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FSBDX vs. FSPSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSBDX vs. FSPSX - Performance Comparison

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

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FSBDX vs. FSPSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSBDX
Fidelity Series Blue Chip Growth Fund
-6.92%20.31%39.76%57.42%-37.20%22.53%62.77%33.24%4.53%35.27%
FSPSX
Fidelity International Index Fund
0.95%31.98%3.70%18.31%-14.23%11.45%8.16%22.03%-13.55%25.37%

Returns By Period

In the year-to-date period, FSBDX achieves a -6.92% return, which is significantly lower than FSPSX's 0.95% return. Over the past 10 years, FSBDX has outperformed FSPSX with an annualized return of 19.89%, while FSPSX has yielded a comparatively lower 8.97% annualized return.


FSBDX

1D
4.49%
1M
-4.93%
YTD
-6.92%
6M
-3.87%
1Y
27.69%
3Y*
27.12%
5Y*
12.43%
10Y*
19.89%

FSPSX

1D
2.95%
1M
-6.35%
YTD
0.95%
6M
5.01%
1Y
22.97%
3Y*
14.61%
5Y*
8.36%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSBDX vs. FSPSX - Expense Ratio Comparison

FSBDX has a 0.00% expense ratio, which is lower than FSPSX's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FSBDX vs. FSPSX — Risk / Return Rank

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

FSBDX
FSBDX Risk / Return Rank: 7373
Overall Rank
FSBDX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FSBDX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FSBDX Omega Ratio Rank: 6565
Omega Ratio Rank
FSBDX Calmar Ratio Rank: 8383
Calmar Ratio Rank
FSBDX Martin Ratio Rank: 8282
Martin Ratio Rank

FSPSX
FSPSX Risk / Return Rank: 7676
Overall Rank
FSPSX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FSPSX Sortino Ratio Rank: 7575
Sortino Ratio Rank
FSPSX Omega Ratio Rank: 7373
Omega Ratio Rank
FSPSX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FSPSX Martin Ratio Rank: 7777
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.

FSBDX vs. FSPSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity International Index Fund (FSPSX). 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.


FSBDXFSPSXDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.39

-0.21

Sortino ratio

Return per unit of downside risk

1.78

1.90

-0.12

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

2.10

1.94

+0.17

Martin ratio

Return relative to average drawdown

8.31

7.43

+0.88

FSBDX vs. FSPSX - Sharpe Ratio Comparison

The current FSBDX Sharpe Ratio is 1.17, which is comparable to the FSPSX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of FSBDX and FSPSX, 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


FSBDXFSPSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.39

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.53

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.55

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.47

+0.34

Correlation

The correlation between FSBDX and FSPSX is 0.66, 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

FSBDX vs. FSPSX - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 4.01%, more than FSPSX's 3.12% yield.


TTM20252024202320222021202020192018201720162015
FSBDX
Fidelity Series Blue Chip Growth Fund
4.01%3.73%8.92%0.54%3.93%24.67%40.16%11.36%15.87%10.80%1.41%13.10%
FSPSX
Fidelity International Index Fund
3.12%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%

Drawdowns

FSBDX vs. FSPSX - Drawdown Comparison

The maximum FSBDX drawdown since its inception was -42.25%, which is greater than FSPSX's maximum drawdown of -33.69%. Use the drawdown chart below to compare losses from any high point for FSBDX and FSPSX.


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Drawdown Indicators


FSBDXFSPSXDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-33.69%

-8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-11.39%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.25%

-29.41%

-12.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

-33.69%

-8.56%

Current Drawdown

Current decline from peak

-8.47%

-8.22%

-0.25%

Average Drawdown

Average peak-to-trough decline

-7.33%

-6.60%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.97%

+0.49%

Volatility

FSBDX vs. FSPSX - Volatility Comparison

Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity International Index Fund (FSPSX) have volatilities of 7.75% and 7.65%, 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


FSBDXFSPSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

7.65%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

11.01%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

17.00%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

15.82%

+9.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.45%

16.49%

+6.96%