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FGDKX vs. FSPGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGDKX and FSPGX is 0.95, 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. FSPGX - Performance Comparison

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

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Key characteristics

Daily Std Dev

FGDKX:

22.87%

FSPGX:

12.83%

Max Drawdown

FGDKX:

-55.39%

FSPGX:

-0.90%

Current Drawdown

FGDKX:

-10.32%

FSPGX:

0.00%

Returns By Period


FGDKX

YTD

-5.31%

1M

8.11%

6M

-7.24%

1Y

7.12%

5Y*

17.19%

10Y*

15.24%

FSPGX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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FGDKX vs. FSPGX - Expense Ratio Comparison

FGDKX has a 0.68% expense ratio, which is higher than FSPGX's 0.04% expense ratio.


Risk-Adjusted Performance

FGDKX vs. FSPGX — 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 4545
Overall Rank
The Sharpe Ratio Rank of FGDKX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDKX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FGDKX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of FGDKX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of FGDKX is 4444
Martin Ratio Rank

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6161
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5858
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. FSPGX - Risk-Adjusted Performance Comparison

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



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Dividends

FGDKX vs. FSPGX - Dividend Comparison

FGDKX has not paid dividends to shareholders, while FSPGX's dividend yield for the trailing twelve months is around 0.40%.


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%
FSPGX
Fidelity Large Cap Growth Index Fund
0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FGDKX vs. FSPGX - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, which is greater than FSPGX's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for FGDKX and FSPGX. For additional features, visit the drawdowns tool.


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Volatility

FGDKX vs. FSPGX - Volatility Comparison


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