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FICQX vs. FBGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FICQX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity International Capital Appreciation Fund (FICQX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FICQX achieves a 9.52% return, which is significantly lower than FBGRX's 13.83% return.


FICQX

1D
-4.28%
1M
3.74%
YTD
9.52%
6M
9.03%
1Y
3Y*
5Y*
10Y*

FBGRX

1D
-2.58%
1M
0.18%
YTD
13.83%
6M
12.39%
1Y
34.82%
3Y*
29.71%
5Y*
14.56%
10Y*
22.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FICQX vs. FBGRX - Yearly Performance Comparison


Correlation

The correlation between FICQX and FBGRX is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 26, 2025

0.79

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Return for Risk

FICQX vs. FBGRX — Risk / Return Rank

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

FICQX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FBGRX
FBGRX Risk / Return Rank: 5454
Overall Rank
FBGRX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 4545
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 6666
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.

FICQX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity International Capital Appreciation Fund (FICQX) 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.

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.


FICQXFBGRXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.95

Martin ratioReturn relative to average drawdown

12.10

FICQX vs. FBGRX - Sharpe Ratio Comparison


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Drawdowns

FICQX vs. FBGRX - Drawdown Comparison

The maximum FICQX drawdown since its inception was -14.45%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FICQX and FBGRX.


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Drawdown Indicators


FICQXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.45%

-58.64%

+44.19%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

Max Drawdown (3Y)

Largest decline over 3 years

-27.07%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-4.28%

-4.71%

+0.43%

Average Drawdown

Average peak-to-trough decline

-2.81%

-12.51%

+9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

Volatility

FICQX vs. FBGRX - Volatility Comparison


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Volatility by Period


FICQXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

20.54%

19.01%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.54%

25.11%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

23.78%

-3.24%

FICQX vs. FBGRX - Expense Ratio Comparison

FICQX has a 0.81% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Dividends

FICQX vs. FBGRX - Dividend Comparison

FICQX's dividend yield for the trailing twelve months is around 5.46%, more than FBGRX's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
FBGRX
Fidelity Blue Chip Growth Fund
1.67%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FICQX
Fidelity International Capital Appreciation Fund
5.46%5.98%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FICQX and FBGRX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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