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FSISX vs. FBGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSISX vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI International Small Cap Index Fund (FSISX) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

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FSISX vs. FBGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FSISX
Fidelity SAI International Small Cap Index Fund
-2.21%32.61%1.74%13.23%-21.18%-0.40%
FBGRX
Fidelity Blue Chip Growth Fund
-11.15%19.91%39.77%55.61%-38.45%14.46%

Returns By Period

In the year-to-date period, FSISX achieves a -2.21% return, which is significantly higher than FBGRX's -11.15% return.


FSISX

1D
-0.20%
1M
-11.73%
YTD
-2.21%
6M
0.79%
1Y
24.32%
3Y*
12.40%
5Y*
10Y*

FBGRX

1D
-1.17%
1M
-8.97%
YTD
-11.15%
6M
-8.04%
1Y
22.53%
3Y*
24.68%
5Y*
11.15%
10Y*
18.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSISX vs. FBGRX - Expense Ratio Comparison

FSISX has a 0.10% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Return for Risk

FSISX vs. FBGRX — Risk / Return Rank

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

FSISX
FSISX Risk / Return Rank: 7878
Overall Rank
FSISX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FSISX Sortino Ratio Rank: 7979
Sortino Ratio Rank
FSISX Omega Ratio Rank: 7878
Omega Ratio Rank
FSISX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FSISX Martin Ratio Rank: 7373
Martin Ratio Rank

FBGRX
FBGRX Risk / Return Rank: 5454
Overall Rank
FBGRX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FBGRX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FBGRX Omega Ratio Rank: 5353
Omega Ratio Rank
FBGRX Calmar Ratio Rank: 5959
Calmar Ratio Rank
FBGRX Martin Ratio Rank: 5757
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.

FSISX vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI International Small Cap Index Fund (FSISX) 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.


FSISXFBGRXDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.91

+0.61

Sortino ratio

Return per unit of downside risk

1.98

1.43

+0.55

Omega ratio

Gain probability vs. loss probability

1.30

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

1.83

1.36

+0.47

Martin ratio

Return relative to average drawdown

7.00

5.44

+1.56

FSISX vs. FBGRX - Sharpe Ratio Comparison

The current FSISX Sharpe Ratio is 1.51, which is higher than the FBGRX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of FSISX 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


FSISXFBGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.91

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.64

-0.43

Correlation

The correlation between FSISX and FBGRX is 0.62, 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

FSISX vs. FBGRX - Dividend Comparison

FSISX's dividend yield for the trailing twelve months is around 3.78%, more than FBGRX's 2.14% yield.


TTM20252024202320222021202020192018201720162015
FSISX
Fidelity SAI International Small Cap Index Fund
3.78%3.70%3.33%3.13%3.02%1.30%0.00%0.00%0.00%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
2.14%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%

Drawdowns

FSISX vs. FBGRX - Drawdown Comparison

The maximum FSISX drawdown since its inception was -36.84%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FSISX and FBGRX.


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Drawdown Indicators


FSISXFBGRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.84%

-58.64%

+21.80%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-13.89%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.08%

Max Drawdown (10Y)

Largest decline over 10 years

-43.08%

Current Drawdown

Current decline from peak

-11.73%

-12.65%

+0.92%

Average Drawdown

Average peak-to-trough decline

-13.50%

-12.58%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.47%

-0.40%

Volatility

FSISX vs. FBGRX - Volatility Comparison

Fidelity SAI International Small Cap Index Fund (FSISX) and Fidelity Blue Chip Growth Fund (FBGRX) have volatilities of 5.88% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSISXFBGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

6.13%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

13.36%

-3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

24.63%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.84%

24.86%

-9.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

23.59%

-7.75%