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FITFX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FITFX vs. FBGRX - Performance Comparison

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

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FITFX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FITFX
Fidelity Flex International Index Fund
2.15%33.21%5.37%15.45%-15.72%7.76%10.77%21.44%-13.97%21.09%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%23.94%

Returns By Period

In the year-to-date period, FITFX achieves a 2.15% return, which is significantly higher than FBGRX's -7.12% return.


FITFX

1D
3.01%
1M
-6.91%
YTD
2.15%
6M
6.52%
1Y
27.50%
3Y*
15.68%
5Y*
7.46%
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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FITFX vs. FBGRX - Expense Ratio Comparison

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


Return for Risk

FITFX vs. FBGRX — Risk / Return Rank

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

FITFX
FITFX Risk / Return Rank: 8585
Overall Rank
FITFX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FITFX Sortino Ratio Rank: 8585
Sortino Ratio Rank
FITFX Omega Ratio Rank: 8484
Omega Ratio Rank
FITFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FITFX Martin Ratio Rank: 8484
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.

FITFX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Flex International Index Fund (FITFX) 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.


FITFXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.13

+0.60

Sortino ratio

Return per unit of downside risk

2.31

1.73

+0.58

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

2.28

2.00

+0.28

Martin ratio

Return relative to average drawdown

8.81

7.92

+0.89

FITFX vs. FBGRX - Sharpe Ratio Comparison

The current FITFX Sharpe Ratio is 1.73, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FITFX 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


FITFXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.13

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.47

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.65

-0.12

Correlation

The correlation between FITFX and FBGRX is 0.70, 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

FITFX vs. FBGRX - Dividend Comparison

FITFX's dividend yield for the trailing twelve months is around 2.82%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FITFX
Fidelity Flex International Index Fund
2.82%2.88%2.77%2.67%2.60%2.25%1.50%2.54%1.92%1.70%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

FITFX vs. FBGRX - Drawdown Comparison

The maximum FITFX drawdown since its inception was -34.84%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FITFX and FBGRX.


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Drawdown Indicators


FITFXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.84%

-58.64%

+23.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-13.89%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-29.74%

-43.08%

+13.34%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-8.55%

-8.68%

+0.13%

Average Drawdown

Average peak-to-trough decline

-7.54%

-12.58%

+5.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.51%

-0.60%

Volatility

FITFX vs. FBGRX - Volatility Comparison

Fidelity Flex International Index Fund (FITFX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 7.98% 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


FITFXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.98%

7.83%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

14.08%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

24.98%

-8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

24.93%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

23.63%

-7.32%