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FSKGX vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FSKGX vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Strategies K6 Fund (FSKGX) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FSKGX achieves a 3.88% return, which is significantly lower than DGRO's 13.39% return.


FSKGX

1D
3.40%
1M
-6.61%
6M
3.78%
YTD
3.88%
1Y
-0.69%
3Y*
11.50%
5Y*
4.80%
10Y*
ALL TIME*
11.31%

DGRO

1D
-0.28%
1M
0.97%
6M
9.59%
YTD
13.39%
1Y
24.21%
3Y*
16.30%
5Y*
11.08%
10Y*
13.44%
ALL TIME*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$103.52M$104.25M$110.17M
$0.00$0.00$0.00

FSKGX vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSKGX
Fidelity Growth Strategies K6 Fund
3.88%7.82%20.04%21.58%-26.20%21.62%29.50%36.90%-6.89%10.43%
DGRO
iShares Core Dividend Growth ETF
13.39%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%14.36%

Correlation

The correlation between FSKGX and DGRO is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.73

Over the past year, the correlation between FSKGX and DGRO has dropped to 0.49 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

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Return for Risk

FSKGX vs. DGRO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FSKGX
FSKGX Risk / Return Rank: 33
Overall Rank
FSKGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FSKGX Sortino Ratio Rank: 44
Sortino Ratio Rank
FSKGX Omega Ratio Rank: 44
Omega Ratio Rank
FSKGX Calmar Ratio Rank: 33
Calmar Ratio Rank
FSKGX Martin Ratio Rank: 33
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 9191
Overall Rank
DGRO Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 9393
Sortino Ratio Rank
DGRO Omega Ratio Rank: 9292
Omega Ratio Rank
DGRO Calmar Ratio Rank: 8888
Calmar Ratio Rank
DGRO Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FSKGX vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Strategies K6 Fund (FSKGX) and iShares Core Dividend Growth ETF (DGRO). 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.


FSKGXDGRODifference
Sharpe ratioReturn per unit of total volatility

-2.57

Sortino ratioReturn per unit of downside risk

-3.57

Omega ratioGain probability vs. loss probability

1.00

1.45

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.17

3.61

-3.78

Martin ratioReturn relative to average drawdown

-0.47

14.07

-14.54

FSKGX vs. DGRO - Sharpe Ratio Comparison

The current FSKGX Sharpe Ratio is -0.13, which is lower than the DGRO Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of FSKGX and DGRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FSKGX vs. DGRO - Drawdown Comparison

The maximum FSKGX drawdown since its inception was -36.51%, roughly equal to the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for FSKGX and DGRO.


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Drawdown Indicators


FSKGXDGRODifference

Max Drawdown

Largest peak-to-trough decline

-36.51%

-35.10%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-16.39%

-6.47%

-9.92%

Max Drawdown (3Y)

Largest decline over 3 years

-29.47%

-14.03%

-15.44%

Max Drawdown (5Y)

Largest decline over 5 years

-36.51%

-19.31%

-17.20%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-10.53%

-1.35%

-9.18%

Average Drawdown

Average peak-to-trough decline

-8.88%

-3.41%

-5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.95%

1.66%

+4.29%

Volatility

FSKGX vs. DGRO - Volatility Comparison

Fidelity Growth Strategies K6 Fund (FSKGX) has a higher volatility of 7.86% compared to iShares Core Dividend Growth ETF (DGRO) at 3.21%. This indicates that FSKGX's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSKGXDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.86%

3.21%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.41%

7.12%

+11.29%

Volatility (1Y)

Calculated over the trailing 1-year period

22.67%

9.61%

+13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.45%

13.79%

+9.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

16.58%

+6.32%

FSKGX vs. DGRO - Expense Ratio Comparison

FSKGX has a 0.45% expense ratio, which is higher than DGRO's 0.08% expense ratio.


Dividends

FSKGX vs. DGRO - Dividend Comparison

FSKGX has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 1.89%.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.89%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
FSKGX
Fidelity Growth Strategies K6 Fund
0.00%0.00%0.00%1.37%0.27%26.04%2.53%0.50%0.85%0.30%0.00%0.00%

Frequently Asked Questions


FSKGX and DGRO have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSKGX has higher volatility (7.86%) compared to DGRO (3.21%). In terms of maximum drawdown, FSKGX dropped -36.51% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.44 vs -0.12), 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.

Portfolio Optimizer

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