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FSBDX vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSBDX and VONG is 0.95, 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.


-0.50.00.51.01.0

Performance

FSBDX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Blue Chip Growth Fund (FSBDX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
599.62%
465.94%
FSBDX
VONG

Key characteristics

Sharpe Ratio

FSBDX:

2.18

VONG:

2.15

Sortino Ratio

FSBDX:

2.83

VONG:

2.77

Omega Ratio

FSBDX:

1.39

VONG:

1.39

Calmar Ratio

FSBDX:

2.88

VONG:

2.81

Martin Ratio

FSBDX:

10.79

VONG:

11.01

Ulcer Index

FSBDX:

4.00%

VONG:

3.35%

Daily Std Dev

FSBDX:

19.85%

VONG:

17.17%

Max Drawdown

FSBDX:

-42.25%

VONG:

-32.72%

Current Drawdown

FSBDX:

-2.42%

VONG:

-2.62%

Returns By Period

In the year-to-date period, FSBDX achieves a 41.17% return, which is significantly higher than VONG's 35.22% return. Over the past 10 years, FSBDX has outperformed VONG with an annualized return of 19.06%, while VONG has yielded a comparatively lower 16.75% annualized return.


FSBDX

YTD

41.17%

1M

4.14%

6M

11.99%

1Y

41.08%

5Y*

22.81%

10Y*

19.06%

VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

Compare stocks, funds, or ETFs

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


FSBDX vs. VONG - Expense Ratio Comparison

FSBDX has a 0.00% expense ratio, which is lower than VONG's 0.08% 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%.


VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FSBDX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

FSBDX vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Blue Chip Growth Fund (FSBDX) and Vanguard Russell 1000 Growth ETF (VONG). 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 FSBDX, currently valued at 2.18, compared to the broader market-1.000.001.002.003.004.002.182.15
The chart of Sortino ratio for FSBDX, currently valued at 2.83, compared to the broader market-2.000.002.004.006.008.0010.002.832.77
The chart of Omega ratio for FSBDX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.39
The chart of Calmar ratio for FSBDX, currently valued at 2.88, compared to the broader market0.002.004.006.008.0010.0012.0014.002.882.81
The chart of Martin ratio for FSBDX, currently valued at 10.79, compared to the broader market0.0020.0040.0060.0010.7911.01
FSBDX
VONG

The current FSBDX Sharpe Ratio is 2.18, which is comparable to the VONG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of FSBDX and VONG, 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
2.18
2.15
FSBDX
VONG

Dividends

FSBDX vs. VONG - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 0.43%, more than VONG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
FSBDX
Fidelity Series Blue Chip Growth Fund
0.43%0.54%0.63%0.33%0.60%0.72%0.93%0.53%0.28%11.66%1.20%0.08%
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

FSBDX vs. VONG - Drawdown Comparison

The maximum FSBDX drawdown since its inception was -42.25%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for FSBDX and VONG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.42%
-2.62%
FSBDX
VONG

Volatility

FSBDX vs. VONG - Volatility Comparison

Fidelity Series Blue Chip Growth Fund (FSBDX) has a higher volatility of 5.41% compared to Vanguard Russell 1000 Growth ETF (VONG) at 4.94%. This indicates that FSBDX's price experiences larger fluctuations and is considered to be riskier than VONG 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%JulyAugustSeptemberOctoberNovemberDecember
5.41%
4.94%
FSBDX
VONG
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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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