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FGQMX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGQMX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor High Income Fund Class A (FGQMX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FGQMX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FGQMX
Fidelity Advisor High Income Fund Class A
-0.15%9.53%9.11%10.67%-13.27%3.43%2.05%13.94%-2.68%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%-4.10%

Returns By Period

In the year-to-date period, FGQMX achieves a -0.15% return, which is significantly higher than FBGRX's -7.12% return.


FGQMX

1D
0.63%
1M
-1.60%
YTD
-0.15%
6M
1.08%
1Y
8.28%
3Y*
8.72%
5Y*
3.54%
10Y*

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGQMX vs. FBGRX - Expense Ratio Comparison

FGQMX has a 0.99% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FGQMX vs. FBGRX — Risk / Return Rank

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

FGQMX
FGQMX Risk / Return Rank: 9393
Overall Rank
FGQMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FGQMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FGQMX Omega Ratio Rank: 9595
Omega Ratio Rank
FGQMX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FGQMX Martin Ratio Rank: 9292
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGQMX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor High Income Fund Class A (FGQMX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FGQMXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.18

1.13

+1.05

Sortino ratio

Return per unit of downside risk

3.07

1.73

+1.35

Omega ratio

Gain probability vs. loss probability

1.51

1.25

+0.26

Calmar ratio

Return relative to maximum drawdown

2.77

2.00

+0.77

Martin ratio

Return relative to average drawdown

11.86

7.92

+3.94

FGQMX vs. FBGRX - Sharpe Ratio Comparison

The current FGQMX Sharpe Ratio is 2.18, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FGQMX and FBGRX, 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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Sharpe Ratios by Period


FGQMXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

1.13

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.47

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.65

-0.01

Correlation

The correlation between FGQMX and FBGRX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FGQMX vs. FBGRX - Dividend Comparison

FGQMX's dividend yield for the trailing twelve months is around 5.70%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FGQMX
Fidelity Advisor High Income Fund Class A
5.70%6.14%5.81%5.13%3.68%3.83%4.44%4.82%0.85%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FGQMX vs. FBGRX - Drawdown Comparison

The maximum FGQMX drawdown since its inception was -22.40%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FGQMX and FBGRX.


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Drawdown Indicators


FGQMXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-22.40%

-58.64%

+36.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-13.89%

+10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-43.08%

+26.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-1.60%

-8.68%

+7.08%

Average Drawdown

Average peak-to-trough decline

-3.71%

-12.58%

+8.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

3.51%

-2.77%

Volatility

FGQMX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Advisor High Income Fund Class A (FGQMX) is 1.48%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FGQMX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGQMXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

7.83%

-6.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.32%

14.08%

-11.76%

Volatility (1Y)

Calculated over the trailing 1-year period

3.89%

24.98%

-21.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.24%

24.93%

-19.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

23.63%

-17.24%