51% |
| 3Y Return (Ann) | 4.97% | 7.26% |
| Sharpe Ratio | 2.57 | 2.64 |
| Sortino Ratio | 3.28 | 3.39 |
| Omega Ratio | 1.46 | 1.47 |
| Calmar Ratio | 2.07 | 2.43 |
| Martin Ratio | 13.07 | 12.93 |
| Ulcer Index | 3.76% | 3.97% |
| Daily Std Dev | 19.18% | 19.41% |
| Max Drawdown | -44.52% | -57.42% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between FFLG and FBGRX 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.
Performance
FFLG vs. FBGRX - Performance Comparison
In the year-to-date period, FFLG achieves a 33.99% return, which is significantly lower than FBGRX's 37.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FFLG vs. FBGRX - Expense Ratio Comparison
FFLG has a 0.38% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Risk-Adjusted Performance
FFLG vs. FBGRX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Large Cap Growth ETF (FFLG) 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.
Dividends
FFLG vs. FBGRX - Dividend Comparison
FFLG's dividend yield for the trailing twelve months is around 0.03%, less than FBGRX's 5.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFLG Fidelity Fundamental Large Cap Growth ETF | 0.03% | 0.00% | 1.50% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FBGRX Fidelity Blue Chip Growth Fund | 5.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.12% | 0.09% | 0.22% | 5.07% | 6.08% | 7.80% |
Drawdowns
FFLG vs. FBGRX - Drawdown Comparison
The maximum FFLG drawdown since its inception was -44.52%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FFLG and FBGRX. For additional features, visit the drawdowns tool.
Volatility
FFLG vs. FBGRX - Volatility Comparison
Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 5.54% and 5.39%, 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.