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FGIKX vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGIKX vs. FZROX - Performance Comparison

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

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FGIKX vs. FZROX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGIKX
Fidelity Growth & Income Portfolio Class K
-0.45%19.16%19.57%18.75%-4.88%25.95%8.09%30.39%-13.13%
FZROX
Fidelity ZERO Total Market Index Fund
-3.98%17.23%23.94%26.20%-19.21%26.00%20.51%31.15%-12.72%

Returns By Period

In the year-to-date period, FGIKX achieves a -0.45% return, which is significantly higher than FZROX's -3.98% return.


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%

FZROX

1D
2.99%
1M
-5.06%
YTD
-3.98%
6M
-1.97%
1Y
17.77%
3Y*
17.96%
5Y*
10.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGIKX vs. FZROX - Expense Ratio Comparison

FGIKX has a 0.49% expense ratio, which is higher than FZROX's 0.00% expense ratio.


Return for Risk

FGIKX vs. FZROX — 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

FZROX
FZROX Risk / Return Rank: 6060
Overall Rank
FZROX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FZROX Omega Ratio Rank: 5656
Omega Ratio Rank
FZROX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FZROX Martin Ratio Rank: 7676
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. FZROX - Risk-Adjusted Trends Comparison

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


FGIKXFZROXDifference

Sharpe ratio

Return per unit of total volatility

1.14

0.98

+0.16

Sortino ratio

Return per unit of downside risk

1.64

1.50

+0.14

Omega ratio

Gain probability vs. loss probability

1.26

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

1.48

1.51

-0.03

Martin ratio

Return relative to average drawdown

6.74

7.28

-0.53

FGIKX vs. FZROX - Sharpe Ratio Comparison

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


FGIKXFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

0.98

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.62

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.63

-0.20

Correlation

The correlation between FGIKX and FZROX is 0.91, 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. FZROX - Dividend Comparison

FGIKX's dividend yield for the trailing twelve months is around 7.78%, more than FZROX's 1.07% 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%
FZROX
Fidelity ZERO Total Market Index Fund
1.07%1.02%1.16%1.36%1.57%1.25%1.27%1.51%0.00%0.00%0.00%0.00%

Drawdowns

FGIKX vs. FZROX - Drawdown Comparison

The maximum FGIKX drawdown since its inception was -62.07%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for FGIKX and FZROX.


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Drawdown Indicators


FGIKXFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-62.07%

-34.96%

-27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-12.44%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-19.20%

-25.12%

+5.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-5.93%

-6.16%

+0.23%

Average Drawdown

Average peak-to-trough decline

-10.75%

-5.61%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.58%

+0.05%

Volatility

FGIKX vs. FZROX - Volatility Comparison

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


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Volatility by Period


FGIKXFZROXDifference

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%

9.81%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

18.68%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.63%

17.45%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.51%

20.28%

-2.77%