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FTRNX vs. TRBCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FTRNX and TRBCX is 0.91, 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

FTRNX vs. TRBCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Trend Fund (FTRNX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%3,200.00%NovemberDecember2025FebruaryMarchApril
2,285.60%
2,730.59%
FTRNX
TRBCX

Key characteristics

Sharpe Ratio

FTRNX:

0.38

TRBCX:

0.50

Sortino Ratio

FTRNX:

0.72

TRBCX:

0.87

Omega Ratio

FTRNX:

1.10

TRBCX:

1.12

Calmar Ratio

FTRNX:

0.40

TRBCX:

0.56

Martin Ratio

FTRNX:

1.34

TRBCX:

1.94

Ulcer Index

FTRNX:

8.51%

TRBCX:

6.55%

Daily Std Dev

FTRNX:

30.18%

TRBCX:

25.42%

Max Drawdown

FTRNX:

-55.96%

TRBCX:

-54.56%

Current Drawdown

FTRNX:

-16.84%

TRBCX:

-12.45%

Returns By Period

In the year-to-date period, FTRNX achieves a -11.05% return, which is significantly lower than TRBCX's -8.02% return. Over the past 10 years, FTRNX has outperformed TRBCX with an annualized return of 14.59%, while TRBCX has yielded a comparatively lower 13.19% annualized return.


FTRNX

YTD

-11.05%

1M

-0.62%

6M

-6.56%

1Y

9.98%

5Y*

16.87%

10Y*

14.59%

TRBCX

YTD

-8.02%

1M

-1.41%

6M

-4.86%

1Y

11.68%

5Y*

13.21%

10Y*

13.19%

*Annualized

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FTRNX vs. TRBCX - Expense Ratio Comparison

FTRNX has a 0.73% expense ratio, which is higher than TRBCX's 0.69% expense ratio.


Expense ratio chart for FTRNX: current value is 0.73%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FTRNX: 0.73%
Expense ratio chart for TRBCX: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRBCX: 0.69%

Risk-Adjusted Performance

FTRNX vs. TRBCX — Risk-Adjusted Performance Rank

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

FTRNX
The Risk-Adjusted Performance Rank of FTRNX is 5151
Overall Rank
The Sharpe Ratio Rank of FTRNX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of FTRNX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FTRNX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FTRNX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of FTRNX is 4848
Martin Ratio Rank

TRBCX
The Risk-Adjusted Performance Rank of TRBCX is 6161
Overall Rank
The Sharpe Ratio Rank of TRBCX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TRBCX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TRBCX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of TRBCX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of TRBCX is 5757
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.

FTRNX vs. TRBCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Trend Fund (FTRNX) and T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 FTRNX, currently valued at 0.38, compared to the broader market-1.000.001.002.003.00
FTRNX: 0.38
TRBCX: 0.50
The chart of Sortino ratio for FTRNX, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.00
FTRNX: 0.72
TRBCX: 0.87
The chart of Omega ratio for FTRNX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
FTRNX: 1.10
TRBCX: 1.12
The chart of Calmar ratio for FTRNX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.00
FTRNX: 0.40
TRBCX: 0.56
The chart of Martin ratio for FTRNX, currently valued at 1.34, compared to the broader market0.0010.0020.0030.0040.0050.00
FTRNX: 1.34
TRBCX: 1.94

The current FTRNX Sharpe Ratio is 0.38, which is comparable to the TRBCX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FTRNX and TRBCX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.38
0.50
FTRNX
TRBCX

Dividends

FTRNX vs. TRBCX - Dividend Comparison

FTRNX's dividend yield for the trailing twelve months is around 0.78%, less than TRBCX's 9.87% yield.


TTM20242023202220212020201920182017201620152014
FTRNX
Fidelity Trend Fund
0.78%0.46%0.05%0.01%0.00%0.04%0.23%0.26%0.35%0.46%2.49%3.12%
TRBCX
T. Rowe Price Blue Chip Growth Fund
9.87%9.08%3.49%5.87%9.38%1.19%0.36%2.44%2.94%0.67%3.26%4.85%

Drawdowns

FTRNX vs. TRBCX - Drawdown Comparison

The maximum FTRNX drawdown since its inception was -55.96%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for FTRNX and TRBCX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.84%
-12.45%
FTRNX
TRBCX

Volatility

FTRNX vs. TRBCX - Volatility Comparison

Fidelity Trend Fund (FTRNX) has a higher volatility of 18.59% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 16.93%. This indicates that FTRNX's price experiences larger fluctuations and is considered to be riskier than TRBCX 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
18.59%
16.93%
FTRNX
TRBCX