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

Correlation

The correlation between FGCKX and QQQ 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FGCKX vs. QQQ - Performance Comparison

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

800.00%900.00%1,000.00%1,100.00%December2025FebruaryMarchAprilMay
920.92%
1,029.55%
FGCKX
QQQ

Key characteristics

Sharpe Ratio

FGCKX:

0.48

QQQ:

0.63

Sortino Ratio

FGCKX:

0.83

QQQ:

1.03

Omega Ratio

FGCKX:

1.12

QQQ:

1.14

Calmar Ratio

FGCKX:

0.49

QQQ:

0.70

Martin Ratio

FGCKX:

1.62

QQQ:

2.32

Ulcer Index

FGCKX:

8.00%

QQQ:

6.82%

Daily Std Dev

FGCKX:

26.78%

QQQ:

25.22%

Max Drawdown

FGCKX:

-51.01%

QQQ:

-82.98%

Current Drawdown

FGCKX:

-13.40%

QQQ:

-9.26%

Returns By Period

In the year-to-date period, FGCKX achieves a -9.26% return, which is significantly lower than QQQ's -4.24% return. Both investments have delivered pretty close results over the past 10 years, with FGCKX having a 17.43% annualized return and QQQ not far behind at 17.31%.


FGCKX

YTD

-9.26%

1M

1.99%

6M

-4.15%

1Y

11.49%

5Y*

19.89%

10Y*

17.43%

QQQ

YTD

-4.24%

1M

2.66%

6M

0.60%

1Y

15.21%

5Y*

18.90%

10Y*

17.31%

*Annualized

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FGCKX vs. QQQ - Expense Ratio Comparison

FGCKX has a 0.65% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for FGCKX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGCKX: 0.65%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

FGCKX vs. QQQ — 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 5454
Overall Rank
The Sharpe Ratio Rank of FGCKX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of FGCKX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of FGCKX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of FGCKX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FGCKX is 4949
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K (FGCKX) and Invesco QQQ (QQQ). 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 chart of Sharpe ratio for FGCKX, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.00
FGCKX: 0.48
QQQ: 0.63
The chart of Sortino ratio for FGCKX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
FGCKX: 0.83
QQQ: 1.03
The chart of Omega ratio for FGCKX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
FGCKX: 1.12
QQQ: 1.14
The chart of Calmar ratio for FGCKX, currently valued at 0.49, compared to the broader market0.002.004.006.008.00
FGCKX: 0.49
QQQ: 0.70
The chart of Martin ratio for FGCKX, currently valued at 1.62, compared to the broader market0.0010.0020.0030.0040.00
FGCKX: 1.62
QQQ: 2.32

The current FGCKX Sharpe Ratio is 0.48, which is comparable to the QQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FGCKX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.48
0.63
FGCKX
QQQ

Dividends

FGCKX vs. QQQ - Dividend Comparison

FGCKX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
FGCKX
Fidelity Growth Company K
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.21%4.01%4.24%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

FGCKX vs. QQQ - Drawdown Comparison

The maximum FGCKX drawdown since its inception was -51.01%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for FGCKX and QQQ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.40%
-9.26%
FGCKX
QQQ

Volatility

FGCKX vs. QQQ - Volatility Comparison

Fidelity Growth Company K (FGCKX) and Invesco QQQ (QQQ) have volatilities of 16.81% and 16.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
16.81%
16.72%
FGCKX
QQQ