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FIWCX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIWCX vs. FBGRX - Performance Comparison

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

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FIWCX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FIWCX
Fidelity SAI International Value Index Fund
5.56%43.38%4.94%18.99%-5.96%13.88%-3.94%17.30%-16.13%0.77%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%-0.70%

Returns By Period

In the year-to-date period, FIWCX achieves a 5.56% return, which is significantly higher than FBGRX's -7.12% return.


FIWCX

1D
2.70%
1M
-5.00%
YTD
5.56%
6M
13.36%
1Y
35.11%
3Y*
20.49%
5Y*
12.78%
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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FIWCX vs. FBGRX - Expense Ratio Comparison

FIWCX has a 0.17% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Return for Risk

FIWCX vs. FBGRX — Risk / Return Rank

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

FIWCX
FIWCX Risk / Return Rank: 9191
Overall Rank
FIWCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
FIWCX Sortino Ratio Rank: 9292
Sortino Ratio Rank
FIWCX Omega Ratio Rank: 9090
Omega Ratio Rank
FIWCX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FIWCX Martin Ratio Rank: 9191
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.

FIWCX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Value Index Fund (FIWCX) 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.


FIWCXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

2.15

1.13

+1.02

Sortino ratio

Return per unit of downside risk

2.77

1.73

+1.05

Omega ratio

Gain probability vs. loss probability

1.42

1.25

+0.17

Calmar ratio

Return relative to maximum drawdown

2.67

2.00

+0.67

Martin ratio

Return relative to average drawdown

10.70

7.92

+2.78

FIWCX vs. FBGRX - Sharpe Ratio Comparison

The current FIWCX Sharpe Ratio is 2.15, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FIWCX 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


FIWCXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

1.13

+1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.47

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.65

-0.19

Correlation

The correlation between FIWCX and FBGRX is 0.58, 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

FIWCX vs. FBGRX - Dividend Comparison

FIWCX's dividend yield for the trailing twelve months is around 6.61%, more than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FIWCX
Fidelity SAI International Value Index Fund
6.61%6.97%4.26%5.88%4.66%8.74%1.58%3.40%2.18%0.07%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

FIWCX vs. FBGRX - Drawdown Comparison

The maximum FIWCX drawdown since its inception was -42.73%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FIWCX and FBGRX.


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Drawdown Indicators


FIWCXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-42.73%

-58.64%

+15.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-13.89%

+2.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-43.08%

+14.59%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-6.93%

-8.68%

+1.75%

Average Drawdown

Average peak-to-trough decline

-9.23%

-12.58%

+3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.51%

-0.49%

Volatility

FIWCX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity SAI International Value Index Fund (FIWCX) is 7.35%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.83%. This indicates that FIWCX 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


FIWCXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

7.83%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.72%

14.08%

-3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

24.98%

-8.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

24.93%

-8.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.25%

23.63%

-5.38%