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FSPGX vs. FBGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FSPGX and FBGRX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FSPGX vs. FBGRX - Performance Comparison

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

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
293.43%
200.38%
FSPGX
FBGRX

Key characteristics

Sharpe Ratio

FSPGX:

0.53

FBGRX:

0.13

Sortino Ratio

FSPGX:

0.90

FBGRX:

0.38

Omega Ratio

FSPGX:

1.13

FBGRX:

1.05

Calmar Ratio

FSPGX:

0.57

FBGRX:

0.14

Martin Ratio

FSPGX:

2.03

FBGRX:

0.44

Ulcer Index

FSPGX:

6.55%

FBGRX:

8.51%

Daily Std Dev

FSPGX:

25.10%

FBGRX:

28.38%

Max Drawdown

FSPGX:

-32.66%

FBGRX:

-57.42%

Current Drawdown

FSPGX:

-13.91%

FBGRX:

-17.78%

Returns By Period

In the year-to-date period, FSPGX achieves a -10.29% return, which is significantly higher than FBGRX's -13.74% return.


FSPGX

YTD

-10.29%

1M

-5.41%

6M

-5.39%

1Y

11.61%

5Y*

17.38%

10Y*

N/A

FBGRX

YTD

-13.74%

1M

-7.19%

6M

-8.76%

1Y

2.20%

5Y*

13.31%

10Y*

11.01%

*Annualized

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FSPGX vs. FBGRX - Expense Ratio Comparison

FSPGX has a 0.04% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


Expense ratio chart for FBGRX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBGRX: 0.79%
Expense ratio chart for FSPGX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FSPGX: 0.04%

Risk-Adjusted Performance

FSPGX vs. FBGRX — Risk-Adjusted Performance Rank

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

FSPGX
The Risk-Adjusted Performance Rank of FSPGX is 6363
Overall Rank
The Sharpe Ratio Rank of FSPGX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FSPGX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FSPGX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FSPGX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FSPGX is 5959
Martin Ratio Rank

FBGRX
The Risk-Adjusted Performance Rank of FBGRX is 3535
Overall Rank
The Sharpe Ratio Rank of FBGRX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of FBGRX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of FBGRX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of FBGRX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of FBGRX is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FSPGX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Large Cap Growth Index Fund (FSPGX) 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.


The chart of Sharpe ratio for FSPGX, currently valued at 0.53, compared to the broader market-1.000.001.002.003.00
FSPGX: 0.53
FBGRX: 0.13
The chart of Sortino ratio for FSPGX, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
FSPGX: 0.90
FBGRX: 0.38
The chart of Omega ratio for FSPGX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
FSPGX: 1.13
FBGRX: 1.05
The chart of Calmar ratio for FSPGX, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.00
FSPGX: 0.57
FBGRX: 0.14
The chart of Martin ratio for FSPGX, currently valued at 2.03, compared to the broader market0.0010.0020.0030.0040.0050.00
FSPGX: 2.03
FBGRX: 0.44

The current FSPGX Sharpe Ratio is 0.53, which is higher than the FBGRX Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of FSPGX 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.53
0.13
FSPGX
FBGRX

Dividends

FSPGX vs. FBGRX - Dividend Comparison

FSPGX's dividend yield for the trailing twelve months is around 0.41%, more than FBGRX's 0.27% yield.


TTM20242023202220212020201920182017201620152014
FSPGX
Fidelity Large Cap Growth Index Fund
0.41%0.37%0.73%0.86%0.54%0.74%0.99%1.14%0.99%0.30%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
0.27%0.23%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%

Drawdowns

FSPGX vs. FBGRX - Drawdown Comparison

The maximum FSPGX drawdown since its inception was -32.66%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FSPGX and FBGRX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.91%
-17.78%
FSPGX
FBGRX

Volatility

FSPGX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Large Cap Growth Index Fund (FSPGX) is 16.84%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 18.38%. This indicates that FSPGX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.84%
18.38%
FSPGX
FBGRX