PortfoliosLab logoPortfoliosLab logo
FHNFX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHNFX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Government Bond Index Fund (FHNFX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FHNFX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FHNFX
Fidelity Series Government Bond Index Fund
-0.27%7.52%1.03%4.03%-12.72%-2.54%7.50%6.82%1.65%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%-16.03%

Returns By Period

In the year-to-date period, FHNFX achieves a -0.27% return, which is significantly higher than FBGRX's -7.12% return.


FHNFX

1D
0.00%
1M
-1.61%
YTD
-0.27%
6M
0.24%
1Y
2.91%
3Y*
2.96%
5Y*
-0.04%
10Y*

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FHNFX vs. FBGRX - Expense Ratio Comparison

FHNFX has a 0.00% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Return for Risk

FHNFX vs. FBGRX — Risk / Return Rank

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

FHNFX
FHNFX Risk / Return Rank: 3737
Overall Rank
FHNFX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
FHNFX Sortino Ratio Rank: 3030
Sortino Ratio Rank
FHNFX Omega Ratio Rank: 2121
Omega Ratio Rank
FHNFX Calmar Ratio Rank: 6565
Calmar Ratio Rank
FHNFX Martin Ratio Rank: 3939
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FHNFX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Government Bond Index Fund (FHNFX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FHNFXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

0.78

1.13

-0.35

Sortino ratio

Return per unit of downside risk

1.15

1.73

-0.58

Omega ratio

Gain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratio

Return relative to maximum drawdown

1.60

2.00

-0.40

Martin ratio

Return relative to average drawdown

4.29

7.92

-3.63

FHNFX vs. FBGRX - Sharpe Ratio Comparison

The current FHNFX Sharpe Ratio is 0.78, which is lower than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FHNFX and FBGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FHNFXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

1.13

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.47

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.65

-0.37

Correlation

The correlation between FHNFX and FBGRX is -0.06. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

FHNFX vs. FBGRX - Dividend Comparison

FHNFX's dividend yield for the trailing twelve months is around 3.76%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FHNFX
Fidelity Series Government Bond Index Fund
3.76%4.91%3.69%2.50%1.30%0.86%2.69%2.78%1.02%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FHNFX vs. FBGRX - Drawdown Comparison

The maximum FHNFX drawdown since its inception was -19.42%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FHNFX and FBGRX.


Loading graphics...

Drawdown Indicators


FHNFXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-58.64%

+39.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.57%

-13.89%

+11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-43.08%

+26.37%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-6.28%

-8.68%

+2.40%

Average Drawdown

Average peak-to-trough decline

-7.76%

-12.58%

+4.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

3.51%

-2.55%

Volatility

FHNFX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Series Government Bond Index Fund (FHNFX) is 1.37%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FHNFX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FHNFXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

7.83%

-6.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

14.08%

-11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

24.98%

-20.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

24.93%

-19.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.46%

23.63%

-18.17%