FGCKX vs. POGRX

Last updated Jun 4, 2026

FGCKX (Fidelity Growth Company K) and POGRX (PrimeCap Odyssey Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, FGCKX returned 23.10%/yr vs 17.39%/yr for POGRX. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.65% expense ratio.

Performance

FGCKX vs. POGRX - Performance Comparison

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

Returns By Period

In the year-to-date period, FGCKX achieves a 23.78% return, which is significantly lower than POGRX's 26.45% return. Over the past 10 years, FGCKX has outperformed POGRX with an annualized return of 23.10%, while POGRX has yielded a comparatively lower 17.39% annualized return.

FGCKX

• 1D: 0.05%
• 1M: 8.79%
• YTD: 23.78%
• 6M: 20.00%
• 1Y: 48.64%
• 3Y*: 31.78%
• 5Y*: 17.62%
• 10Y*: 23.10%

POGRX

• 1D: -0.02%
• 1M: 15.42%
• YTD: 26.45%
• 6M: 27.81%
• 1Y: 64.17%
• 3Y*: 29.06%
• 5Y*: 16.04%
• 10Y*: 17.39%

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

FGCKX vs. POGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGCKX Fidelity Growth Company K	23.78%	18.67%	37.30%	47.35%	-33.82%	22.62%	67.61%	38.50%	-4.07%	36.89%
POGRX PrimeCap Odyssey Growth Fund	26.45%	32.99%	13.09%	23.85%	-14.61%	18.81%	17.05%	23.98%	-4.56%	32.07%

Correlation

The correlation between FGCKX and POGRX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 12, 2008	0.90

The correlation between FGCKX and POGRX shifts across timeframes, from 0.79 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FGCKX vs. POGRX — Risk / Return Rank

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

FGCKX

FGCKX Risk / Return Rank: 77
FGCKX Sharpe Ratio Rank: 85
FGCKX Sortino Ratio Rank: 65
FGCKX Omega Ratio Rank: 68
FGCKX Calmar Ratio Rank: 85
FGCKX Martin Ratio Rank: 81

POGRX

POGRX Risk / Return Rank: 93
POGRX Sharpe Ratio Rank: 97
POGRX Sortino Ratio Rank: 94
POGRX Omega Ratio Rank: 90
POGRX Calmar Ratio Rank: 90
POGRX Martin Ratio Rank: 92

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.

FGCKX vs. POGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and PrimeCap Odyssey Growth Fund (POGRX). 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	POGRX	Difference
Sharpe ratio: Return per unit of total volatility	2.75	3.69	-0.94
Sortino ratio: Return per unit of downside risk	3.36	4.84	-1.48
Omega ratio: Gain probability vs. loss probability	1.46	1.65	-0.19
Calmar ratio: Return relative to maximum drawdown	4.03	4.60	-0.56
Martin ratio: Return relative to average drawdown	15.19	19.58	-4.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGCKX vs. POGRX - Sharpe Ratio Comparison

The current FGCKX Sharpe Ratio is 2.75, which is comparable to the POGRX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of FGCKX and POGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FGCKX	POGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.75	3.69	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.82	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.99	0.85	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.66	+0.06

Drawdowns

FGCKX vs. POGRX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, roughly equal to the maximum POGRX drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for FGCKX and POGRX.

Drawdown Indicators

	FGCKX	POGRX	Difference
Max Drawdown Largest peak-to-trough decline	-51.01%	-51.63%	+0.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-14.40%	+1.85%
Max Drawdown (3Y) Largest decline over 3 years	-26.20%	-22.13%	-4.07%
Max Drawdown (5Y) Largest decline over 5 years	-40.21%	-26.85%	-13.36%
Max Drawdown (10Y) Largest decline over 10 years	-40.21%	-35.29%	-4.92%
Current Drawdown Current decline from peak	0.00%	-0.02%	+0.02%
Average Drawdown Average peak-to-trough decline	-8.96%	-7.13%	-1.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	3.37%	-0.05%

Volatility

FGCKX vs. POGRX - Volatility Comparison

The current volatility for Fidelity Growth Company K (FGCKX) is 4.39%, while PrimeCap Odyssey Growth Fund (POGRX) has a volatility of 7.05%. This indicates that FGCKX experiences smaller price fluctuations and is considered to be less risky than POGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGCKX	POGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	7.05%	-2.66%
Volatility (6M) Calculated over the trailing 6-month period	14.40%	14.59%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	18.43%	17.96%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.02%	19.60%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.43%	20.47%	+2.96%

FGCKX vs. POGRX - Expense Ratio Comparison

Both FGCKX and POGRX have an expense ratio of 0.65%.

Dividends

FGCKX vs. POGRX - Dividend Comparison

FGCKX has not paid dividends to shareholders, while POGRX's dividend yield for the trailing twelve months is around 19.68%.

Position	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%
POGRX PrimeCap Odyssey Growth Fund	19.68%	24.89%	20.79%	13.28%	12.36%	13.68%	12.50%	5.13%	2.45%	1.54%	5.83%	1.29%

Frequently Asked Questions

Can I hold both FGCKX and POGRX in my portfolio?

FGCKX and POGRX have a correlation of 0.79, 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 POGRX?

POGRX has higher volatility (7.05%) compared to FGCKX (4.39%). In terms of maximum drawdown, FGCKX dropped -51.01% vs POGRX's -51.63%.

Which has better risk-adjusted returns?

POGRX currently has the higher Sharpe Ratio (3.69 vs 2.75), 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.