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FGRIX vs. FDGFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGRIX and FDGFX is 0.94, 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

FGRIX vs. FDGFX - Performance Comparison

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

1,100.00%1,200.00%1,300.00%1,400.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
1,178.04%
1,427.63%
FGRIX
FDGFX

Key characteristics

Sharpe Ratio

FGRIX:

1.66

FDGFX:

1.40

Sortino Ratio

FGRIX:

2.30

FDGFX:

1.86

Omega Ratio

FGRIX:

1.32

FDGFX:

1.27

Calmar Ratio

FGRIX:

2.67

FDGFX:

2.21

Martin Ratio

FGRIX:

10.39

FDGFX:

7.03

Ulcer Index

FGRIX:

1.80%

FDGFX:

3.10%

Daily Std Dev

FGRIX:

11.28%

FDGFX:

15.65%

Max Drawdown

FGRIX:

-66.71%

FDGFX:

-60.08%

Current Drawdown

FGRIX:

-3.98%

FDGFX:

-3.47%

Returns By Period

In the year-to-date period, FGRIX achieves a 18.36% return, which is significantly lower than FDGFX's 19.91% return. Over the past 10 years, FGRIX has outperformed FDGFX with an annualized return of 9.57%, while FDGFX has yielded a comparatively lower 4.01% annualized return.


FGRIX

YTD

18.36%

1M

-2.08%

6M

3.81%

1Y

18.90%

5Y*

10.52%

10Y*

9.57%

FDGFX

YTD

19.91%

1M

-0.86%

6M

-0.41%

1Y

21.01%

5Y*

6.43%

10Y*

4.01%

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. FDGFX - Expense Ratio Comparison

FGRIX has a 0.57% expense ratio, which is higher than FDGFX's 0.48% expense ratio.


FGRIX
Fidelity Growth & Income Portfolio
Expense ratio chart for FGRIX: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for FDGFX: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

FGRIX vs. FDGFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) and Fidelity Dividend Growth Fund (FDGFX). 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 FGRIX, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.661.40
The chart of Sortino ratio for FGRIX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.301.86
The chart of Omega ratio for FGRIX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.27
The chart of Calmar ratio for FGRIX, currently valued at 2.67, compared to the broader market0.002.004.006.008.0010.0012.0014.002.672.21
The chart of Martin ratio for FGRIX, currently valued at 10.39, compared to the broader market0.0020.0040.0060.0010.397.03
FGRIX
FDGFX

The current FGRIX Sharpe Ratio is 1.66, which is comparable to the FDGFX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FGRIX and FDGFX, 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
1.66
1.40
FGRIX
FDGFX

Dividends

FGRIX vs. FDGFX - Dividend Comparison

FGRIX's dividend yield for the trailing twelve months is around 1.03%, more than FDGFX's 0.78% yield.


TTM20232022202120202019201820172016201520142013
FGRIX
Fidelity Growth & Income Portfolio
1.03%1.60%1.68%2.07%1.89%1.77%2.13%1.52%1.80%2.04%1.72%1.62%
FDGFX
Fidelity Dividend Growth Fund
0.78%1.44%1.64%1.00%1.89%1.58%2.37%1.84%1.58%9.63%19.50%11.21%

Drawdowns

FGRIX vs. FDGFX - Drawdown Comparison

The maximum FGRIX drawdown since its inception was -66.71%, which is greater than FDGFX's maximum drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for FGRIX and FDGFX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.98%
-3.47%
FGRIX
FDGFX

Volatility

FGRIX vs. FDGFX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio (FGRIX) is 3.29%, while Fidelity Dividend Growth Fund (FDGFX) has a volatility of 4.64%. This indicates that FGRIX experiences smaller price fluctuations and is considered to be less risky than FDGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
4.64%
FGRIX
FDGFX
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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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