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

Correlation

The correlation between FGRIX and PRWCX is 0.81, 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.


-0.50.00.51.00.8

Performance

FGRIX vs. PRWCX - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.15%
-4.39%
FGRIX
PRWCX

Key characteristics

Sharpe Ratio

FGRIX:

1.43

PRWCX:

0.26

Sortino Ratio

FGRIX:

1.99

PRWCX:

0.35

Omega Ratio

FGRIX:

1.27

PRWCX:

1.09

Calmar Ratio

FGRIX:

2.32

PRWCX:

0.29

Martin Ratio

FGRIX:

9.01

PRWCX:

2.80

Ulcer Index

FGRIX:

1.81%

PRWCX:

1.21%

Daily Std Dev

FGRIX:

11.36%

PRWCX:

13.23%

Max Drawdown

FGRIX:

-66.71%

PRWCX:

-41.77%

Current Drawdown

FGRIX:

-5.19%

PRWCX:

-11.82%

Returns By Period

In the year-to-date period, FGRIX achieves a 16.86% return, which is significantly higher than PRWCX's 2.09% return. Both investments have delivered pretty close results over the past 10 years, with FGRIX having a 9.54% annualized return and PRWCX not far behind at 9.43%.


FGRIX

YTD

16.86%

1M

-3.11%

6M

2.15%

1Y

15.48%

5Y*

10.25%

10Y*

9.54%

PRWCX

YTD

2.09%

1M

-9.70%

6M

-4.34%

1Y

2.85%

5Y*

8.41%

10Y*

9.43%

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. PRWCX - Expense Ratio Comparison

FGRIX has a 0.57% expense ratio, which is lower than PRWCX's 0.68% expense ratio.


PRWCX
T. Rowe Price Capital Appreciation Fund
Expense ratio chart for PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
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%

Risk-Adjusted Performance

FGRIX vs. PRWCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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 1.43, compared to the broader market-1.000.001.002.003.004.001.430.26
The chart of Sortino ratio for FGRIX, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.990.35
The chart of Omega ratio for FGRIX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.09
The chart of Calmar ratio for FGRIX, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.320.29
The chart of Martin ratio for FGRIX, currently valued at 9.01, compared to the broader market0.0020.0040.0060.009.012.80
FGRIX
PRWCX

The current FGRIX Sharpe Ratio is 1.43, which is higher than the PRWCX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of FGRIX and PRWCX, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.43
0.26
FGRIX
PRWCX

Dividends

FGRIX vs. PRWCX - Dividend Comparison

FGRIX's dividend yield for the trailing twelve months is around 1.40%, while PRWCX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FGRIX
Fidelity Growth & Income Portfolio
1.40%1.60%1.68%2.07%1.89%1.77%2.13%1.52%1.80%2.04%1.72%1.62%
PRWCX
T. Rowe Price Capital Appreciation Fund
0.00%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%1.13%

Drawdowns

FGRIX vs. PRWCX - Drawdown Comparison

The maximum FGRIX drawdown since its inception was -66.71%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for FGRIX and PRWCX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.19%
-11.82%
FGRIX
PRWCX

Volatility

FGRIX vs. PRWCX - Volatility Comparison

The current volatility for Fidelity Growth & Income Portfolio (FGRIX) is 3.03%, while T. Rowe Price Capital Appreciation Fund (PRWCX) has a volatility of 11.63%. This indicates that FGRIX experiences smaller price fluctuations and is considered to be less risky than PRWCX 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%JulyAugustSeptemberOctoberNovemberDecember
3.03%
11.63%
FGRIX
PRWCX
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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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