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

Correlation

The correlation between FGDKX and VUG is 0.92, 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. VUG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FGDKX:

0.40

VUG:

0.62

Sortino Ratio

FGDKX:

0.70

VUG:

0.98

Omega Ratio

FGDKX:

1.10

VUG:

1.14

Calmar Ratio

FGDKX:

0.39

VUG:

0.65

Martin Ratio

FGDKX:

1.33

VUG:

2.19

Ulcer Index

FGDKX:

6.82%

VUG:

6.78%

Daily Std Dev

FGDKX:

23.29%

VUG:

25.22%

Max Drawdown

FGDKX:

-55.39%

VUG:

-50.68%

Current Drawdown

FGDKX:

-6.76%

VUG:

-5.31%

Returns By Period

In the year-to-date period, FGDKX achieves a -1.55% return, which is significantly lower than VUG's -1.35% return. Both investments have delivered pretty close results over the past 10 years, with FGDKX having a 15.70% annualized return and VUG not far behind at 15.05%.


FGDKX

YTD

-1.55%

1M

10.78%

6M

-2.09%

1Y

9.26%

3Y*

19.16%

5Y*

17.08%

10Y*

15.70%

VUG

YTD

-1.35%

1M

12.19%

6M

0.35%

1Y

15.60%

3Y*

21.87%

5Y*

17.10%

10Y*

15.05%

*Annualized

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Vanguard Growth ETF

FGDKX vs. VUG - Expense Ratio Comparison

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


Risk-Adjusted Performance

FGDKX vs. VUG — 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 5252
Overall Rank
The Sharpe Ratio Rank of FGDKX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of FGDKX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FGDKX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of FGDKX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FGDKX is 5050
Martin Ratio Rank

VUG
The Risk-Adjusted Performance Rank of VUG is 6565
Overall Rank
The Sharpe Ratio Rank of VUG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6363
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. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Discovery Fund Class K (FGDKX) and Vanguard Growth ETF (VUG). 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 0.40, which is lower than the VUG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FGDKX and VUG, 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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Dividends

FGDKX vs. VUG - Dividend Comparison

FGDKX's dividend yield for the trailing twelve months is around 13.02%, more than VUG's 0.48% yield.


TTM20242023202220212020201920182017201620152014
FGDKX
Fidelity Growth Discovery Fund Class K
13.02%12.82%2.63%3.69%13.53%9.77%4.37%5.13%5.05%0.15%0.28%0.28%
VUG
Vanguard Growth ETF
0.48%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%

Drawdowns

FGDKX vs. VUG - Drawdown Comparison

The maximum FGDKX drawdown since its inception was -55.39%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FGDKX and VUG. For additional features, visit the drawdowns tool.


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Volatility

FGDKX vs. VUG - Volatility Comparison

Fidelity Growth Discovery Fund Class K (FGDKX) and Vanguard Growth ETF (VUG) have volatilities of 5.40% and 5.52%, 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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