FTLTX vs. FBGRX
FTLTX (Fidelity Series Long-Term Treasury Bond Index Fund) and FBGRX (Fidelity Blue Chip Growth Fund) are both mutual funds - FTLTX is a Government Bonds fund managed by Fidelity, while FBGRX is a Large Cap Growth Equities fund managed by Fidelity. Over the past 5 years, FTLTX returned -7.36%/yr vs 14.06%/yr for FBGRX. Their -0.06 correlation means they have often moved in opposite directions in the past. FTLTX charges 0.00%/yr vs 0.79%/yr for FBGRX.
Performance
FTLTX vs. FBGRX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FTLTX achieves a -3.32% return, which is significantly lower than FBGRX's 13.81% return.
FTLTX
- 1D
- 0.39%
- 1M
- -3.58%
- 6M
- -3.11%
- YTD
- -3.32%
- 1Y
- -1.95%
- 3Y*
- -0.06%
- 5Y*
- -7.36%
- 10Y*
- —
- ALL TIME*
- -0.66%
FBGRX
- 1D
- 2.30%
- 1M
- -0.99%
- 6M
- 14.31%
- YTD
- 13.81%
- 1Y
- 25.66%
- 3Y*
- 27.91%
- 5Y*
- 14.06%
- 10Y*
- 20.85%
- ALL TIME*
- 13.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FTLTX vs. FBGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTLTX Fidelity Series Long-Term Treasury Bond Index Fund | -3.32% | 5.45% | -6.13% | 3.27% | -29.89% | -5.13% | 17.45% | 14.23% | -1.63% | 8.22% |
FBGRX Fidelity Blue Chip Growth Fund | 13.81% | 19.91% | 39.77% | 55.61% | -38.45% | 22.64% | 62.20% | 33.43% | 1.02% | 36.01% |
Correlation
The correlation between FTLTX and FBGRX is 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | -0.06 |
The correlation between FTLTX and FBGRX shifts across timeframes, from -0.06 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FTLTX vs. FBGRX — Risk / Return Rank
FTLTX
FBGRX
FTLTX vs. FBGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Long-Term Treasury Bond Index Fund (FTLTX) 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.
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.
| FTLTX | FBGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.61 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.25 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 2.25 | -2.46 |
| Martin ratioReturn relative to average drawdown | -0.48 | 7.95 | -8.43 |
Loading charts...
Drawdowns
FTLTX vs. FBGRX - Drawdown Comparison
The maximum FTLTX drawdown since its inception was -46.86%, smaller than the maximum FBGRX drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for FTLTX and FBGRX.
Loading charts...
Drawdown Indicators
| FTLTX | FBGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.86% | -58.64% | +11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -7.38% | -12.65% | +5.27% |
Max Drawdown (3Y)Largest decline over 3 years | -13.45% | -27.07% | +13.62% |
Max Drawdown (5Y)Largest decline over 5 years | -41.52% | -43.08% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.08% | — |
Current DrawdownCurrent decline from peak | -39.15% | -4.72% | -34.43% |
Average DrawdownAverage peak-to-trough decline | -20.29% | -12.49% | -7.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.57% | -0.29% |
Volatility
FTLTX vs. FBGRX - Volatility Comparison
The current volatility for Fidelity Series Long-Term Treasury Bond Index Fund (FTLTX) is 2.42%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 7.01%. This indicates that FTLTX 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.
Loading charts...
Volatility by Period
| FTLTX | FBGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.42% | 7.01% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.30% | 16.21% | -9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.35% | 20.07% | -11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 25.27% | -10.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.79% | 23.85% | -10.06% |
FTLTX vs. FBGRX - Expense Ratio Comparison
FTLTX has a 0.00% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Dividends
FTLTX vs. FBGRX - Dividend Comparison
FTLTX's dividend yield for the trailing twelve months is around 3.76%, more than FBGRX's 1.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 1.67% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FTLTX Fidelity Series Long-Term Treasury Bond Index Fund | 3.76% | 3.83% | 3.71% | 3.17% | 2.20% | 2.06% | 12.95% | 10.68% | 2.89% | 2.44% | 0.00% | 0.00% |
Frequently Asked Questions
FTLTX and FBGRX have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBGRX has higher volatility (7.01%) compared to FTLTX (2.42%). In terms of maximum drawdown, FTLTX dropped -46.86% vs FBGRX's -58.64%.
FBGRX currently has the higher Sharpe Ratio (1.42 vs -0.19), 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.
Find the right allocation for FTLTX and FBGRX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer