FGCKX vs. CDDYX

Last updated Aug 1, 2026

FGCKX (Fidelity Growth Company Fund Class K) and CDDYX (Columbia Dividend Income Fund Institutional 3 Class) are both mutual funds - FGCKX is a Large Cap Growth Equities fund actively managed by Fidelity, while CDDYX is a Large Cap Value Equities fund managed by Columbia. Over the past 10 years, FGCKX returned 21.60%/yr vs 12.69%/yr for CDDYX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. FGCKX charges 0.62%/yr vs 0.55%/yr for CDDYX.

Performance

FGCKX vs. CDDYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company Fund Class K (FGCKX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FGCKX achieves a 15.04% return, which is significantly higher than CDDYX's 12.30% return. Over the past 10 years, FGCKX has outperformed CDDYX with an annualized return of 21.60%, while CDDYX has yielded a comparatively lower 12.69% annualized return.

FGCKX

• 1D: 2.88%
• 1M: -4.50%
• 6M: 12.27%
• YTD: 15.04%
• 1Y: 27.89%
• 3Y*: 25.42%
• 5Y*: 14.05%
• 10Y*: 21.60%
• ALL TIME*: 16.19%

CDDYX

• 1D: 0.00%
• 1M: 0.73%
• 6M: 7.88%
• YTD: 12.30%
• 1Y: 22.14%
• 3Y*: 15.46%
• 5Y*: 11.19%
• 10Y*: 12.69%
• ALL TIME*: 13.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CDDYX Columbia Dividend Income Fund Institutional 3 Class	$0.00	$0.00	$0.00
FGCKX Fidelity Growth Company Fund Class K	$0.00	$0.00	$0.00

FGCKX vs. CDDYX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGCKX Fidelity Growth Company Fund Class K	15.04%	18.67%	37.30%	47.35%	-33.82%	22.62%	67.61%	38.50%	-4.07%	36.89%
CDDYX Columbia Dividend Income Fund Institutional 3 Class	12.30%	15.95%	15.17%	10.65%	-4.84%	26.43%	7.92%	28.74%	-4.27%	20.34%

Correlation

The correlation between FGCKX and CDDYX is 0.37, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.37
Correlation (3Y) Balances recent behavior with more history.	0.48
Correlation (5Y) Shows whether the relationship held over a longer period.	0.61
Correlation (10Y) Provides a long-term view across more market conditions.	0.64
Correlation (All Time) Calculated using the full available price history since Nov 9, 2012	0.68

Over the past year, the correlation between FGCKX and CDDYX has dropped to 0.37 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

FGCKX vs. CDDYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FGCKX

FGCKX Risk / Return Rank: 49
FGCKX Sharpe Ratio Rank: 46
FGCKX Sortino Ratio Rank: 42
FGCKX Omega Ratio Rank: 42
FGCKX Calmar Ratio Rank: 64
FGCKX Martin Ratio Rank: 52

CDDYX

CDDYX Risk / Return Rank: 90
CDDYX Sharpe Ratio Rank: 90
CDDYX Sortino Ratio Rank: 89
CDDYX Omega Ratio Rank: 85
CDDYX Calmar Ratio Rank: 93
CDDYX Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FGCKX vs. CDDYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company Fund Class K (FGCKX) and Columbia Dividend Income Fund Institutional 3 Class (CDDYX). 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.

	FGCKX	CDDYX	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.24	-0.98
Sortino ratio: Return per unit of downside risk	1.72	3.27	-1.54
Omega ratio: Gain probability vs. loss probability	1.22	1.42	-0.20
Calmar ratio: Return relative to maximum drawdown	2.05	3.74	-1.68
Martin ratio: Return relative to average drawdown	6.90	14.28	-7.38

FGCKX vs. CDDYX - Sharpe Ratio Comparison

The current FGCKX Sharpe Ratio is 1.25, which is lower than the CDDYX Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of FGCKX and CDDYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FGCKX vs. CDDYX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, which is greater than CDDYX's maximum drawdown of -32.74%. Use the drawdown chart below to compare losses from any high point for FGCKX and CDDYX.

Drawdown Indicators

	FGCKX	CDDYX	Difference
Max Drawdown Largest peak-to-trough decline	-51.01%	-32.74%	-18.27%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-5.51%	-7.04%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-12.99%	-13.21%
Max Drawdown (5Y) Largest decline over 5 years	-40.21%	-16.91%	-23.30%
Max Drawdown (10Y) Largest decline over 10 years	-40.21%	-32.74%	-7.47%
Current Drawdown Current decline from peak	-7.06%	-1.17%	-5.89%
Average Drawdown Average peak-to-trough decline	-8.91%	-2.74%	-6.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	1.45%	+2.27%

Volatility

FGCKX vs. CDDYX - Volatility Comparison

Fidelity Growth Company Fund Class K (FGCKX) has a higher volatility of 6.23% compared to Columbia Dividend Income Fund Institutional 3 Class (CDDYX) at 2.41%. This indicates that FGCKX's price experiences larger fluctuations and is considered to be riskier than CDDYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGCKX	CDDYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.23%	2.41%	+3.82%
Volatility (6M) Calculated over the trailing 6-month period	15.89%	6.75%	+9.14%
Volatility (1Y) Calculated over the trailing 1-year period	20.61%	9.22%	+11.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	13.23%	+11.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.54%	15.66%	+7.88%

FGCKX vs. CDDYX - Expense Ratio Comparison

FGCKX has a 0.62% expense ratio, which is higher than CDDYX's 0.55% expense ratio.

Dividends

FGCKX vs. CDDYX - Dividend Comparison

FGCKX has not paid dividends to shareholders, while CDDYX's dividend yield for the trailing twelve months is around 4.79%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CDDYX Columbia Dividend Income Fund Institutional 3 Class	4.79%	5.33%	5.99%	4.96%	3.90%	2.93%	1.85%	3.28%	7.65%	4.03%	3.84%	8.35%
FGCKX Fidelity Growth Company Fund Class K	0.00%	0.00%	8.80%	3.81%	7.16%	10.63%	8.83%	3.84%	6.38%	4.73%	6.20%	3.96%

Frequently Asked Questions

Can I hold both FGCKX and CDDYX in my portfolio?

FGCKX and CDDYX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FGCKX or CDDYX?

FGCKX has higher volatility (6.23%) compared to CDDYX (2.41%). In terms of maximum drawdown, FGCKX dropped -51.01% vs CDDYX's -32.74%.

Which has better risk-adjusted returns?

CDDYX currently has the higher Sharpe Ratio (2.24 vs 1.25), 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.