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FGDKX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDKX vs. VTI - Performance Comparison

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

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FGDKX vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
-3.29%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, FGDKX achieves a -5.37% return, which is significantly lower than VTI's -3.29% return. Over the past 10 years, FGDKX has outperformed VTI with an annualized return of 17.09%, while VTI has yielded a comparatively lower 13.69% 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%

VTI

1D
0.76%
1M
-4.38%
YTD
-3.29%
6M
-1.26%
1Y
18.60%
3Y*
18.14%
5Y*
10.63%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDKX vs. VTI - Expense Ratio Comparison

FGDKX has a 0.68% expense ratio, which is higher than VTI's 0.03% expense ratio.


Return for Risk

FGDKX vs. VTI — 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

VTI
VTI Risk / Return Rank: 5959
Overall Rank
VTI Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTI Omega Ratio Rank: 6060
Omega Ratio Rank
VTI Calmar Ratio Rank: 5858
Calmar Ratio Rank
VTI Martin Ratio Rank: 6969
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund Class K (FGDKX) and Vanguard Total Stock Market ETF (VTI). 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.


FGDKXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.98

-0.12

Sortino ratio

Return per unit of downside risk

1.35

1.52

-0.16

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.22

1.54

-0.32

Martin ratio

Return relative to average drawdown

4.39

7.30

-2.91

FGDKX vs. VTI - Sharpe Ratio Comparison

The current FGDKX Sharpe Ratio is 0.86, which is comparable to the VTI Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGDKX and VTI, 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


FGDKXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.98

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.61

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.75

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.48

+0.10

Correlation

The correlation between FGDKX and VTI is 0.93, 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. VTI - Dividend Comparison

FGDKX's dividend yield for the trailing twelve months is around 1.74%, more than VTI's 1.17% 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%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

FGDKX vs. VTI - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FGDKX and VTI.


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Drawdown Indicators


FGDKXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-55.39%

-55.45%

+0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-12.30%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-25.36%

-4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.09%

-35.00%

+3.91%

Current Drawdown

Current decline from peak

-8.74%

-5.54%

-3.20%

Average Drawdown

Average peak-to-trough decline

-8.74%

-8.08%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.60%

+1.03%

Volatility

FGDKX vs. VTI - Volatility Comparison

Fidelity Growth Discovery Fund Class K (FGDKX) has a higher volatility of 7.78% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that FGDKX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDKXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

5.48%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

13.34%

9.75%

+3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

22.22%

19.02%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.34%

17.41%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.53%

18.29%

+2.24%