FGCKX vs. IWV
Compare and contrast key facts about Fidelity Growth Company K (FGCKX) and iShares Russell 3000 ETF (IWV).
FGCKX is an actively managed fund by Fidelity. It was launched on May 15, 2008. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Performance
FGCKX vs. IWV - Performance Comparison
Loading graphics...
FGCKX vs. IWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FGCKX Fidelity Growth Company K | -6.85% | 18.67% | 37.30% | 47.35% | -33.82% | 22.62% | 67.61% | 38.50% | -4.07% | 36.89% |
IWV iShares Russell 3000 ETF | -3.99% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
Returns By Period
In the year-to-date period, FGCKX achieves a -6.85% return, which is significantly lower than IWV's -3.99% return. Over the past 10 years, FGCKX has outperformed IWV with an annualized return of 19.90%, while IWV has yielded a comparatively lower 13.46% annualized return.
FGCKX
- 1D
- -1.23%
- 1M
- -8.22%
- YTD
- -6.85%
- 6M
- -6.85%
- 1Y
- 26.45%
- 3Y*
- 24.22%
- 5Y*
- 12.12%
- 10Y*
- 19.90%
IWV
- 1D
- 2.99%
- 1M
- -4.93%
- YTD
- -3.99%
- 6M
- -1.71%
- 1Y
- 17.86%
- 3Y*
- 17.68%
- 5Y*
- 10.40%
- 10Y*
- 13.46%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FGCKX vs. IWV - Expense Ratio Comparison
FGCKX has a 0.65% expense ratio, which is higher than IWV's 0.20% expense ratio.
Return for Risk
FGCKX vs. IWV — Risk / Return Rank
FGCKX
IWV
FGCKX vs. IWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and iShares Russell 3000 ETF (IWV). 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.
| FGCKX | IWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.97 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.49 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.50 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.54 | 7.18 | -1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FGCKX | IWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.97 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.61 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.73 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.42 | +0.23 |
Correlation
The correlation between FGCKX and IWV is 0.90, 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.
Dividends
FGCKX vs. IWV - Dividend Comparison
FGCKX has not paid dividends to shareholders, while IWV's dividend yield for the trailing twelve months is around 0.99%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FGCKX Fidelity Growth Company 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% |
IWV iShares Russell 3000 ETF | 0.99% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
Drawdowns
FGCKX vs. IWV - Drawdown Comparison
The maximum FGCKX drawdown since its inception was -51.01%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for FGCKX and IWV.
Loading graphics...
Drawdown Indicators
| FGCKX | IWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.01% | -55.61% | +4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -12.31% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -40.21% | -25.11% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.21% | -35.22% | -4.99% |
Current DrawdownCurrent decline from peak | -12.55% | -6.17% | -6.38% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -10.65% | +1.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.57% | +1.31% |
Volatility
FGCKX vs. IWV - Volatility Comparison
Fidelity Growth Company K (FGCKX) has a higher volatility of 6.73% compared to iShares Russell 3000 ETF (IWV) at 5.43%. This indicates that FGCKX's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FGCKX | IWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.73% | 5.43% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.66% | 9.68% | +4.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.33% | 18.45% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.99% | 17.25% | +6.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 18.39% | +4.95% |