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FSBDX vs. FXAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSBDX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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FSBDX vs. FXAIX - 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%
FXAIX
Fidelity 500 Index Fund
-4.34%17.84%25.01%26.29%-18.14%28.71%18.42%31.48%-4.43%21.82%

Returns By Period

In the year-to-date period, FSBDX achieves a -6.92% return, which is significantly lower than FXAIX's -4.34% return. Over the past 10 years, FSBDX has outperformed FXAIX with an annualized return of 19.89%, while FXAIX has yielded a comparatively lower 14.08% 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%

FXAIX

1D
2.92%
1M
-5.02%
YTD
-4.34%
6M
-2.14%
1Y
17.32%
3Y*
18.30%
5Y*
11.79%
10Y*
14.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSBDX vs. FXAIX - Expense Ratio Comparison

FSBDX has a 0.00% expense ratio, which is lower than FXAIX's 0.02% 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. FXAIX — 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

FXAIX
FXAIX Risk / Return Rank: 6060
Overall Rank
FXAIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FXAIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FXAIX Omega Ratio Rank: 5656
Omega Ratio Rank
FXAIX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FXAIX Martin Ratio Rank: 7676
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. FXAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Blue Chip Growth Fund (FSBDX) and Fidelity 500 Index Fund (FXAIX). 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.


FSBDXFXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.97

+0.20

Sortino ratio

Return per unit of downside risk

1.78

1.49

+0.29

Omega ratio

Gain probability vs. loss probability

1.25

1.23

+0.03

Calmar ratio

Return relative to maximum drawdown

2.10

1.52

+0.59

Martin ratio

Return relative to average drawdown

8.31

7.30

+1.02

FSBDX vs. FXAIX - Sharpe Ratio Comparison

The current FSBDX Sharpe Ratio is 1.17, which is comparable to the FXAIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FSBDX and FXAIX, 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


FSBDXFXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.97

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.70

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.78

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.76

+0.04

Correlation

The correlation between FSBDX and FXAIX is 0.90, 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. FXAIX - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 4.01%, more than FXAIX's 1.16% 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%
FXAIX
Fidelity 500 Index Fund
1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%

Drawdowns

FSBDX vs. FXAIX - Drawdown Comparison

The maximum FSBDX drawdown since its inception was -42.25%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for FSBDX and FXAIX.


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Drawdown Indicators


FSBDXFXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-33.79%

-8.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-12.13%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-42.25%

-24.50%

-17.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

-33.79%

-8.46%

Current Drawdown

Current decline from peak

-8.47%

-6.23%

-2.24%

Average Drawdown

Average peak-to-trough decline

-7.33%

-3.83%

-3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

2.53%

+0.93%

Volatility

FSBDX vs. FXAIX - Volatility Comparison

Fidelity Series Blue Chip Growth Fund (FSBDX) has a higher volatility of 7.75% compared to Fidelity 500 Index Fund (FXAIX) at 5.34%. This indicates that FSBDX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSBDXFXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.75%

5.34%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.03%

9.53%

+4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

24.87%

18.32%

+6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.82%

16.92%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.45%

18.05%

+5.40%