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FFLG vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

Performance

FFLG vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
25.74%
30.96%
FFLG
FBGRX

Key characteristics

Sharpe Ratio

FFLG:

1.69

FBGRX:

1.61

Sortino Ratio

FFLG:

2.26

FBGRX:

2.15

Omega Ratio

FFLG:

1.30

FBGRX:

1.29

Calmar Ratio

FFLG:

2.31

FBGRX:

2.19

Martin Ratio

FFLG:

8.67

FBGRX:

6.74

Ulcer Index

FFLG:

3.82%

FBGRX:

4.89%

Daily Std Dev

FFLG:

19.65%

FBGRX:

20.50%

Max Drawdown

FFLG:

-44.52%

FBGRX:

-57.42%

Current Drawdown

FFLG:

-4.09%

FBGRX:

-3.63%

Returns By Period

In the year-to-date period, FFLG achieves a 0.44% return, which is significantly higher than FBGRX's 0.27% return.


FFLG

YTD

0.44%

1M

-3.17%

6M

3.63%

1Y

32.37%

5Y*

N/A

10Y*

N/A

FBGRX

YTD

0.27%

1M

-2.48%

6M

1.96%

1Y

31.40%

5Y*

15.33%

10Y*

13.80%

*Annualized

Compare stocks, funds, or ETFs

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


FFLG vs. FBGRX - Expense Ratio Comparison

FFLG has a 0.38% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FFLG: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

FFLG vs. FBGRX — Risk-Adjusted Performance Rank

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

FFLG
The Risk-Adjusted Performance Rank of FFLG is 7474
Overall Rank
The Sharpe Ratio Rank of FFLG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of FFLG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of FFLG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of FFLG is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FFLG is 7373
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 8585
Overall Rank
The Sharpe Ratio Rank of FBGRX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 7979
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.

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.


Sharpe ratio
The chart of Sharpe ratio for FFLG, currently valued at 1.69, compared to the broader market0.002.004.001.691.61
The chart of Sortino ratio for FFLG, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.262.15
The chart of Omega ratio for FFLG, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.29
The chart of Calmar ratio for FFLG, currently valued at 2.31, compared to the broader market0.005.0010.0015.002.312.19
The chart of Martin ratio for FFLG, currently valued at 8.67, compared to the broader market0.0020.0040.0060.0080.00100.008.676.74
FFLG
FBGRX

The current FFLG Sharpe Ratio is 1.69, which is comparable to the FBGRX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of FFLG 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.69
1.61
FFLG
FBGRX

Dividends

FFLG vs. FBGRX - Dividend Comparison

FFLG's dividend yield for the trailing twelve months is around 0.09%, less than FBGRX's 1.07% yield.


TTM20242023202220212020201920182017201620152014
FFLG
Fidelity Fundamental Large Cap Growth ETF
0.09%0.09%0.00%1.50%0.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
1.07%1.07%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.09%
-3.63%
FFLG
FBGRX

Volatility

FFLG vs. FBGRX - Volatility Comparison

Fidelity Fundamental Large Cap Growth ETF (FFLG) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 6.14% and 6.35%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.14%
6.35%
FFLG
FBGRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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