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FVWSX vs. FGIKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVWSX vs. FGIKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Series Opportunistic Insights Fund (FVWSX) and Fidelity Growth & Income Portfolio Class K (FGIKX). The values are adjusted to include any dividend payments, if applicable.

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FVWSX vs. FGIKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FVWSX
Fidelity Series Opportunistic Insights Fund
-4.16%22.69%36.47%33.21%-25.74%24.95%31.17%30.57%-2.07%33.19%
FGIKX
Fidelity Growth & Income Portfolio Class K
-0.45%19.16%19.57%18.75%-4.88%25.95%8.09%30.39%-8.88%17.03%

Returns By Period

In the year-to-date period, FVWSX achieves a -4.16% return, which is significantly lower than FGIKX's -0.45% return. Over the past 10 years, FVWSX has outperformed FGIKX with an annualized return of 16.27%, while FGIKX has yielded a comparatively lower 13.44% annualized return.


FVWSX

1D
3.69%
1M
-5.78%
YTD
-4.16%
6M
-1.13%
1Y
22.97%
3Y*
25.19%
5Y*
13.63%
10Y*
16.27%

FGIKX

1D
2.62%
1M
-4.80%
YTD
-0.45%
6M
1.05%
1Y
18.55%
3Y*
17.07%
5Y*
12.33%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVWSX vs. FGIKX - Expense Ratio Comparison

FVWSX has a 0.00% expense ratio, which is lower than FGIKX's 0.49% expense ratio.


Return for Risk

FVWSX vs. FGIKX — Risk / Return Rank

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

FVWSX
FVWSX Risk / Return Rank: 7474
Overall Rank
FVWSX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
FVWSX Sortino Ratio Rank: 6969
Sortino Ratio Rank
FVWSX Omega Ratio Rank: 6666
Omega Ratio Rank
FVWSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
FVWSX Martin Ratio Rank: 8484
Martin Ratio Rank

FGIKX
FGIKX Risk / Return Rank: 6161
Overall Rank
FGIKX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FGIKX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FGIKX Omega Ratio Rank: 6565
Omega Ratio Rank
FGIKX Calmar Ratio Rank: 5656
Calmar Ratio Rank
FGIKX Martin Ratio Rank: 6565
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.

FVWSX vs. FGIKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Series Opportunistic Insights Fund (FVWSX) and Fidelity Growth & Income Portfolio Class K (FGIKX). 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.


FVWSXFGIKXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.14

+0.07

Sortino ratio

Return per unit of downside risk

1.80

1.64

+0.17

Omega ratio

Gain probability vs. loss probability

1.26

1.26

0.00

Calmar ratio

Return relative to maximum drawdown

2.23

1.48

+0.75

Martin ratio

Return relative to average drawdown

8.80

6.74

+2.06

FVWSX vs. FGIKX - Sharpe Ratio Comparison

The current FVWSX Sharpe Ratio is 1.21, which is comparable to the FGIKX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FVWSX and FGIKX, 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


FVWSXFGIKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.14

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.79

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.77

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.42

+0.47

Correlation

The correlation between FVWSX and FGIKX is 0.81, 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.


Dividends

FVWSX vs. FGIKX - Dividend Comparison

FVWSX's dividend yield for the trailing twelve months is around 17.04%, more than FGIKX's 7.78% yield.


TTM20252024202320222021202020192018201720162015
FVWSX
Fidelity Series Opportunistic Insights Fund
17.04%16.24%6.57%1.02%8.29%21.40%16.45%9.19%12.34%12.74%2.63%7.00%
FGIKX
Fidelity Growth & Income Portfolio Class K
7.78%7.74%4.66%4.03%3.52%6.11%3.71%2.94%3.51%1.63%1.92%2.23%

Drawdowns

FVWSX vs. FGIKX - Drawdown Comparison

The maximum FVWSX drawdown since its inception was -31.69%, smaller than the maximum FGIKX drawdown of -62.07%. Use the drawdown chart below to compare losses from any high point for FVWSX and FGIKX.


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Drawdown Indicators


FVWSXFGIKXDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-62.07%

+30.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.74%

-11.96%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

-19.20%

-12.49%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

-35.61%

+3.92%

Current Drawdown

Current decline from peak

-7.21%

-5.93%

-1.28%

Average Drawdown

Average peak-to-trough decline

-5.33%

-10.75%

+5.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.63%

+0.10%

Volatility

FVWSX vs. FGIKX - Volatility Comparison

Fidelity Series Opportunistic Insights Fund (FVWSX) has a higher volatility of 6.73% compared to Fidelity Growth & Income Portfolio Class K (FGIKX) at 4.73%. This indicates that FVWSX's price experiences larger fluctuations and is considered to be riskier than FGIKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVWSXFGIKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

4.73%

+2.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.31%

8.94%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.86%

16.69%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

15.63%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

17.51%

+1.83%