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FIQGX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQGX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Emerging Markets Discovery Fund Class Z (FIQGX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FIQGX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQGX
Fidelity Advisor Emerging Markets Discovery Fund Class Z
6.15%31.96%-3.54%20.94%-11.74%6.86%17.11%19.81%-1.18%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%-10.87%

Returns By Period

In the year-to-date period, FIQGX achieves a 6.15% return, which is significantly higher than FBGRX's -7.12% return.


FIQGX

1D
1.90%
1M
-6.09%
YTD
6.15%
6M
11.78%
1Y
36.85%
3Y*
15.79%
5Y*
7.98%
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)

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FIQGX vs. FBGRX - Expense Ratio Comparison

FIQGX has a 1.05% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FIQGX vs. FBGRX — Risk / Return Rank

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

FIQGX
FIQGX Risk / Return Rank: 9696
Overall Rank
FIQGX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FIQGX Sortino Ratio Rank: 9595
Sortino Ratio Rank
FIQGX Omega Ratio Rank: 9494
Omega Ratio Rank
FIQGX Calmar Ratio Rank: 9696
Calmar Ratio Rank
FIQGX Martin Ratio Rank: 9595
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.

FIQGX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Emerging Markets Discovery Fund Class Z (FIQGX) 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.


FIQGXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.64

1.13

+1.51

Sortino ratio

Return per unit of downside risk

3.28

1.73

+1.55

Omega ratio

Gain probability vs. loss probability

1.50

1.25

+0.25

Calmar ratio

Return relative to maximum drawdown

3.70

2.00

+1.70

Martin ratio

Return relative to average drawdown

14.41

7.92

+6.49

FIQGX vs. FBGRX - Sharpe Ratio Comparison

The current FIQGX Sharpe Ratio is 2.64, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FIQGX 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.


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Sharpe Ratios by Period


FIQGXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

1.13

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.47

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.65

-0.01

Correlation

The correlation between FIQGX and FBGRX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FIQGX vs. FBGRX - Dividend Comparison

FIQGX's dividend yield for the trailing twelve months is around 4.59%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FIQGX
Fidelity Advisor Emerging Markets Discovery Fund Class Z
4.59%4.87%4.07%2.20%1.86%12.04%0.71%1.22%2.16%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

FIQGX vs. FBGRX - Drawdown Comparison

The maximum FIQGX drawdown since its inception was -38.41%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FIQGX and FBGRX.


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Drawdown Indicators


FIQGXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-58.64%

+20.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-13.89%

+3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-27.36%

-43.08%

+15.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-7.83%

-8.68%

+0.85%

Average Drawdown

Average peak-to-trough decline

-7.02%

-12.58%

+5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.51%

-0.96%

Volatility

FIQGX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Advisor Emerging Markets Discovery Fund Class Z (FIQGX) is 6.78%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FIQGX 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.


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Volatility by Period


FIQGXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

7.83%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

14.08%

-4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.45%

24.98%

-10.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

24.93%

-10.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.77%

23.63%

-6.86%