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FGDKX vs. FCGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDKX vs. FCGSX - Performance Comparison

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

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FGDKX vs. FCGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGDKX
Fidelity Growth Discovery Fund Class K
-5.37%15.23%30.30%35.73%-24.34%23.03%43.54%33.91%-0.20%34.68%
FCGSX
Fidelity Series Growth Company Fund
-2.49%25.52%38.00%45.97%-32.15%25.13%70.01%39.75%-4.03%37.69%

Returns By Period

In the year-to-date period, FGDKX achieves a -5.37% return, which is significantly lower than FCGSX's -2.49% return. Over the past 10 years, FGDKX has underperformed FCGSX with an annualized return of 17.09%, while FCGSX has yielded a comparatively higher 21.96% annualized return.


FGDKX

1D
4.32%
1M
-5.35%
YTD
-5.37%
6M
-4.80%
1Y
18.23%
3Y*
20.53%
5Y*
11.37%
10Y*
17.09%

FCGSX

1D
4.44%
1M
-4.59%
YTD
-2.49%
6M
1.86%
1Y
38.78%
3Y*
28.90%
5Y*
14.89%
10Y*
21.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDKX vs. FCGSX - Expense Ratio Comparison

FGDKX has a 0.68% expense ratio, which is higher than FCGSX's 0.00% expense ratio.


Return for Risk

FGDKX vs. FCGSX — Risk / Return Rank

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

FGDKX
FGDKX Risk / Return Rank: 4242
Overall Rank
FGDKX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FGDKX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FGDKX Omega Ratio Rank: 4040
Omega Ratio Rank
FGDKX Calmar Ratio Rank: 4646
Calmar Ratio Rank
FGDKX Martin Ratio Rank: 4141
Martin Ratio Rank

FCGSX
FCGSX Risk / Return Rank: 8888
Overall Rank
FCGSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FCGSX Sortino Ratio Rank: 8686
Sortino Ratio Rank
FCGSX Omega Ratio Rank: 8282
Omega Ratio Rank
FCGSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FCGSX Martin Ratio Rank: 9595
Martin Ratio Rank
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.

FGDKX vs. FCGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund Class K (FGDKX) and Fidelity Series Growth Company Fund (FCGSX). 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.


FGDKXFCGSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.66

-0.79

Sortino ratio

Return per unit of downside risk

1.35

2.34

-0.98

Omega ratio

Gain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratio

Return relative to maximum drawdown

1.22

2.98

-1.76

Martin ratio

Return relative to average drawdown

4.39

13.43

-9.03

FGDKX vs. FCGSX - Sharpe Ratio Comparison

The current FGDKX Sharpe Ratio is 0.86, which is lower than the FCGSX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of FGDKX and FCGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FGDKXFCGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.66

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.63

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.95

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.88

-0.30

Correlation

The correlation between FGDKX and FCGSX is 0.96, 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

FGDKX vs. FCGSX - Dividend Comparison

FGDKX's dividend yield for the trailing twelve months is around 1.74%, less than FCGSX's 10.74% yield.


TTM20252024202320222021202020192018201720162015
FGDKX
Fidelity Growth Discovery Fund Class K
1.74%1.65%12.82%2.63%3.69%13.53%9.71%4.37%5.13%4.92%0.15%0.28%
FCGSX
Fidelity Series Growth Company Fund
10.74%10.48%12.49%3.13%0.61%38.65%31.99%11.06%13.21%10.51%2.44%0.25%

Drawdowns

FGDKX vs. FCGSX - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for FGDKX and FCGSX.


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Drawdown Indicators


FGDKXFCGSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-38.77%

-16.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-13.10%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-38.77%

+9.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-38.77%

+7.68%

Current Drawdown

Current decline from peak

-8.74%

-6.44%

-2.30%

Average Drawdown

Average peak-to-trough decline

-8.74%

-7.05%

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.91%

+0.72%

Volatility

FGDKX vs. FCGSX - Volatility Comparison

Fidelity Growth Discovery Fund Class K (FGDKX) and Fidelity Series Growth Company Fund (FCGSX) have volatilities of 7.78% and 8.15%, 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.


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Volatility by Period


FGDKXFCGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

8.15%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

14.39%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

24.14%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.34%

23.69%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

23.19%

-2.66%