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FSBDX vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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FSBDX vs. VONG - 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%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, FSBDX achieves a -10.92% return, which is significantly lower than VONG's -9.79% return. Over the past 10 years, FSBDX has outperformed VONG with an annualized return of 19.37%, while VONG has yielded a comparatively lower 16.65% annualized return.


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%

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


Return for Risk

FSBDX vs. VONG — 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

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
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. 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.


FSBDXVONGDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.84

+0.11

Sortino ratio

Return per unit of downside risk

1.49

1.36

+0.13

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratio

Return relative to maximum drawdown

1.44

1.16

+0.28

Martin ratio

Return relative to average drawdown

5.78

4.00

+1.77

FSBDX vs. VONG - Sharpe Ratio Comparison

The current FSBDX Sharpe Ratio is 0.95, which is comparable to the VONG Sharpe Ratio of 0.84. 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.


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Sharpe Ratios by Period


FSBDXVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.84

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.80

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.84

-0.05

Correlation

The correlation between FSBDX and VONG is 0.96, 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. VONG - Dividend Comparison

FSBDX's dividend yield for the trailing twelve months is around 4.19%, more than VONG's 0.51% 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%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

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


FSBDXVONGDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-32.72%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

-16.23%

+2.58%

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 Drawdown

Current decline from peak

-12.41%

-13.09%

+0.68%

Average Drawdown

Average peak-to-trough decline

-7.32%

-4.90%

-2.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.72%

-1.31%

Volatility

FSBDX vs. VONG - Volatility Comparison

The current volatility for Fidelity Series Blue Chip Growth Fund (FSBDX) is 6.07%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.72%. This indicates that FSBDX experiences smaller price fluctuations and is considered to be less risky 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


FSBDXVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

6.72%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.32%

12.34%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

22.40%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.75%

21.35%

+3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.41%

20.82%

+2.59%