FGKFX vs. DLDRX

Last updated Jun 4, 2026

FGKFX (Fidelity Growth Company K6 Fund) and DLDRX (BNY Mellon Natural Resources Fund) are both mutual funds - FGKFX is a Large Cap Growth Equities fund managed by Fidelity, while DLDRX is a Energy Equities fund managed by Dreyfus. Over the past 5 years, FGKFX returned 18.14%/yr vs 16.44%/yr for DLDRX. At a 0.46 correlation, their price movements are largely independent. FGKFX charges 0.45%/yr vs 0.91%/yr for DLDRX.

Performance

FGKFX vs. DLDRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company K6 Fund (FGKFX) and BNY Mellon Natural Resources Fund (DLDRX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FGKFX achieves a 24.68% return, which is significantly lower than DLDRX's 27.78% return.

FGKFX

• 1D: 0.15%
• 1M: 8.90%
• YTD: 24.68%
• 6M: 21.97%
• 1Y: 52.34%
• 3Y*: 32.84%
• 5Y*: 18.14%
• 10Y*: —

DLDRX

• 1D: 1.80%
• 1M: 2.82%
• YTD: 27.78%
• 6M: 30.19%
• 1Y: 54.55%
• 3Y*: 16.94%
• 5Y*: 16.44%
• 10Y*: 14.27%

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

FGKFX vs. DLDRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FGKFX Fidelity Growth Company K6 Fund	24.68%	21.67%	35.46%	46.02%	-32.62%	22.06%	68.76%	15.07%
DLDRX BNY Mellon Natural Resources Fund	27.78%	15.04%	0.81%	1.58%	34.18%	38.30%	6.58%	9.15%

Correlation

The correlation between FGKFX and DLDRX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.46

The correlation between FGKFX and DLDRX shifts across timeframes, from 0.27 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Return for Risk

FGKFX vs. DLDRX — Risk / Return Rank

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

FGKFX

FGKFX Risk / Return Rank: 84
FGKFX Sharpe Ratio Rank: 89
FGKFX Sortino Ratio Rank: 74
FGKFX Omega Ratio Rank: 73
FGKFX Calmar Ratio Rank: 91
FGKFX Martin Ratio Rank: 92

DLDRX

DLDRX Risk / Return Rank: 89
DLDRX Sharpe Ratio Rank: 92
DLDRX Sortino Ratio Rank: 83
DLDRX Omega Ratio Rank: 78
DLDRX Calmar Ratio Rank: 97
DLDRX Martin Ratio Rank: 96

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.

FGKFX vs. DLDRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K6 Fund (FGKFX) and BNY Mellon Natural Resources Fund (DLDRX). 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.

	FGKFX	DLDRX	Difference
Sharpe ratio: Return per unit of total volatility	2.93	3.11	-0.17
Sortino ratio: Return per unit of downside risk	3.58	3.96	-0.37
Omega ratio: Gain probability vs. loss probability	1.48	1.51	-0.03
Calmar ratio: Return relative to maximum drawdown	4.78	7.52	-2.73
Martin ratio: Return relative to average drawdown	19.19	23.70	-4.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FGKFX vs. DLDRX - Sharpe Ratio Comparison

The current FGKFX Sharpe Ratio is 2.93, which is comparable to the DLDRX Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of FGKFX and DLDRX, 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

	FGKFX	DLDRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.93	3.11	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.64	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.40	+0.58

Drawdowns

FGKFX vs. DLDRX - Drawdown Comparison

The maximum FGKFX drawdown since its inception was -40.14%, smaller than the maximum DLDRX drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for FGKFX and DLDRX.

Drawdown Indicators

	FGKFX	DLDRX	Difference
Max Drawdown Largest peak-to-trough decline	-40.14%	-69.13%	+28.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.40%	-7.49%	-3.91%
Max Drawdown (3Y) Largest decline over 3 years	-27.38%	-32.44%	+5.06%
Max Drawdown (5Y) Largest decline over 5 years	-40.14%	-32.44%	-7.70%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.24%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-10.02%	-20.77%	+10.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.83%	2.37%	+0.46%

Volatility

FGKFX vs. DLDRX - Volatility Comparison

Fidelity Growth Company K6 Fund (FGKFX) and BNY Mellon Natural Resources Fund (DLDRX) have volatilities of 4.46% and 4.59%, 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.

Volatility by Period

	FGKFX	DLDRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.46%	4.59%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	14.29%	13.47%	+0.82%
Volatility (1Y) Calculated over the trailing 1-year period	18.60%	18.14%	+0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.14%	25.65%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.74%	25.49%	+0.25%

FGKFX vs. DLDRX - Expense Ratio Comparison

FGKFX has a 0.45% expense ratio, which is lower than DLDRX's 0.91% expense ratio.

Dividends

FGKFX vs. DLDRX - Dividend Comparison

FGKFX has not paid dividends to shareholders, while DLDRX's dividend yield for the trailing twelve months is around 1.83%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLDRX BNY Mellon Natural Resources Fund	1.83%	2.33%	7.45%	12.42%	9.66%	5.07%	1.11%	2.16%	1.87%	0.63%	1.44%	1.25%
FGKFX Fidelity Growth Company K6 Fund	0.00%	0.00%	0.00%	0.10%	0.18%	2.64%	0.93%	0.06%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FGKFX and DLDRX in my portfolio?

FGKFX and DLDRX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FGKFX or DLDRX?

DLDRX has higher volatility (4.59%) compared to FGKFX (4.46%). In terms of maximum drawdown, FGKFX dropped -40.14% vs DLDRX's -69.13%.

Which has better risk-adjusted returns?

DLDRX currently has the higher Sharpe Ratio (3.11 vs 2.93), 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.