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

Correlation

The correlation between FGRIX and SCHD is 0.85, 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: 0.8

Performance

FGRIX vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
434.80%
370.37%
FGRIX
SCHD

Key characteristics

Sharpe Ratio

FGRIX:

0.59

SCHD:

0.23

Sortino Ratio

FGRIX:

0.93

SCHD:

0.43

Omega Ratio

FGRIX:

1.14

SCHD:

1.06

Calmar Ratio

FGRIX:

0.63

SCHD:

0.23

Martin Ratio

FGRIX:

2.71

SCHD:

0.84

Ulcer Index

FGRIX:

3.80%

SCHD:

4.38%

Daily Std Dev

FGRIX:

17.52%

SCHD:

15.99%

Max Drawdown

FGRIX:

-66.71%

SCHD:

-33.37%

Current Drawdown

FGRIX:

-8.09%

SCHD:

-11.33%

Returns By Period

In the year-to-date period, FGRIX achieves a -2.72% return, which is significantly higher than SCHD's -5.04% return. Both investments have delivered pretty close results over the past 10 years, with FGRIX having a 10.68% annualized return and SCHD not far behind at 10.35%.


FGRIX

YTD

-2.72%

1M

-4.82%

6M

-3.56%

1Y

9.00%

5Y*

17.46%

10Y*

10.68%

SCHD

YTD

-5.04%

1M

-6.82%

6M

-7.58%

1Y

2.51%

5Y*

13.19%

10Y*

10.35%

*Annualized

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FGRIX vs. SCHD - Expense Ratio Comparison

FGRIX has a 0.57% expense ratio, which is higher than SCHD's 0.06% 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 SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

FGRIX vs. SCHD — 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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4141
Overall Rank
The Sharpe Ratio Rank of SCHD is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3939
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4141
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth & Income Portfolio (FGRIX) and Schwab US Dividend Equity ETF (SCHD). 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
SCHD: 0.23
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
SCHD: 0.43
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
SCHD: 1.06
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
SCHD: 0.23
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
SCHD: 0.84

The current FGRIX Sharpe Ratio is 0.59, which is higher than the SCHD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of FGRIX and SCHD, 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
0.23
FGRIX
SCHD

Dividends

FGRIX vs. SCHD - Dividend Comparison

FGRIX's dividend yield for the trailing twelve months is around 6.98%, more than SCHD's 4.05% 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%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

FGRIX vs. SCHD - Drawdown Comparison

The maximum FGRIX drawdown since its inception was -66.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FGRIX and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.09%
-11.33%
FGRIX
SCHD

Volatility

FGRIX vs. SCHD - Volatility Comparison

Fidelity Growth & Income Portfolio (FGRIX) has a higher volatility of 12.93% compared to Schwab US Dividend Equity ETF (SCHD) at 11.25%. This indicates that FGRIX's price experiences larger fluctuations and is considered to be riskier than SCHD 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%NovemberDecember2025FebruaryMarchApril
12.93%
11.25%
FGRIX
SCHD