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FSEAX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSEAX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Emerging Asia Fund (FSEAX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FSEAX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSEAX
Fidelity Emerging Asia Fund
3.41%36.43%21.80%13.58%-31.26%-14.91%73.43%30.97%-15.08%45.13%
FBGRX
Fidelity Blue Chip Growth Fund
-7.12%19.91%39.77%55.61%-38.45%22.64%62.20%33.43%1.02%36.01%

Returns By Period

In the year-to-date period, FSEAX achieves a 3.41% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, FSEAX has underperformed FBGRX with an annualized return of 12.74%, while FBGRX has yielded a comparatively higher 19.08% annualized return.


FSEAX

1D
2.76%
1M
-9.27%
YTD
3.41%
6M
3.75%
1Y
35.92%
3Y*
21.91%
5Y*
2.22%
10Y*
12.74%

FBGRX

1D
4.54%
1M
-5.07%
YTD
-7.12%
6M
-4.04%
1Y
26.78%
3Y*
26.54%
5Y*
11.74%
10Y*
19.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSEAX vs. FBGRX - Expense Ratio Comparison

FSEAX has a 1.02% expense ratio, which is higher than FBGRX's 0.79% expense ratio.


Return for Risk

FSEAX vs. FBGRX — Risk / Return Rank

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

FSEAX
FSEAX Risk / Return Rank: 8888
Overall Rank
FSEAX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FSEAX Sortino Ratio Rank: 8787
Sortino Ratio Rank
FSEAX Omega Ratio Rank: 8585
Omega Ratio Rank
FSEAX Calmar Ratio Rank: 9191
Calmar Ratio Rank
FSEAX Martin Ratio Rank: 8888
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 7171
Overall Rank
FBGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 6464
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 8080
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.

FSEAX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Emerging Asia Fund (FSEAX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.


FSEAXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.13

+0.71

Sortino ratio

Return per unit of downside risk

2.41

1.73

+0.68

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.11

Calmar ratio

Return relative to maximum drawdown

2.69

2.00

+0.69

Martin ratio

Return relative to average drawdown

9.56

7.92

+1.64

FSEAX vs. FBGRX - Sharpe Ratio Comparison

The current FSEAX Sharpe Ratio is 1.84, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of FSEAX and FBGRX, 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


FSEAXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.13

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.47

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.81

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Correlation

The correlation between FSEAX and FBGRX is 0.47, 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

FSEAX vs. FBGRX - Dividend Comparison

FSEAX's dividend yield for the trailing twelve months is around 0.21%, less than FBGRX's 2.05% yield.


TTM20252024202320222021202020192018201720162015
FSEAX
Fidelity Emerging Asia Fund
0.21%0.22%0.00%0.08%0.00%14.14%14.10%6.15%3.44%0.05%1.26%0.44%
FBGRX
Fidelity Blue Chip Growth Fund
2.05%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FSEAX vs. FBGRX - Drawdown Comparison

The maximum FSEAX drawdown since its inception was -65.59%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FSEAX and FBGRX.


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Drawdown Indicators


FSEAXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-65.59%

-58.64%

-6.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-13.89%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-53.64%

-43.08%

-10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-58.07%

-43.08%

-14.99%

Current Drawdown

Current decline from peak

-11.03%

-8.68%

-2.35%

Average Drawdown

Average peak-to-trough decline

-24.80%

-12.58%

-12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.51%

+0.27%

Volatility

FSEAX vs. FBGRX - Volatility Comparison

Fidelity Emerging Asia Fund (FSEAX) has a higher volatility of 9.99% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.83%. This indicates that FSEAX's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSEAXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

7.83%

+2.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.63%

14.08%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

20.35%

24.98%

-4.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

24.93%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.77%

23.63%

-2.86%