FFLG vs. FBGRX
FFLG (Fidelity Fundamental Large Cap Growth ETF) and FBGRX (Fidelity Blue Chip Growth Fund) are both Large Cap Growth Equities funds from Fidelity. Over the past 5 years, FFLG returned 9.66%/yr vs 14.06%/yr for FBGRX. Their 0.98 correlation means they have historically moved very closely together. FFLG charges 0.38%/yr vs 0.79%/yr for FBGRX.
Performance
FFLG vs. FBGRX - Performance Comparison
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Returns By Period
In the year-to-date period, FFLG achieves a 11.89% return, which is significantly lower than FBGRX's 13.81% return.
FFLG
- 1D
- 2.48%
- 1M
- 0.87%
- 6M
- 12.19%
- YTD
- 11.89%
- 1Y
- 21.21%
- 3Y*
- 24.89%
- 5Y*
- 9.66%
- 10Y*
- —
- ALL TIME*
- 9.96%
FBGRX
- 1D
- 2.30%
- 1M
- -0.99%
- 6M
- 14.31%
- YTD
- 13.81%
- 1Y
- 25.66%
- 3Y*
- 27.91%
- 5Y*
- 14.06%
- 10Y*
- 20.85%
- ALL TIME*
- 13.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.47M | $6.08M | $4.10M |
FFLG vs. FBGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FFLG Fidelity Fundamental Large Cap Growth ETF | 11.89% | 19.61% | 32.29% | 49.71% | -37.86% | 2.32% |
FBGRX Fidelity Blue Chip Growth Fund | 13.81% | 19.91% | 39.77% | 55.61% | -38.45% | 15.35% |
Correlation
The correlation between FFLG and FBGRX is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.98 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2021 | 0.98 |
The correlation between FFLG and FBGRX has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
FFLG vs. FBGRX — Risk / Return Rank
FFLG
FBGRX
FFLG vs. FBGRX - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFLG | FBGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 2.25 | -0.75 |
| Martin ratioReturn relative to average drawdown | 4.80 | 7.95 | -3.14 |
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Drawdowns
FFLG vs. FBGRX - Drawdown Comparison
The maximum FFLG drawdown since its inception was -44.52%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FFLG and FBGRX.
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Drawdown Indicators
| FFLG | FBGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.52% | -58.64% | +14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | -12.65% | -1.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -27.07% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -44.52% | -43.08% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.08% | — |
Current DrawdownCurrent decline from peak | -4.81% | -4.72% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -12.49% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.57% | +0.86% |
Volatility
FFLG vs. FBGRX - Volatility Comparison
Fidelity Fundamental Large Cap Growth ETF (FFLG) has a higher volatility of 8.01% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.01%. This indicates that FFLG's price experiences larger fluctuations and is considered to be riskier 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
| FFLG | FBGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 7.01% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 17.79% | 16.21% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.44% | 20.07% | +1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 25.27% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.53% | 23.85% | +1.68% |
FFLG vs. FBGRX - Expense Ratio Comparison
FFLG has a 0.38% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Dividends
FFLG vs. FBGRX - Dividend Comparison
FFLG's dividend yield for the trailing twelve months is around 0.13%, less than FBGRX's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 1.67% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FFLG Fidelity Fundamental Large Cap Growth ETF | 0.13% | 0.14% | 0.09% | 0.00% | 1.50% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, FFLG and FBGRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FFLG has higher volatility (8.01%) compared to FBGRX (7.01%). In terms of maximum drawdown, FFLG dropped -44.52% vs FBGRX's -58.64%.
FBGRX currently has the higher Sharpe Ratio (1.42 vs 1.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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