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

Correlation

The correlation between VFORX and FGKFX is 0.95, 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: 1.0

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%NovemberDecember2025FebruaryMarchApril
34.65%
168.45%
VFORX
FGKFX

Key characteristics

Sharpe Ratio

VFORX:

0.72

FGKFX:

0.27

Sortino Ratio

VFORX:

1.09

FGKFX:

0.56

Omega Ratio

VFORX:

1.15

FGKFX:

1.08

Calmar Ratio

VFORX:

0.58

FGKFX:

0.27

Martin Ratio

VFORX:

3.46

FGKFX:

0.92

Ulcer Index

VFORX:

2.69%

FGKFX:

8.12%

Daily Std Dev

VFORX:

12.97%

FGKFX:

27.42%

Max Drawdown

VFORX:

-51.63%

FGKFX:

-41.65%

Current Drawdown

VFORX:

-7.75%

FGKFX:

-17.40%

Returns By Period

In the year-to-date period, VFORX achieves a -0.07% return, which is significantly higher than FGKFX's -12.13% return.


VFORX

YTD

-0.07%

1M

-1.05%

6M

-0.62%

1Y

9.79%

5Y*

7.06%

10Y*

5.44%

FGKFX

YTD

-12.13%

1M

-3.57%

6M

-10.51%

1Y

8.49%

5Y*

17.86%

10Y*

N/A

*Annualized

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.


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%
Expense ratio chart for VFORX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFORX: 0.08%

Risk-Adjusted Performance

VFORX vs. FGKFX — Risk-Adjusted Performance Rank

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

VFORX
The Risk-Adjusted Performance Rank of VFORX is 7070
Overall Rank
The Sharpe Ratio Rank of VFORX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFORX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFORX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VFORX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VFORX is 7676
Martin Ratio Rank

FGKFX
The Risk-Adjusted Performance Rank of FGKFX is 4141
Overall Rank
The Sharpe Ratio Rank of FGKFX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKFX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FGKFX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of FGKFX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of FGKFX is 3939
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.

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.


The chart of Sharpe ratio for VFORX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.00
VFORX: 0.72
FGKFX: 0.27
The chart of Sortino ratio for VFORX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.00
VFORX: 1.09
FGKFX: 0.56
The chart of Omega ratio for VFORX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VFORX: 1.15
FGKFX: 1.08
The chart of Calmar ratio for VFORX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
VFORX: 0.58
FGKFX: 0.27
The chart of Martin ratio for VFORX, currently valued at 3.46, compared to the broader market0.0010.0020.0030.0040.0050.00
VFORX: 3.46
FGKFX: 0.92

The current VFORX Sharpe Ratio is 0.72, which is higher than the FGKFX Sharpe Ratio of 0.27. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.72
0.27
VFORX
FGKFX

Dividends

VFORX vs. FGKFX - Dividend Comparison

VFORX's dividend yield for the trailing twelve months is around 2.65%, more than FGKFX's 0.05% yield.


TTM20242023202220212020201920182017201620152014
VFORX
Vanguard Target Retirement 2040 Fund
2.65%2.65%2.38%2.60%20.68%2.06%2.28%2.58%1.95%2.40%2.99%1.99%
FGKFX
Fidelity Growth Company K6 Fund
0.05%0.04%0.10%0.18%0.00%0.09%0.06%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.75%
-17.40%
VFORX
FGKFX

Volatility

VFORX vs. FGKFX - Volatility Comparison

The current volatility for Vanguard Target Retirement 2040 Fund (VFORX) is 8.96%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 17.30%. 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.96%
17.30%
VFORX
FGKFX