PortfoliosLab logo
FGDKX vs. FBGKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGDKX and FBGKX is 0.91, 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

FGDKX vs. FBGKX - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FGDKX:

0.49

FBGKX:

0.21

Sortino Ratio

FGDKX:

0.85

FBGKX:

0.50

Omega Ratio

FGDKX:

1.12

FBGKX:

1.07

Calmar Ratio

FGDKX:

0.49

FBGKX:

0.23

Martin Ratio

FGDKX:

1.71

FBGKX:

0.68

Ulcer Index

FGDKX:

6.75%

FBGKX:

9.11%

Daily Std Dev

FGDKX:

23.25%

FBGKX:

28.62%

Max Drawdown

FGDKX:

-55.39%

FBGKX:

-48.63%

Current Drawdown

FGDKX:

-6.74%

FBGKX:

-10.30%

Returns By Period

In the year-to-date period, FGDKX achieves a -1.54% return, which is significantly higher than FBGKX's -5.90% return. Over the past 10 years, FGDKX has outperformed FBGKX with an annualized return of 15.71%, while FBGKX has yielded a comparatively lower 12.13% annualized return.


FGDKX

YTD

-1.54%

1M

12.42%

6M

-3.31%

1Y

11.39%

5Y*

18.40%

10Y*

15.71%

FBGKX

YTD

-5.90%

1M

12.66%

6M

-5.00%

1Y

6.00%

5Y*

14.43%

10Y*

12.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGDKX vs. FBGKX - Expense Ratio Comparison

Both FGDKX and FBGKX have an expense ratio of 0.68%.


Risk-Adjusted Performance

FGDKX vs. FBGKX — Risk-Adjusted Performance Rank

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

FGDKX
The Risk-Adjusted Performance Rank of FGDKX is 6161
Overall Rank
The Sharpe Ratio Rank of FGDKX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDKX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FGDKX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FGDKX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of FGDKX is 5858
Martin Ratio Rank

FBGKX
The Risk-Adjusted Performance Rank of FBGKX is 4343
Overall Rank
The Sharpe Ratio Rank of FBGKX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGKX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FBGKX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FBGKX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of FBGKX is 4141
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.

FGDKX vs. FBGKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund Class K (FGDKX) 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 FGDKX Sharpe Ratio is 0.49, which is higher than the FBGKX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of FGDKX 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.


Loading data...

Dividends

FGDKX vs. FBGKX - Dividend Comparison

FGDKX has not paid dividends to shareholders, while FBGKX's dividend yield for the trailing twelve months is around 0.34%.


TTM20242023202220212020201920182017201620152014
FGDKX
Fidelity Growth Discovery Fund Class K
0.00%0.00%0.14%0.07%0.28%0.11%0.15%0.31%0.26%0.15%0.24%0.28%
FBGKX
Fidelity Blue Chip Growth Fund Class K
0.34%0.32%0.00%0.00%0.00%0.00%0.00%0.23%0.18%0.40%5.19%6.31%

Drawdowns

FGDKX vs. FBGKX - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, which is greater than FBGKX's maximum drawdown of -48.63%. Use the drawdown chart below to compare losses from any high point for FGDKX and FBGKX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FGDKX vs. FBGKX - Volatility Comparison

The current volatility for Fidelity Growth Discovery Fund Class K (FGDKX) is 7.47%, while Fidelity Blue Chip Growth Fund Class K (FBGKX) has a volatility of 8.25%. This indicates that FGDKX 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.


Loading data...