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FSBDX vs. FATEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSBDX vs. FATEX - Performance Comparison

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

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FSBDX vs. FATEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSBDX
Fidelity Series Blue Chip Growth Fund
-10.92%20.31%39.76%57.42%-37.20%22.53%62.77%33.24%4.53%35.27%
FATEX
Fidelity Advisor Technology Fund Class M
0.00%24.05%34.69%58.93%-36.34%26.95%63.52%50.18%-8.78%49.01%

Returns By Period


FSBDX

1D
-1.16%
1M
-8.78%
YTD
-10.92%
6M
-7.85%
1Y
23.48%
3Y*
25.27%
5Y*
11.81%
10Y*
19.37%

FATEX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSBDX vs. FATEX - Expense Ratio Comparison

FSBDX has a 0.00% expense ratio, which is lower than FATEX's 1.21% expense ratio.


Return for Risk

FSBDX vs. FATEX — Risk / Return Rank

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

FSBDX
FSBDX Risk / Return Rank: 5858
Overall Rank
FSBDX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FSBDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FSBDX Omega Ratio Rank: 5555
Omega Ratio Rank
FSBDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
FSBDX Martin Ratio Rank: 6161
Martin Ratio Rank

FATEX
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.

FSBDX vs. FATEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity Advisor Technology Fund Class M (FATEX). 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.


FSBDXFATEXDifference

Sharpe ratio

Return per unit of total volatility

0.95

Sortino ratio

Return per unit of downside risk

1.49

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

1.44

Martin ratio

Return relative to average drawdown

5.78

FSBDX vs. FATEX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FSBDXFATEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

Correlation

The correlation between FSBDX and FATEX is 0.93, 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

FSBDX vs. FATEX - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 4.19%, less than FATEX's 12.39% yield.


TTM20252024202320222021202020192018201720162015
FSBDX
Fidelity Series Blue Chip Growth Fund
4.19%3.73%8.92%0.54%3.93%24.67%40.16%11.36%15.87%10.80%1.41%13.10%
FATEX
Fidelity Advisor Technology Fund Class M
12.39%12.39%8.86%4.29%4.07%13.60%8.26%2.48%25.20%8.44%1.60%4.60%

Drawdowns

FSBDX vs. FATEX - Drawdown Comparison


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Drawdown Indicators


FSBDXFATEXDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-42.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

-12.41%

Average Drawdown

Average peak-to-trough decline

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

Volatility

FSBDX vs. FATEX - Volatility Comparison


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Volatility by Period


FSBDXFATEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%