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

Correlation

The correlation between FGRIX and FXAIX 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. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth & Income Portfolio (FGRIX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
377.35%
420.04%
FGRIX
FXAIX

Key characteristics

Sharpe Ratio

FGRIX:

0.59

FXAIX:

0.56

Sortino Ratio

FGRIX:

0.93

FXAIX:

0.90

Omega Ratio

FGRIX:

1.14

FXAIX:

1.13

Calmar Ratio

FGRIX:

0.63

FXAIX:

0.58

Martin Ratio

FGRIX:

2.71

FXAIX:

2.42

Ulcer Index

FGRIX:

3.80%

FXAIX:

4.51%

Daily Std Dev

FGRIX:

17.52%

FXAIX:

19.54%

Max Drawdown

FGRIX:

-66.71%

FXAIX:

-33.79%

Current Drawdown

FGRIX:

-8.09%

FXAIX:

-10.55%

Returns By Period

In the year-to-date period, FGRIX achieves a -2.72% return, which is significantly higher than FXAIX's -6.41% return. Over the past 10 years, FGRIX has underperformed FXAIX with an annualized return of 10.68%, while FXAIX has yielded a comparatively higher 11.85% annualized return.


FGRIX

YTD

-2.72%

1M

-4.82%

6M

-3.56%

1Y

9.00%

5Y*

17.46%

10Y*

10.68%

FXAIX

YTD

-6.41%

1M

-5.00%

6M

-5.00%

1Y

9.57%

5Y*

15.90%

10Y*

11.85%

*Annualized

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FGRIX vs. FXAIX - Expense Ratio Comparison

FGRIX has a 0.57% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


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%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

FGRIX vs. FXAIX — 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 6767
Overall Rank
The Sharpe Ratio Rank of FGRIX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FGRIX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FGRIX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FGRIX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of FGRIX is 6969
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6565
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6565
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. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) and Fidelity 500 Index Fund (FXAIX). 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 0.59, compared to the broader market-1.000.001.002.003.00
FGRIX: 0.59
FXAIX: 0.56
The chart of Sortino ratio for FGRIX, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.00
FGRIX: 0.93
FXAIX: 0.90
The chart of Omega ratio for FGRIX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.00
FGRIX: 1.14
FXAIX: 1.13
The chart of Calmar ratio for FGRIX, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.00
FGRIX: 0.63
FXAIX: 0.58
The chart of Martin ratio for FGRIX, currently valued at 2.71, compared to the broader market0.0010.0020.0030.0040.0050.00
FGRIX: 2.71
FXAIX: 2.42

The current FGRIX Sharpe Ratio is 0.59, which is comparable to the FXAIX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of FGRIX and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.56
FGRIX
FXAIX

Dividends

FGRIX vs. FXAIX - Dividend Comparison

FGRIX's dividend yield for the trailing twelve months is around 6.98%, more than FXAIX's 1.36% yield.


TTM20242023202220212020201920182017201620152014
FGRIX
Fidelity Growth & Income Portfolio
6.98%6.80%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.04%1.72%
FXAIX
Fidelity 500 Index Fund
1.36%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

FGRIX vs. FXAIX - Drawdown Comparison

The maximum FGRIX drawdown since its inception was -66.71%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FGRIX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.09%
-10.55%
FGRIX
FXAIX

Volatility

FGRIX vs. FXAIX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio (FGRIX) is 12.93%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.39%. This indicates that FGRIX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.93%
14.39%
FGRIX
FXAIX