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FGDKX vs. FDSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDKX vs. FDSVX - Performance Comparison

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

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FGDKX vs. FDSVX - 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%
FDSVX
Fidelity Growth Discovery Fund
-5.39%15.14%30.19%35.63%-24.43%22.93%43.43%33.77%-0.33%34.63%

Returns By Period

The year-to-date returns for both stocks are quite close, with FGDKX having a -5.37% return and FDSVX slightly lower at -5.39%. Both investments have delivered pretty close results over the past 10 years, with FGDKX having a 17.09% annualized return and FDSVX not far behind at 16.98%.


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%

FDSVX

1D
4.29%
1M
-5.36%
YTD
-5.39%
6M
-4.84%
1Y
18.14%
3Y*
20.43%
5Y*
11.27%
10Y*
16.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDKX vs. FDSVX - Expense Ratio Comparison

FGDKX has a 0.68% expense ratio, which is lower than FDSVX's 0.77% expense ratio.


Return for Risk

FGDKX vs. FDSVX — 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

FDSVX
FDSVX Risk / Return Rank: 4646
Overall Rank
FDSVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FDSVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
FDSVX Omega Ratio Rank: 4141
Omega Ratio Rank
FDSVX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FDSVX Martin Ratio Rank: 5151
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. FDSVX - Risk-Adjusted Trends Comparison

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


FGDKXFDSVXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.85

+0.01

Sortino ratio

Return per unit of downside risk

1.35

1.35

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.22

1.43

-0.21

Martin ratio

Return relative to average drawdown

4.39

5.14

-0.75

FGDKX vs. FDSVX - Sharpe Ratio Comparison

The current FGDKX Sharpe Ratio is 0.86, which is comparable to the FDSVX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of FGDKX and FDSVX, 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


FGDKXFDSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.85

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.56

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.83

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.50

+0.08

Correlation

The correlation between FGDKX and FDSVX is 1.00, 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. FDSVX - Dividend Comparison

FGDKX's dividend yield for the trailing twelve months is around 1.74%, more than FDSVX's 1.67% 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%
FDSVX
Fidelity Growth Discovery Fund
1.67%1.58%12.81%2.55%3.65%13.46%9.63%4.28%5.02%4.87%0.09%0.17%

Drawdowns

FGDKX vs. FDSVX - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, smaller than the maximum FDSVX drawdown of -59.34%. Use the drawdown chart below to compare losses from any high point for FGDKX and FDSVX.


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Drawdown Indicators


FGDKXFDSVXDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-59.34%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-13.05%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-29.83%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-31.09%

0.00%

Current Drawdown

Current decline from peak

-8.74%

-8.77%

+0.03%

Average Drawdown

Average peak-to-trough decline

-8.74%

-12.67%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.64%

-0.01%

Volatility

FGDKX vs. FDSVX - Volatility Comparison

Fidelity Growth Discovery Fund Class K (FGDKX) and Fidelity Growth Discovery Fund (FDSVX) have volatilities of 7.78% and 7.76%, 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


FGDKXFDSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

7.76%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

13.34%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

22.20%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.34%

20.33%

+0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

20.52%

+0.01%