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

Correlation

The correlation between FGCKX and FBGKX is 0.89, 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. FBGKX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FGCKX:

0.51

FBGKX:

0.25

Sortino Ratio

FGCKX:

0.94

FBGKX:

0.60

Omega Ratio

FGCKX:

1.13

FBGKX:

1.08

Calmar Ratio

FGCKX:

0.58

FBGKX:

0.31

Martin Ratio

FGCKX:

1.81

FBGKX:

0.91

Ulcer Index

FGCKX:

8.33%

FBGKX:

9.17%

Daily Std Dev

FGCKX:

27.08%

FBGKX:

28.64%

Max Drawdown

FGCKX:

-51.01%

FBGKX:

-48.63%

Current Drawdown

FGCKX:

-7.10%

FBGKX:

-7.68%

Returns By Period

In the year-to-date period, FGCKX achieves a -2.66% return, which is significantly higher than FBGKX's -3.16% return. Over the past 10 years, FGCKX has outperformed FBGKX with an annualized return of 17.94%, while FBGKX has yielded a comparatively lower 12.40% annualized return.


FGCKX

YTD

-2.66%

1M

18.57%

6M

0.91%

1Y

13.76%

5Y*

19.55%

10Y*

17.94%

FBGKX

YTD

-3.16%

1M

19.25%

6M

0.43%

1Y

7.10%

5Y*

14.63%

10Y*

12.40%

*Annualized

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FGCKX vs. FBGKX - Expense Ratio Comparison

FGCKX has a 0.65% expense ratio, which is lower than FBGKX's 0.68% expense ratio.


Risk-Adjusted Performance

FGCKX vs. FBGKX — 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 5656
Overall Rank
The Sharpe Ratio Rank of FGCKX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of FGCKX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FGCKX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of FGCKX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FGCKX is 5151
Martin Ratio Rank

FBGKX
The Risk-Adjusted Performance Rank of FBGKX is 3838
Overall Rank
The Sharpe Ratio Rank of FBGKX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGKX is 3838
Sortino Ratio Rank
The Omega Ratio Rank of FBGKX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FBGKX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FBGKX is 3535
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. FBGKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and Fidelity Blue Chip Growth Fund Class K (FBGKX). 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 0.51, which is higher than the FBGKX Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of FGCKX and FBGKX, 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. FBGKX - Dividend Comparison

FGCKX's dividend yield for the trailing twelve months is around 9.04%, more than FBGKX's 0.33% yield.


TTM20242023202220212020201920182017201620152014
FGCKX
Fidelity Growth Company K
9.04%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.74%6.37%4.01%4.24%
FBGKX
Fidelity Blue Chip Growth Fund Class K
0.33%0.32%0.00%0.00%0.00%0.00%0.00%0.23%0.18%0.40%5.19%6.31%

Drawdowns

FGCKX vs. FBGKX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, roughly equal to the maximum FBGKX drawdown of -48.63%. Use the drawdown chart below to compare losses from any high point for FGCKX and FBGKX. For additional features, visit the drawdowns tool.


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Volatility

FGCKX vs. FBGKX - Volatility Comparison

The current volatility for Fidelity Growth Company K (FGCKX) is 7.06%, while Fidelity Blue Chip Growth Fund Class K (FBGKX) has a volatility of 7.48%. This indicates that FGCKX experiences smaller price fluctuations and is considered to be less risky than FBGKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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