PortfoliosLab logo
FGRIX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGRIX and FBGRX is 0.93, 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

FGRIX vs. FBGRX - Performance Comparison

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

3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2025FebruaryMarchApril
3,245.16%
5,953.51%
FGRIX
FBGRX

Key characteristics

Sharpe Ratio

FGRIX:

0.54

FBGRX:

0.11

Sortino Ratio

FGRIX:

0.86

FBGRX:

0.35

Omega Ratio

FGRIX:

1.13

FBGRX:

1.05

Calmar Ratio

FGRIX:

0.58

FBGRX:

0.12

Martin Ratio

FGRIX:

2.47

FBGRX:

0.37

Ulcer Index

FGRIX:

3.83%

FBGRX:

8.58%

Daily Std Dev

FGRIX:

17.53%

FBGRX:

28.41%

Max Drawdown

FGRIX:

-66.71%

FBGRX:

-57.42%

Current Drawdown

FGRIX:

-7.57%

FBGRX:

-16.56%

Returns By Period

In the year-to-date period, FGRIX achieves a -2.17% return, which is significantly higher than FBGRX's -12.46% return. Over the past 10 years, FGRIX has underperformed FBGRX with an annualized return of 10.70%, while FBGRX has yielded a comparatively higher 11.25% annualized return.


FGRIX

YTD

-2.17%

1M

-3.33%

6M

-2.67%

1Y

9.90%

5Y*

17.58%

10Y*

10.70%

FBGRX

YTD

-12.46%

1M

-3.25%

6M

-7.93%

1Y

4.21%

5Y*

13.63%

10Y*

11.25%

*Annualized

Compare stocks, funds, or ETFs

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


FGRIX vs. FBGRX - Expense Ratio Comparison

FGRIX has a 0.57% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Expense ratio chart for FBGRX: 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%
FBGRX: 0.79%
Expense ratio chart for FGRIX: current value is 0.57%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGRIX: 0.57%

Risk-Adjusted Performance

FGRIX vs. FBGRX — Risk-Adjusted Performance Rank

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

FGRIX
The Risk-Adjusted Performance Rank of FGRIX is 6262
Overall Rank
The Sharpe Ratio Rank of FGRIX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of FGRIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of FGRIX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FGRIX is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FGRIX is 6565
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3030
Overall Rank
The Sharpe Ratio Rank of FBGRX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3131
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 2929
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.

FGRIX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) 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.


The chart of Sharpe ratio for FGRIX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
FGRIX: 0.54
FBGRX: 0.11
The chart of Sortino ratio for FGRIX, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
FGRIX: 0.86
FBGRX: 0.35
The chart of Omega ratio for FGRIX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FGRIX: 1.13
FBGRX: 1.05
The chart of Calmar ratio for FGRIX, currently valued at 0.58, compared to the broader market0.002.004.006.008.0010.00
FGRIX: 0.58
FBGRX: 0.12
The chart of Martin ratio for FGRIX, currently valued at 2.47, compared to the broader market0.0010.0020.0030.0040.00
FGRIX: 2.47
FBGRX: 0.37

The current FGRIX Sharpe Ratio is 0.54, which is higher than the FBGRX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of FGRIX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.11
FGRIX
FBGRX

Dividends

FGRIX vs. FBGRX - Dividend Comparison

FGRIX's dividend yield for the trailing twelve months is around 6.95%, more than FBGRX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
FGRIX
Fidelity Growth & Income Portfolio
6.95%6.80%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.04%1.72%
FBGRX
Fidelity Blue Chip Growth Fund
0.27%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FGRIX vs. FBGRX - Drawdown Comparison

The maximum FGRIX drawdown since its inception was -66.71%, which is greater than FBGRX's maximum drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FGRIX and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.57%
-16.56%
FGRIX
FBGRX

Volatility

FGRIX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio (FGRIX) is 12.93%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 18.29%. This indicates that FGRIX 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.93%
18.29%
FGRIX
FBGRX