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FNCMX vs. AGTHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FNCMX and AGTHX is 0.94, 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.


-0.50.00.51.00.9

Performance

FNCMX vs. AGTHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity NASDAQ Composite Index Fund (FNCMX) and American Funds The Growth Fund of America Class A (AGTHX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
9.76%
1.66%
FNCMX
AGTHX

Key characteristics

Sharpe Ratio

FNCMX:

1.72

AGTHX:

1.04

Sortino Ratio

FNCMX:

2.27

AGTHX:

1.30

Omega Ratio

FNCMX:

1.31

AGTHX:

1.23

Calmar Ratio

FNCMX:

2.36

AGTHX:

1.36

Martin Ratio

FNCMX:

8.82

AGTHX:

8.02

Ulcer Index

FNCMX:

3.51%

AGTHX:

2.46%

Daily Std Dev

FNCMX:

17.99%

AGTHX:

19.07%

Max Drawdown

FNCMX:

-55.71%

AGTHX:

-65.35%

Current Drawdown

FNCMX:

-3.88%

AGTHX:

-11.92%

Returns By Period

In the year-to-date period, FNCMX achieves a 30.02% return, which is significantly higher than AGTHX's 18.56% return. Over the past 10 years, FNCMX has outperformed AGTHX with an annualized return of 15.54%, while AGTHX has yielded a comparatively lower 12.51% annualized return.


FNCMX

YTD

30.02%

1M

3.27%

6M

8.90%

1Y

30.11%

5Y*

17.04%

10Y*

15.54%

AGTHX

YTD

18.56%

1M

-6.74%

6M

1.39%

1Y

18.80%

5Y*

12.52%

10Y*

12.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FNCMX vs. AGTHX - Expense Ratio Comparison

FNCMX has a 0.29% expense ratio, which is lower than AGTHX's 0.61% expense ratio.


AGTHX
American Funds The Growth Fund of America Class A
Expense ratio chart for AGTHX: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
Expense ratio chart for FNCMX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

FNCMX vs. AGTHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity NASDAQ Composite Index Fund (FNCMX) and American Funds The Growth Fund of America Class A (AGTHX). 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.


Sharpe ratio
The chart of Sharpe ratio for FNCMX, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.721.04
The chart of Sortino ratio for FNCMX, currently valued at 2.27, compared to the broader market-2.000.002.004.006.008.0010.002.271.30
The chart of Omega ratio for FNCMX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.23
The chart of Calmar ratio for FNCMX, currently valued at 2.36, compared to the broader market0.005.0010.0015.002.361.36
The chart of Martin ratio for FNCMX, currently valued at 8.82, compared to the broader market0.0020.0040.0060.008.828.02
FNCMX
AGTHX

The current FNCMX Sharpe Ratio is 1.72, which is higher than the AGTHX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of FNCMX and AGTHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.72
1.04
FNCMX
AGTHX

Dividends

FNCMX vs. AGTHX - Dividend Comparison

FNCMX's dividend yield for the trailing twelve months is around 0.51%, while AGTHX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FNCMX
Fidelity NASDAQ Composite Index Fund
0.51%0.67%0.88%0.47%0.67%0.97%0.94%0.70%0.91%0.89%0.80%0.72%
AGTHX
American Funds The Growth Fund of America Class A
0.00%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%6.71%

Drawdowns

FNCMX vs. AGTHX - Drawdown Comparison

The maximum FNCMX drawdown since its inception was -55.71%, smaller than the maximum AGTHX drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for FNCMX and AGTHX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.88%
-11.92%
FNCMX
AGTHX

Volatility

FNCMX vs. AGTHX - Volatility Comparison

The current volatility for Fidelity NASDAQ Composite Index Fund (FNCMX) is 5.06%, while American Funds The Growth Fund of America Class A (AGTHX) has a volatility of 12.78%. This indicates that FNCMX experiences smaller price fluctuations and is considered to be less risky than AGTHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.06%
12.78%
FNCMX
AGTHX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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