FSBDX vs. VONG
FSBDX (Fidelity Series Blue Chip Growth Fund) and VONG (Vanguard Russell 1000 Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, FSBDX returned 23.30%/yr vs 18.39%/yr for VONG. With a 0.96 correlation, they move nearly in lockstep. FSBDX charges 0.00%/yr vs 0.06%/yr for VONG.
Performance
FSBDX vs. VONG - Performance Comparison
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Returns By Period
In the year-to-date period, FSBDX achieves a 17.97% return, which is significantly higher than VONG's 1.56% return. Over the past 10 years, FSBDX has outperformed VONG with an annualized return of 23.30%, while VONG has yielded a comparatively lower 18.39% annualized return.
FSBDX
- 1D
- -1.85%
- 1M
- 3.32%
- YTD
- 17.97%
- 6M
- 16.75%
- 1Y
- 42.72%
- 3Y*
- 31.68%
- 5Y*
- 16.24%
- 10Y*
- 23.30%
VONG
- 1D
- -1.57%
- 1M
- -3.99%
- YTD
- 1.56%
- 6M
- 0.27%
- 1Y
- 18.03%
- 3Y*
- 21.88%
- 5Y*
- 13.07%
- 10Y*
- 18.39%
FSBDX vs. VONG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FSBDX Fidelity Series Blue Chip Growth Fund | 17.97% | 20.31% | 39.76% | 57.42% | -37.20% | 22.53% | 62.77% | 33.24% | 4.53% | 35.27% |
VONG Vanguard Russell 1000 Growth ETF | 1.56% | 18.45% | 33.20% | 42.67% | -29.18% | 27.60% | 38.30% | 36.06% | -1.53% | 30.05% |
Correlation
The correlation between FSBDX and VONG is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2013 | 0.96 |
The correlation between FSBDX and VONG has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
FSBDX vs. VONG — Risk / Return Rank
FSBDX
VONG
FSBDX vs. VONG - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FSBDX | VONG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.20 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.53 | 1.12 | +2.41 |
| Martin ratioReturn relative to average drawdown | 14.47 | 3.64 | +10.83 |
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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.
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Drawdown Indicators
| FSBDX | VONG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.25% | -32.72% | -9.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.41% | -16.23% | +3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.09% | -23.27% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -42.25% | -32.72% | -9.53% |
Max Drawdown (10Y)Largest decline over 10 years | -42.25% | -32.72% | -9.53% |
Current DrawdownCurrent decline from peak | -2.13% | -6.82% | +4.69% |
Average DrawdownAverage peak-to-trough decline | -7.22% | -4.88% | -2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 4.97% | -1.95% |
Volatility
FSBDX vs. VONG - Volatility Comparison
Fidelity Series Blue Chip Growth Fund (FSBDX) has a higher volatility of 8.21% compared to Vanguard Russell 1000 Growth ETF (VONG) at 6.04%. 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.
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Volatility by Period
| FSBDX | VONG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 6.04% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 12.59% | +2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.91% | 16.17% | +2.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.00% | 21.45% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.62% | 20.92% | +2.70% |
FSBDX vs. VONG - Expense Ratio Comparison
FSBDX has a 0.00% expense ratio, which is lower than VONG's 0.06% 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%.
Dividends
FSBDX vs. VONG - Dividend Comparison
FSBDX's dividend yield for the trailing twelve months is around 3.16%, more than VONG's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FSBDX Fidelity Series Blue Chip Growth Fund | 3.16% | 3.73% | 8.92% | 0.54% | 3.93% | 24.67% | 40.16% | 11.36% | 15.87% | 10.80% | 1.41% | 13.10% |
VONG Vanguard Russell 1000 Growth ETF | 0.47% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
Frequently Asked Questions
With a correlation of 0.95, FSBDX and VONG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
FSBDX has higher volatility (8.21%) compared to VONG (6.04%). In terms of maximum drawdown, FSBDX dropped -42.25% vs VONG's -32.72%.
FSBDX currently has the higher Sharpe Ratio (2.32 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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