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FIQOX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIQOX vs. FBGRX - Performance Comparison

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

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FIQOX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FIQOX
Fidelity Advisor Worldwide Fund Class Z
-3.07%16.27%46.05%25.10%-25.64%18.58%31.08%29.13%-10.40%
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, FIQOX achieves a -3.07% return, which is significantly higher than FBGRX's -7.12% return.


FIQOX

1D
4.03%
1M
-6.03%
YTD
-3.07%
6M
-1.84%
1Y
21.79%
3Y*
24.42%
5Y*
11.83%
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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FIQOX vs. FBGRX - Expense Ratio Comparison

FIQOX has a 0.90% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FIQOX vs. FBGRX — Risk / Return Rank

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

FIQOX
FIQOX Risk / Return Rank: 6161
Overall Rank
FIQOX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
FIQOX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FIQOX Omega Ratio Rank: 5353
Omega Ratio Rank
FIQOX Calmar Ratio Rank: 7272
Calmar Ratio Rank
FIQOX Martin Ratio Rank: 6868
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.

FIQOX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class Z (FIQOX) 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.


FIQOXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.13

0.00

Sortino ratio

Return per unit of downside risk

1.63

1.73

-0.09

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.88

2.00

-0.12

Martin ratio

Return relative to average drawdown

7.24

7.92

-0.68

FIQOX vs. FBGRX - Sharpe Ratio Comparison

The current FIQOX Sharpe Ratio is 1.13, which is comparable to the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FIQOX 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


FIQOXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.13

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.47

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.65

+0.04

Correlation

The correlation between FIQOX and FBGRX is 0.92, 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.


Dividends

FIQOX vs. FBGRX - Dividend Comparison

FIQOX's dividend yield for the trailing twelve months is around 11.97%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FIQOX
Fidelity Advisor Worldwide Fund Class Z
11.97%11.60%26.02%1.10%6.51%12.99%8.23%5.09%9.32%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

FIQOX vs. FBGRX - Drawdown Comparison

The maximum FIQOX drawdown since its inception was -33.64%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FIQOX and FBGRX.


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Drawdown Indicators


FIQOXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-58.64%

+25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-13.89%

+2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.64%

-43.08%

+9.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-8.18%

-8.68%

+0.50%

Average Drawdown

Average peak-to-trough decline

-8.01%

-12.58%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

3.51%

-0.47%

Volatility

FIQOX vs. FBGRX - Volatility Comparison

Fidelity Advisor Worldwide Fund Class Z (FIQOX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 8.18% and 7.83%, 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.


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Volatility by Period


FIQOXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

7.83%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

14.08%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

24.98%

-4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

24.93%

-5.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.18%

23.63%

-2.45%