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FFNYX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFNYX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FFNYX vs. FBGRX - Yearly Performance Comparison


Returns By Period


FFNYX

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFNYX vs. FBGRX - Expense Ratio Comparison

FFNYX has a 0.05% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Return for Risk

FFNYX vs. FBGRX — Risk / Return Rank

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

FFNYX

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FFNYX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI 0-5 Year Inflation-Protected Bond Index Fund (FFNYX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FFNYX vs. FBGRX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FFNYXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.99

0.65

-1.64

Correlation

The correlation between FFNYX and FBGRX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FFNYX vs. FBGRX - Dividend Comparison

FFNYX has not paid dividends to shareholders, while FBGRX's dividend yield for the trailing twelve months is around 2.05%.


TTM20252024202320222021202020192018201720162015
FFNYX
Fidelity SAI 0-5 Year Inflation-Protected Bond Index 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%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FFNYX vs. FBGRX - Drawdown Comparison

The maximum FFNYX drawdown since its inception was -0.69%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FFNYX and FBGRX.


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Drawdown Indicators


FFNYXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-0.69%

-58.64%

+57.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.89%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-0.30%

-8.68%

+8.38%

Average Drawdown

Average peak-to-trough decline

-0.39%

-12.58%

+12.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

Volatility

FFNYX vs. FBGRX - Volatility Comparison


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Volatility by Period


FFNYXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

Volatility (1Y)

Calculated over the trailing 1-year period

2.38%

24.98%

-22.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

24.93%

-22.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.38%

23.63%

-21.25%