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FGRTX vs. MGC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGRTX and MGC is 0.95, 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: 1.0

Performance

FGRTX vs. MGC - Performance Comparison

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

200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
193.45%
436.77%
FGRTX
MGC

Key characteristics

Sharpe Ratio

FGRTX:

0.45

MGC:

0.58

Sortino Ratio

FGRTX:

0.75

MGC:

0.93

Omega Ratio

FGRTX:

1.11

MGC:

1.14

Calmar Ratio

FGRTX:

0.47

MGC:

0.60

Martin Ratio

FGRTX:

1.94

MGC:

2.43

Ulcer Index

FGRTX:

4.50%

MGC:

4.77%

Daily Std Dev

FGRTX:

19.34%

MGC:

20.08%

Max Drawdown

FGRTX:

-57.06%

MGC:

-52.20%

Current Drawdown

FGRTX:

-9.86%

MGC:

-11.23%

Returns By Period

In the year-to-date period, FGRTX achieves a -4.13% return, which is significantly higher than MGC's -7.05% return. Over the past 10 years, FGRTX has underperformed MGC with an annualized return of 5.73%, while MGC has yielded a comparatively higher 12.59% annualized return.


FGRTX

YTD

-4.13%

1M

-5.60%

6M

-4.13%

1Y

7.37%

5Y*

16.01%

10Y*

5.73%

MGC

YTD

-7.05%

1M

-5.33%

6M

-5.11%

1Y

10.28%

5Y*

16.21%

10Y*

12.59%

*Annualized

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FGRTX vs. MGC - Expense Ratio Comparison

FGRTX has a 0.61% expense ratio, which is higher than MGC's 0.07% expense ratio.


Expense ratio chart for FGRTX: current value is 0.61%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGRTX: 0.61%
Expense ratio chart for MGC: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MGC: 0.07%

Risk-Adjusted Performance

FGRTX vs. MGC — Risk-Adjusted Performance Rank

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

FGRTX
The Risk-Adjusted Performance Rank of FGRTX is 5858
Overall Rank
The Sharpe Ratio Rank of FGRTX is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of FGRTX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of FGRTX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of FGRTX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of FGRTX is 5858
Martin Ratio Rank

MGC
The Risk-Adjusted Performance Rank of MGC is 6767
Overall Rank
The Sharpe Ratio Rank of MGC is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MGC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MGC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of MGC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of MGC is 6767
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.

FGRTX vs. MGC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Mega Cap Stock Fund (FGRTX) and Vanguard Mega Cap ETF (MGC). 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 FGRTX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.00
FGRTX: 0.45
MGC: 0.58
The chart of Sortino ratio for FGRTX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
FGRTX: 0.75
MGC: 0.93
The chart of Omega ratio for FGRTX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
FGRTX: 1.11
MGC: 1.14
The chart of Calmar ratio for FGRTX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.00
FGRTX: 0.47
MGC: 0.60
The chart of Martin ratio for FGRTX, currently valued at 1.94, compared to the broader market0.0010.0020.0030.0040.0050.00
FGRTX: 1.94
MGC: 2.43

The current FGRTX Sharpe Ratio is 0.45, which is comparable to the MGC Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FGRTX and MGC, 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
0.45
0.58
FGRTX
MGC

Dividends

FGRTX vs. MGC - Dividend Comparison

FGRTX's dividend yield for the trailing twelve months is around 1.09%, less than MGC's 1.25% yield.


TTM20242023202220212020201920182017201620152014
FGRTX
Fidelity Mega Cap Stock Fund
1.09%1.04%1.06%1.34%1.76%2.87%2.01%2.22%1.57%1.48%4.07%5.39%
MGC
Vanguard Mega Cap ETF
1.25%1.15%1.35%1.65%1.17%1.45%1.81%2.10%1.82%2.14%2.11%1.81%

Drawdowns

FGRTX vs. MGC - Drawdown Comparison

The maximum FGRTX drawdown since its inception was -57.06%, which is greater than MGC's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for FGRTX and MGC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.86%
-11.23%
FGRTX
MGC

Volatility

FGRTX vs. MGC - Volatility Comparison

Fidelity Mega Cap Stock Fund (FGRTX) and Vanguard Mega Cap ETF (MGC) have volatilities of 14.38% and 14.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
14.38%
14.48%
FGRTX
MGC