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FGCKX vs. BPTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGCKX and BPTRX is 0.81, 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

FGCKX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company K (FGCKX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FGCKX:

0.06

BPTRX:

1.11

Sortino Ratio

FGCKX:

0.27

BPTRX:

1.60

Omega Ratio

FGCKX:

1.04

BPTRX:

1.19

Calmar Ratio

FGCKX:

0.05

BPTRX:

0.86

Martin Ratio

FGCKX:

0.14

BPTRX:

2.64

Ulcer Index

FGCKX:

11.73%

BPTRX:

12.98%

Daily Std Dev

FGCKX:

28.26%

BPTRX:

36.08%

Max Drawdown

FGCKX:

-51.01%

BPTRX:

-68.06%

Current Drawdown

FGCKX:

-15.86%

BPTRX:

-15.46%

Returns By Period

In the year-to-date period, FGCKX achieves a -5.00% return, which is significantly higher than BPTRX's -7.37% return. Over the past 10 years, FGCKX has underperformed BPTRX with an annualized return of 11.05%, while BPTRX has yielded a comparatively higher 17.45% annualized return.


FGCKX

YTD

-5.00%

1M

12.68%

6M

-10.86%

1Y

1.61%

3Y*

15.58%

5Y*

9.57%

10Y*

11.05%

BPTRX

YTD

-7.37%

1M

15.47%

6M

2.01%

1Y

39.58%

3Y*

15.07%

5Y*

22.38%

10Y*

17.45%

*Annualized

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Fidelity Growth Company K

Baron Partners Fund

FGCKX vs. BPTRX - Expense Ratio Comparison

FGCKX has a 0.65% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


Risk-Adjusted Performance

FGCKX vs. BPTRX — Risk-Adjusted Performance Rank

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

FGCKX
The Risk-Adjusted Performance Rank of FGCKX is 2828
Overall Rank
The Sharpe Ratio Rank of FGCKX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FGCKX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of FGCKX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of FGCKX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of FGCKX is 2727
Martin Ratio Rank

BPTRX
The Risk-Adjusted Performance Rank of BPTRX is 8282
Overall Rank
The Sharpe Ratio Rank of BPTRX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BPTRX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BPTRX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BPTRX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BPTRX is 7373
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.

FGCKX vs. BPTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and Baron Partners Fund (BPTRX). 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.


The current FGCKX Sharpe Ratio is 0.06, which is lower than the BPTRX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of FGCKX and BPTRX, 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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Dividends

FGCKX vs. BPTRX - Dividend Comparison

Neither FGCKX nor BPTRX has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FGCKX
Fidelity Growth Company K
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.21%4.01%4.24%
BPTRX
Baron Partners Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%

Drawdowns

FGCKX vs. BPTRX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, smaller than the maximum BPTRX drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for FGCKX and BPTRX. For additional features, visit the drawdowns tool.


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Volatility

FGCKX vs. BPTRX - Volatility Comparison

The current volatility for Fidelity Growth Company K (FGCKX) is 5.84%, while Baron Partners Fund (BPTRX) has a volatility of 7.35%. This indicates that FGCKX experiences smaller price fluctuations and is considered to be less risky than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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