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

Correlation

The correlation between VFORX and FGKFX is 0.85, 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.


-0.50.00.51.00.9

Performance

VFORX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Target Retirement 2040 Fund (VFORX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
61.73%
216.55%
VFORX
FGKFX

Key characteristics

Sharpe Ratio

VFORX:

1.54

FGKFX:

2.18

Sortino Ratio

VFORX:

2.16

FGKFX:

2.84

Omega Ratio

VFORX:

1.29

FGKFX:

1.39

Calmar Ratio

VFORX:

2.61

FGKFX:

3.12

Martin Ratio

VFORX:

9.36

FGKFX:

11.86

Ulcer Index

VFORX:

1.62%

FGKFX:

3.64%

Daily Std Dev

VFORX:

9.84%

FGKFX:

19.79%

Max Drawdown

VFORX:

-51.63%

FGKFX:

-41.65%

Current Drawdown

VFORX:

-3.07%

FGKFX:

-2.60%

Returns By Period

In the year-to-date period, VFORX achieves a 13.03% return, which is significantly lower than FGKFX's 40.40% return.


VFORX

YTD

13.03%

1M

-0.74%

6M

5.15%

1Y

11.28%

5Y*

8.11%

10Y*

8.05%

FGKFX

YTD

40.40%

1M

3.38%

6M

11.54%

1Y

41.29%

5Y*

22.53%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VFORX vs. FGKFX - Expense Ratio Comparison

VFORX has a 0.08% expense ratio, which is lower than FGKFX's 0.45% expense ratio.


FGKFX
Fidelity Growth Company K6 Fund
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%
Expense ratio chart for VFORX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VFORX vs. FGKFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2040 Fund (VFORX) and Fidelity Growth Company K6 Fund (FGKFX). 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 VFORX, currently valued at 1.54, compared to the broader market-1.000.001.002.003.004.001.542.18
The chart of Sortino ratio for VFORX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.002.162.84
The chart of Omega ratio for VFORX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.003.501.291.39
The chart of Calmar ratio for VFORX, currently valued at 2.61, compared to the broader market0.002.004.006.008.0010.0012.0014.002.613.12
The chart of Martin ratio for VFORX, currently valued at 9.36, compared to the broader market0.0020.0040.0060.009.3611.86
VFORX
FGKFX

The current VFORX Sharpe Ratio is 1.54, which is comparable to the FGKFX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of VFORX and FGKFX, 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
1.54
2.18
VFORX
FGKFX

Dividends

VFORX vs. FGKFX - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.10%, more than FGKFX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
VFORX
Vanguard Target Retirement 2040 Fund
2.10%2.38%2.10%2.39%1.62%2.28%2.41%1.91%1.98%2.16%1.93%1.77%
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%

Drawdowns

VFORX vs. FGKFX - Drawdown Comparison

The maximum VFORX drawdown since its inception was -51.63%, which is greater than FGKFX's maximum drawdown of -41.65%. Use the drawdown chart below to compare losses from any high point for VFORX and FGKFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.07%
-2.60%
VFORX
FGKFX

Volatility

VFORX vs. FGKFX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 2.77%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 5.38%. This indicates that VFORX experiences smaller price fluctuations and is considered to be less risky than FGKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
5.38%
VFORX
FGKFX
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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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