FGIKX vs. AUXFX

Last updated Jun 5, 2026

FGIKX (Fidelity Growth & Income Portfolio Class K) and AUXFX (Auxier Focus Fund) are both Large Cap Value Equities funds. Over the past 10 years, FGIKX returned 13.87%/yr vs 9.94%/yr for AUXFX. Their correlation of 0.91 suggests significant overlap in exposure. FGIKX charges 0.49%/yr vs 0.92%/yr for AUXFX.

Performance

FGIKX vs. AUXFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth & Income Portfolio Class K (FGIKX) and Auxier Focus Fund (AUXFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with FGIKX having a 6.92% return and AUXFX slightly lower at 6.60%. Over the past 10 years, FGIKX has outperformed AUXFX with an annualized return of 13.87%, while AUXFX has yielded a comparatively lower 9.94% annualized return.

FGIKX

• 1D: -0.68%
• 1M: 1.07%
• YTD: 6.92%
• 6M: 6.06%
• 1Y: 20.13%
• 3Y*: 18.93%
• 5Y*: 12.42%
• 10Y*: 13.87%

AUXFX

• 1D: -0.14%
• 1M: 0.41%
• YTD: 6.60%
• 6M: 8.31%
• 1Y: 16.93%
• 3Y*: 13.56%
• 5Y*: 8.47%
• 10Y*: 9.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FGIKX vs. AUXFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FGIKX Fidelity Growth & Income Portfolio Class K	6.92%	19.16%	19.57%	18.75%	-4.88%	25.95%	8.09%	30.39%	-8.88%	17.03%
AUXFX Auxier Focus Fund	6.60%	15.23%	11.31%	9.76%	-4.52%	20.03%	6.04%	20.20%	-4.13%	17.75%

Correlation

The correlation between FGIKX and AUXFX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 12, 2008	0.91

The correlation between FGIKX and AUXFX shifts across timeframes, from 0.71 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FGIKX vs. AUXFX — Risk / Return Rank

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

FGIKX

FGIKX Risk / Return Rank: 43
FGIKX Sharpe Ratio Rank: 42
FGIKX Sortino Ratio Rank: 40
FGIKX Omega Ratio Rank: 42
FGIKX Calmar Ratio Rank: 42
FGIKX Martin Ratio Rank: 50

AUXFX

AUXFX Risk / Return Rank: 51
AUXFX Sharpe Ratio Rank: 45
AUXFX Sortino Ratio Rank: 47
AUXFX Omega Ratio Rank: 42
AUXFX Calmar Ratio Rank: 65
AUXFX Martin Ratio Rank: 56

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.

FGIKX vs. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio Class K (FGIKX) and Auxier Focus Fund (AUXFX). 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.

	FGIKX	AUXFX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.95	-0.09
Sortino ratio: Return per unit of downside risk	2.58	2.86	-0.27
Omega ratio: Gain probability vs. loss probability	1.34	1.34	0.00
Calmar ratio: Return relative to maximum drawdown	2.43	3.08	-0.65
Martin ratio: Return relative to average drawdown	10.06	11.13	-1.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGIKX vs. AUXFX - Sharpe Ratio Comparison

The current FGIKX Sharpe Ratio is 1.86, which is comparable to the AUXFX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of FGIKX and AUXFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FGIKX	AUXFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	1.95	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.70	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.80	0.66	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.44	0.58	-0.14

Drawdowns

FGIKX vs. AUXFX - Drawdown Comparison

The maximum FGIKX drawdown since its inception was -62.07%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for FGIKX and AUXFX.

Drawdown Indicators

	FGIKX	AUXFX	Difference
Max Drawdown Largest peak-to-trough decline	-62.07%	-39.82%	-22.25%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-5.42%	-2.91%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-9.30%	-7.90%
Max Drawdown (5Y) Largest decline over 5 years	-19.20%	-15.73%	-3.47%
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	-33.69%	-1.92%
Current Drawdown Current decline from peak	-0.70%	-2.12%	+1.42%
Average Drawdown Average peak-to-trough decline	-10.65%	-4.42%	-6.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.50%	+0.51%

Volatility

FGIKX vs. AUXFX - Volatility Comparison

Fidelity Growth & Income Portfolio Class K (FGIKX) has a higher volatility of 2.34% compared to Auxier Focus Fund (AUXFX) at 2.22%. This indicates that FGIKX's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FGIKX	AUXFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.34%	2.22%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	8.35%	6.11%	+2.24%
Volatility (1Y) Calculated over the trailing 1-year period	10.94%	8.57%	+2.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	12.17%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	15.19%	+2.29%

FGIKX vs. AUXFX - Expense Ratio Comparison

FGIKX has a 0.49% expense ratio, which is lower than AUXFX's 0.92% expense ratio.

Dividends

FGIKX vs. AUXFX - Dividend Comparison

FGIKX's dividend yield for the trailing twelve months is around 7.26%, more than AUXFX's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUXFX Auxier Focus Fund	2.66%	2.84%	3.41%	4.38%	3.02%	2.49%	2.36%	6.03%	6.82%	5.52%	2.77%	5.76%
FGIKX Fidelity Growth & Income Portfolio Class K	7.26%	7.74%	4.66%	4.03%	3.52%	6.11%	3.71%	2.94%	3.51%	1.63%	1.92%	2.23%

Frequently Asked Questions

Can I hold both FGIKX and AUXFX in my portfolio?

FGIKX and AUXFX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FGIKX or AUXFX?

FGIKX has higher volatility (2.34%) compared to AUXFX (2.22%). In terms of maximum drawdown, FGIKX dropped -62.07% vs AUXFX's -39.82%.

Which has better risk-adjusted returns?

AUXFX currently has the higher Sharpe Ratio (1.95 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.