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FGKFX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGKFX and FDGRX is 0.99, 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.


-0.50.00.51.01.0

Performance

FGKFX vs. FDGRX - Performance Comparison

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

100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
216.55%
131.72%
FGKFX
FDGRX

Key characteristics

Sharpe Ratio

FGKFX:

2.18

FDGRX:

1.86

Sortino Ratio

FGKFX:

2.84

FDGRX:

2.44

Omega Ratio

FGKFX:

1.39

FDGRX:

1.33

Calmar Ratio

FGKFX:

3.12

FDGRX:

1.30

Martin Ratio

FGKFX:

11.86

FDGRX:

9.42

Ulcer Index

FGKFX:

3.64%

FDGRX:

3.89%

Daily Std Dev

FGKFX:

19.79%

FDGRX:

19.75%

Max Drawdown

FGKFX:

-41.65%

FDGRX:

-71.50%

Current Drawdown

FGKFX:

-2.60%

FDGRX:

-2.37%

Returns By Period

The year-to-date returns for both stocks are quite close, with FGKFX having a 40.40% return and FDGRX slightly lower at 39.38%.


FGKFX

YTD

40.40%

1M

3.38%

6M

11.54%

1Y

41.29%

5Y*

22.53%

10Y*

N/A

FDGRX

YTD

39.38%

1M

3.80%

6M

11.03%

1Y

34.90%

5Y*

15.04%

10Y*

13.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGKFX vs. FDGRX - Expense Ratio Comparison

FGKFX has a 0.45% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


FDGRX
Fidelity Growth Company Fund
Expense ratio chart for FDGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FGKFX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

FGKFX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K6 Fund (FGKFX) and Fidelity Growth Company Fund (FDGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for FGKFX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.002.181.86
The chart of Sortino ratio for FGKFX, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.44
The chart of Omega ratio for FGKFX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.33
The chart of Calmar ratio for FGKFX, currently valued at 3.12, compared to the broader market0.002.004.006.008.0010.0012.0014.003.121.30
The chart of Martin ratio for FGKFX, currently valued at 11.86, compared to the broader market0.0020.0040.0060.0011.869.42
FGKFX
FDGRX

The current FGKFX Sharpe Ratio is 2.18, which is comparable to the FDGRX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of FGKFX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.18
1.86
FGKFX
FDGRX

Dividends

FGKFX vs. FDGRX - Dividend Comparison

FGKFX's dividend yield for the trailing twelve months is around 0.07%, while FDGRX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FGKFX
Fidelity Growth Company K6 Fund
0.07%0.10%0.18%0.00%0.09%0.06%0.00%0.00%0.00%0.00%0.00%0.00%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%7.12%

Drawdowns

FGKFX vs. FDGRX - Drawdown Comparison

The maximum FGKFX drawdown since its inception was -41.65%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FGKFX and FDGRX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.60%
-2.37%
FGKFX
FDGRX

Volatility

FGKFX vs. FDGRX - Volatility Comparison

Fidelity Growth Company K6 Fund (FGKFX) and Fidelity Growth Company Fund (FDGRX) have volatilities of 5.38% and 5.25%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.38%
5.25%
FGKFX
FDGRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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