FGCKX vs. PROVX

Last updated Apr 1, 2026

Compare and contrast key facts about Fidelity Growth Company K (FGCKX) and Provident Trust Strategy Fund (PROVX).

FGCKX is an actively managed fund by Fidelity. It was launched on May 15, 2008. PROVX is managed by Provident. It was launched on Dec 30, 1986.

Performance

FGCKX vs. PROVX - Performance Comparison

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

FGCKX vs. PROVX - 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%
PROVX Provident Trust Strategy Fund	-7.57%	13.10%	19.73%	17.59%	-22.62%	31.96%	19.47%	25.71%	-1.31%	29.40%

Returns By Period

In the year-to-date period, FGCKX achieves a -6.85% return, which is significantly higher than PROVX's -7.57% return. Over the past 10 years, FGCKX has outperformed PROVX with an annualized return of 19.90%, while PROVX has yielded a comparatively lower 11.45% 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%

PROVX

• 1D: 0.46%
• 1M: -6.63%
• YTD: -7.57%
• 6M: -1.66%
• 1Y: 8.59%
• 3Y*: 14.04%
• 5Y*: 6.85%
• 10Y*: 11.45%

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

FGCKX vs. PROVX - Expense Ratio Comparison

FGCKX has a 0.65% expense ratio, which is lower than PROVX's 0.93% expense ratio.

PROVX

Provident Trust Strategy Fund

FGCKX

Fidelity Growth Company K

Return for Risk

FGCKX vs. PROVX — Risk / Return Rank

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

FGCKX

FGCKX Risk / Return Rank: 62
FGCKX Sharpe Ratio Rank: 61
FGCKX Sortino Ratio Rank: 64
FGCKX Omega Ratio Rank: 60
FGCKX Calmar Ratio Rank: 66
FGCKX Martin Ratio Rank: 58

PROVX

PROVX Risk / Return Rank: 26
PROVX Sharpe Ratio Rank: 28
PROVX Sortino Ratio Rank: 32
PROVX Omega Ratio Rank: 25
PROVX Calmar Ratio Rank: 21
PROVX Martin Ratio Rank: 23

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. PROVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and Provident Trust Strategy Fund (PROVX). 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	PROVX	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.69	+0.38
Sortino ratio Return per unit of downside risk	1.59	1.14	+0.45
Omega ratio Gain probability vs. loss probability	1.23	1.14	+0.08
Calmar ratio Return relative to maximum drawdown	1.49	0.63	+0.87
Martin ratio Return relative to average drawdown	5.54	2.43	+3.11
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. PROVX - Sharpe Ratio Comparison

The current FGCKX Sharpe Ratio is 1.07, which is higher than the PROVX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of FGCKX and PROVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FGCKX	PROVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.07	0.69	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.44	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.71	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.48	+0.16

Correlation

The correlation between FGCKX and PROVX is 0.82, 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. PROVX - Dividend Comparison

FGCKX has not paid dividends to shareholders, while PROVX's dividend yield for the trailing twelve months is around 18.17%.

	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%
PROVX Provident Trust Strategy Fund	18.17%	16.80%	6.94%	4.61%	19.17%	0.35%	9.04%	4.40%	5.80%	1.54%	1.92%	7.73%

Drawdowns

FGCKX vs. PROVX - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, smaller than the maximum PROVX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for FGCKX and PROVX.

Drawdown Indicators

	FGCKX	PROVX	Difference
Max Drawdown Largest peak-to-trough decline	-51.01%	-57.65%	+6.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.09%	-12.54%	-0.55%
Max Drawdown (5Y) Largest decline over 5 years	-40.21%	-27.48%	-12.73%
Max Drawdown (10Y) Largest decline over 10 years	-40.21%	-27.48%	-12.73%
Current Drawdown Current decline from peak	-12.55%	-12.13%	-0.42%
Average Drawdown Average peak-to-trough decline	-9.03%	-13.23%	+4.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.88%	3.23%	+0.65%

Volatility

FGCKX vs. PROVX - Volatility Comparison

Fidelity Growth Company K (FGCKX) has a higher volatility of 6.73% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that FGCKX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGCKX	PROVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.73%	3.30%	+3.43%
Volatility (6M) Calculated over the trailing 6-month period	14.66%	8.49%	+6.17%
Volatility (1Y) Calculated over the trailing 1-year period	24.33%	14.45%	+9.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.99%	15.56%	+8.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.34%	16.11%	+7.23%