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FGIKX vs. FSKAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIKX vs. FSKAX - Performance Comparison

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

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FGIKX vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGIKX
Fidelity Growth & Income Portfolio Class K
-0.45%19.16%19.57%18.75%-4.88%25.95%8.09%30.39%-8.88%17.03%
FSKAX
Fidelity Total Market Index Fund
-3.98%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Returns By Period

In the year-to-date period, FGIKX achieves a -0.45% return, which is significantly higher than FSKAX's -3.98% return. Both investments have delivered pretty close results over the past 10 years, with FGIKX having a 13.44% annualized return and FSKAX not far ahead at 13.56%.


FGIKX

1D
2.62%
1M
-4.80%
YTD
-0.45%
6M
1.05%
1Y
18.55%
3Y*
17.07%
5Y*
12.33%
10Y*
13.44%

FSKAX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-2.04%
1Y
17.68%
3Y*
17.87%
5Y*
10.50%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIKX vs. FSKAX - Expense Ratio Comparison

FGIKX has a 0.49% expense ratio, which is higher than FSKAX's 0.02% expense ratio.


Return for Risk

FGIKX vs. FSKAX — Risk / Return Rank

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

FGIKX
FGIKX Risk / Return Rank: 6161
Overall Rank
FGIKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FGIKX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FGIKX Omega Ratio Rank: 6565
Omega Ratio Rank
FGIKX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FGIKX Martin Ratio Rank: 6565
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 5959
Overall Rank
FSKAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5555
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7575
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.

FGIKX vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio Class K (FGIKX) and Fidelity Total Market Index Fund (FSKAX). 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.


FGIKXFSKAXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.98

+0.17

Sortino ratio

Return per unit of downside risk

1.64

1.49

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

1.48

1.50

-0.02

Martin ratio

Return relative to average drawdown

6.74

7.20

-0.46

FGIKX vs. FSKAX - Sharpe Ratio Comparison

The current FGIKX Sharpe Ratio is 1.14, which is comparable to the FSKAX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGIKX and FSKAX, 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


FGIKXFSKAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.98

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.61

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.74

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.79

-0.37

Correlation

The correlation between FGIKX and FSKAX 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

FGIKX vs. FSKAX - Dividend Comparison

FGIKX's dividend yield for the trailing twelve months is around 7.78%, more than FSKAX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
FGIKX
Fidelity Growth & Income Portfolio Class K
7.78%7.74%4.66%4.03%3.52%6.11%3.71%2.94%3.51%1.63%1.92%2.23%
FSKAX
Fidelity Total Market Index Fund
1.06%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%

Drawdowns

FGIKX vs. FSKAX - Drawdown Comparison

The maximum FGIKX drawdown since its inception was -62.07%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for FGIKX and FSKAX.


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Drawdown Indicators


FGIKXFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-35.01%

-27.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-12.42%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-25.39%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

-35.01%

-0.60%

Current Drawdown

Current decline from peak

-5.93%

-6.20%

+0.27%

Average Drawdown

Average peak-to-trough decline

-10.75%

-4.05%

-6.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.60%

+0.03%

Volatility

FGIKX vs. FSKAX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio Class K (FGIKX) is 4.73%, while Fidelity Total Market Index Fund (FSKAX) has a volatility of 5.52%. This indicates that FGIKX experiences smaller price fluctuations and is considered to be less risky than FSKAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGIKXFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.52%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.85%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

18.69%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

17.42%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

18.44%

-0.93%