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

Correlation

The correlation between FGKFX and FDGRX is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

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%NovemberDecember2025FebruaryMarchApril
179.71%
82.08%
FGKFX
FDGRX

Key characteristics

Sharpe Ratio

FGKFX:

0.38

FDGRX:

0.05

Sortino Ratio

FGKFX:

0.70

FDGRX:

0.26

Omega Ratio

FGKFX:

1.10

FDGRX:

1.04

Calmar Ratio

FGKFX:

0.39

FDGRX:

0.04

Martin Ratio

FGKFX:

1.35

FDGRX:

0.13

Ulcer Index

FGKFX:

7.64%

FDGRX:

10.51%

Daily Std Dev

FGKFX:

27.30%

FDGRX:

27.95%

Max Drawdown

FGKFX:

-40.14%

FDGRX:

-71.50%

Current Drawdown

FGKFX:

-17.63%

FDGRX:

-23.28%

Returns By Period

The year-to-date returns for both stocks are quite close, with FGKFX having a -13.32% return and FDGRX slightly lower at -13.34%.


FGKFX

YTD

-13.32%

1M

-7.38%

6M

-9.37%

1Y

8.83%

5Y*

18.85%

10Y*

N/A

FDGRX

YTD

-13.34%

1M

-7.19%

6M

-16.34%

1Y

0.09%

5Y*

9.84%

10Y*

9.91%

*Annualized

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FGKFX vs. FDGRX - Expense Ratio Comparison

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


Expense ratio chart for FDGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDGRX: 0.79%
Expense ratio chart for FGKFX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGKFX: 0.45%

Risk-Adjusted Performance

FGKFX vs. FDGRX — Risk-Adjusted Performance Rank

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

FGKFX
The Risk-Adjusted Performance Rank of FGKFX is 5252
Overall Rank
The Sharpe Ratio Rank of FGKFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKFX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FGKFX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FGKFX is 5757
Calmar Ratio Rank
The Martin Ratio Rank of FGKFX is 4949
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 3030
Overall Rank
The Sharpe Ratio Rank of FDGRX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for FGKFX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
FGKFX: 0.38
FDGRX: 0.05
The chart of Sortino ratio for FGKFX, currently valued at 0.70, compared to the broader market-2.000.002.004.006.008.00
FGKFX: 0.70
FDGRX: 0.26
The chart of Omega ratio for FGKFX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
FGKFX: 1.10
FDGRX: 1.04
The chart of Calmar ratio for FGKFX, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.00
FGKFX: 0.39
FDGRX: 0.04
The chart of Martin ratio for FGKFX, currently valued at 1.35, compared to the broader market0.0010.0020.0030.0040.0050.00
FGKFX: 1.35
FDGRX: 0.13

The current FGKFX Sharpe Ratio is 0.38, which is higher than the FDGRX Sharpe Ratio of 0.05. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.05
FGKFX
FDGRX

Dividends

FGKFX vs. FDGRX - Dividend Comparison

FGKFX's dividend yield for the trailing twelve months is around 2.56%, while FDGRX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FGKFX
Fidelity Growth Company K6 Fund
2.56%2.22%0.10%0.18%2.64%0.93%0.06%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%0.00%0.07%3.92%4.03%

Drawdowns

FGKFX vs. FDGRX - Drawdown Comparison

The maximum FGKFX drawdown since its inception was -40.14%, 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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.63%
-23.28%
FGKFX
FDGRX

Volatility

FGKFX vs. FDGRX - Volatility Comparison

Fidelity Growth Company K6 Fund (FGKFX) and Fidelity Growth Company Fund (FDGRX) have volatilities of 17.39% and 17.07%, 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.39%
17.07%
FGKFX
FDGRX