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FGRTX vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FGRTX vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Mega Cap Stock Fund (FGRTX) and iShares Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FGRTX achieves a 8.35% return, which is significantly higher than IBIT's -27.41% return.


FGRTX

1D
1.62%
1M
-1.08%
YTD
8.35%
6M
9.78%
1Y
26.75%
3Y*
24.44%
5Y*
15.83%
10Y*
16.46%

IBIT

1D
-0.03%
1M
-20.12%
YTD
-27.41%
6M
-29.61%
1Y
-40.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FGRTX vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
FGRTX
Fidelity Mega Cap Stock Fund
8.35%26.92%25.74%
IBIT
iShares Bitcoin Trust ETF
-27.41%-6.41%89.87%

Correlation

The correlation between FGRTX and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Jan 11, 2024

0.40

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Return for Risk

FGRTX vs. IBIT — Risk / Return Rank

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

FGRTX
FGRTX Risk / Return Rank: 8080
Overall Rank
FGRTX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FGRTX Sortino Ratio Rank: 7777
Sortino Ratio Rank
FGRTX Omega Ratio Rank: 7575
Omega Ratio Rank
FGRTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
FGRTX Martin Ratio Rank: 8787
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 33
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 33
Sortino Ratio Rank
IBIT Omega Ratio Rank: 33
Omega Ratio Rank
IBIT Calmar Ratio Rank: 33
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGRTX vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) and iShares Bitcoin Trust ETF (IBIT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FGRTXIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.10

Sortino ratioReturn per unit of downside risk

+4.28

Omega ratioGain probability vs. loss probability

1.39

0.85

+0.54

Calmar ratioReturn relative to maximum drawdown

3.00

-0.78

+3.78

Martin ratioReturn relative to average drawdown

13.36

-1.37

+14.73

FGRTX vs. IBIT - Sharpe Ratio Comparison

The current FGRTX Sharpe Ratio is 2.17, which is higher than the IBIT Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of FGRTX and IBIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FGRTX vs. IBIT - Drawdown Comparison

The maximum FGRTX drawdown since its inception was -56.17%, which is greater than IBIT's maximum drawdown of -52.11%. Use the drawdown chart below to compare losses from any high point for FGRTX and IBIT.


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Drawdown Indicators


FGRTXIBITDifference

Max Drawdown

Largest peak-to-trough decline

-56.17%

-52.11%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-52.11%

+43.12%

Max Drawdown (3Y)

Largest decline over 3 years

-18.51%

Max Drawdown (5Y)

Largest decline over 5 years

-23.35%

Max Drawdown (10Y)

Largest decline over 10 years

-35.18%

Current Drawdown

Current decline from peak

-2.25%

-49.45%

+47.20%

Average Drawdown

Average peak-to-trough decline

-8.71%

-16.53%

+7.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

29.64%

-27.63%

Volatility

FGRTX vs. IBIT - Volatility Comparison

The current volatility for Fidelity Mega Cap Stock Fund (FGRTX) is 4.04%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 12.07%. This indicates that FGRTX experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGRTXIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

12.07%

-8.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.65%

34.45%

-24.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

44.10%

-31.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

50.26%

-33.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.14%

50.26%

-32.12%

FGRTX vs. IBIT - Expense Ratio Comparison

FGRTX has a 0.58% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

FGRTX vs. IBIT - Dividend Comparison

FGRTX's dividend yield for the trailing twelve months is around 3.59%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FGRTX
Fidelity Mega Cap Stock Fund
3.59%3.89%2.68%2.06%4.38%4.79%7.96%12.98%21.72%15.57%1.97%4.16%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FGRTX and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (12.07%) compared to FGRTX (4.04%). In terms of maximum drawdown, FGRTX dropped -56.17% vs IBIT's -52.11%.

FGRTX currently has the higher Sharpe Ratio (2.17 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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