FIDJX vs. FGRTX

Last updated Aug 4, 2026

FIDJX (Fidelity SAI Sustainable Sector Fund) and FGRTX (Fidelity Mega Cap Stock Fund) are both Large Cap Blend Equities funds from Fidelity. Both are actively managed. Over the past 3 years, FIDJX returned 20.37%/yr vs 23.41%/yr for FGRTX. Their correlation of 0.95 means they have usually moved in the same direction. FIDJX charges 0.44%/yr vs 0.58%/yr for FGRTX.

Performance

FIDJX vs. FGRTX - Performance Comparison

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

Returns By Period

In the year-to-date period, FIDJX achieves a 13.28% return, which is significantly higher than FGRTX's 11.94% return.

FIDJX

• 1D: 0.66%
• 1M: -1.56%
• 6M: 10.13%
• YTD: 13.28%
• 1Y: 26.94%
• 3Y*: 20.37%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.85%

FGRTX

• 1D: 1.13%
• 1M: 1.30%
• 6M: 8.16%
• YTD: 11.94%
• 1Y: 24.88%
• 3Y*: 23.41%
• 5Y*: 16.67%
• 10Y*: 16.34%
• ALL TIME*: 8.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
FGRTX Fidelity Mega Cap Stock Fund	$0.00	$0.00	$0.00
FIDJX Fidelity SAI Sustainable Sector Fund	$0.00	$0.00	$0.00

FIDJX vs. FGRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FIDJX Fidelity SAI Sustainable Sector Fund	13.28%	17.55%	23.85%	31.66%	-10.52%
FGRTX Fidelity Mega Cap Stock Fund	11.94%	26.92%	25.98%	26.51%	-4.44%

Correlation

The correlation between FIDJX and FGRTX is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (All Time) Calculated using the full available price history since Apr 25, 2022	0.95

The correlation between FIDJX and FGRTX has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Return for Risk

FIDJX vs. FGRTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FIDJX

FIDJX Risk / Return Rank: 75
FIDJX Sharpe Ratio Rank: 72
FIDJX Sortino Ratio Rank: 67
FIDJX Omega Ratio Rank: 66
FIDJX Calmar Ratio Rank: 83
FIDJX Martin Ratio Rank: 89

FGRTX

FGRTX Risk / Return Rank: 75
FGRTX Sharpe Ratio Rank: 75
FGRTX Sortino Ratio Rank: 72
FGRTX Omega Ratio Rank: 70
FGRTX Calmar Ratio Rank: 76
FGRTX Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FIDJX vs. FGRTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Sector Fund (FIDJX) and Fidelity Mega Cap Stock Fund (FGRTX). 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.

	FIDJX	FGRTX	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.79	-0.04
Sortino ratio: Return per unit of downside risk	2.40	2.51	-0.10
Omega ratio: Gain probability vs. loss probability	1.31	1.32	-0.01
Calmar ratio: Return relative to maximum drawdown	2.90	2.57	+0.33
Martin ratio: Return relative to average drawdown	12.39	11.10	+1.29

FIDJX vs. FGRTX - Sharpe Ratio Comparison

The current FIDJX Sharpe Ratio is 1.75, which is comparable to the FGRTX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FIDJX and FGRTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FIDJX vs. FGRTX - Drawdown Comparison

The maximum FIDJX drawdown since its inception was -20.43%, smaller than the maximum FGRTX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for FIDJX and FGRTX.

Drawdown Indicators

	FIDJX	FGRTX	Difference
Max Drawdown Largest peak-to-trough decline	-20.43%	-56.17%	+35.74%
Max Drawdown (1Y) Largest decline over 1 year	-8.63%	-8.99%	+0.36%
Max Drawdown (3Y) Largest decline over 3 years	-20.43%	-18.51%	-1.92%
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	-2.41%	-0.31%	-2.10%
Average Drawdown Average peak-to-trough decline	-3.49%	-8.68%	+5.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	2.08%	-0.06%

Volatility

FIDJX vs. FGRTX - Volatility Comparison

Fidelity SAI Sustainable Sector Fund (FIDJX) has a higher volatility of 4.17% compared to Fidelity Mega Cap Stock Fund (FGRTX) at 3.78%. This indicates that FIDJX's price experiences larger fluctuations and is considered to be riskier than FGRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FIDJX	FGRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	3.78%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	11.49%	10.02%	+1.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.30%	12.90%	+1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.12%	16.72%	+1.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.12%	18.08%	+0.04%

FIDJX vs. FGRTX - Expense Ratio Comparison

FIDJX has a 0.44% expense ratio, which is lower than FGRTX's 0.58% expense ratio.

Dividends

FIDJX vs. FGRTX - Dividend Comparison

FIDJX's dividend yield for the trailing twelve months is around 0.33%, less than FGRTX's 3.47% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGRTX Fidelity Mega Cap Stock Fund	3.47%	3.89%	2.68%	2.06%	4.38%	4.79%	7.96%	12.98%	21.72%	15.57%	1.97%	4.16%
FIDJX Fidelity SAI Sustainable Sector Fund	0.33%	0.60%	1.74%	0.52%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FIDJX and FGRTX in my portfolio?

With a correlation of 0.93, FIDJX and FGRTX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, FIDJX or FGRTX?

FIDJX has higher volatility (4.17%) compared to FGRTX (3.78%). In terms of maximum drawdown, FIDJX dropped -20.43% vs FGRTX's -56.17%.

Which has better risk-adjusted returns?

FGRTX currently has the higher Sharpe Ratio (1.79 vs 1.75), 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.