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

Correlation

The correlation between FGLGX and FDGRX is 0.87, 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.


Performance

FGLGX vs. FDGRX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FGLGX:

0.37

FDGRX:

0.41

Sortino Ratio

FGLGX:

0.66

FDGRX:

0.80

Omega Ratio

FGLGX:

1.10

FDGRX:

1.11

Calmar Ratio

FGLGX:

0.41

FDGRX:

0.46

Martin Ratio

FGLGX:

1.44

FDGRX:

1.44

Ulcer Index

FGLGX:

5.38%

FDGRX:

8.37%

Daily Std Dev

FGLGX:

20.28%

FDGRX:

27.00%

Max Drawdown

FGLGX:

-36.42%

FDGRX:

-71.50%

Current Drawdown

FGLGX:

-2.33%

FDGRX:

-8.57%

Returns By Period

In the year-to-date period, FGLGX achieves a 4.18% return, which is significantly higher than FDGRX's -4.21% return. Over the past 10 years, FGLGX has underperformed FDGRX with an annualized return of 8.27%, while FDGRX has yielded a comparatively higher 17.55% annualized return.


FGLGX

YTD

4.18%

1M

15.73%

6M

0.41%

1Y

7.46%

3Y*

13.70%

5Y*

15.68%

10Y*

8.27%

FDGRX

YTD

-4.21%

1M

19.63%

6M

-2.14%

1Y

11.11%

3Y*

22.79%

5Y*

18.13%

10Y*

17.55%

*Annualized

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Fidelity Growth Company Fund

FGLGX vs. FDGRX - Expense Ratio Comparison

FGLGX has a 0.00% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


Risk-Adjusted Performance

FGLGX vs. FDGRX — Risk-Adjusted Performance Rank

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

FGLGX
The Risk-Adjusted Performance Rank of FGLGX is 4747
Overall Rank
The Sharpe Ratio Rank of FGLGX is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of FGLGX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of FGLGX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of FGLGX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of FGLGX is 4848
Martin Ratio Rank

FDGRX
The Risk-Adjusted Performance Rank of FDGRX is 5050
Overall Rank
The Sharpe Ratio Rank of FDGRX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of FDGRX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of FDGRX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of FDGRX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of FDGRX is 4848
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.

FGLGX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Large Cap Stock Fund (FGLGX) 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 current FGLGX Sharpe Ratio is 0.37, which is comparable to the FDGRX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FGLGX 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.


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Dividends

FGLGX vs. FDGRX - Dividend Comparison

FGLGX's dividend yield for the trailing twelve months is around 1.51%, while FDGRX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FGLGX
Fidelity Series Large Cap Stock Fund
1.51%1.58%1.83%1.98%2.46%5.31%2.40%2.82%1.82%1.69%5.25%4.77%
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

FGLGX vs. FDGRX - Drawdown Comparison

The maximum FGLGX drawdown since its inception was -36.42%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for FGLGX and FDGRX. For additional features, visit the drawdowns tool.


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Volatility

FGLGX vs. FDGRX - Volatility Comparison

The current volatility for Fidelity Series Large Cap Stock Fund (FGLGX) is 4.41%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.32%. This indicates that FGLGX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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