GXXIX vs. FGCKX

Last updated Jun 23, 2026

GXXIX (abrdn U.S. Sustainable Leaders Fund) and FGCKX (Fidelity Growth Company K) are both Large Cap Growth Equities funds. Over the past 10 years, GXXIX returned 14.57%/yr vs 23.27%/yr for FGCKX. Their correlation of 0.84 suggests significant overlap in exposure. GXXIX charges 0.97%/yr vs 0.65%/yr for FGCKX.

Performance

GXXIX vs. FGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn U.S. Sustainable Leaders Fund (GXXIX) and Fidelity Growth Company K (FGCKX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GXXIX achieves a 4.78% return, which is significantly lower than FGCKX's 23.03% return. Over the past 10 years, GXXIX has underperformed FGCKX with an annualized return of 14.57%, while FGCKX has yielded a comparatively higher 23.27% annualized return.

GXXIX

• 1D: 0.77%
• 1M: 0.91%
• YTD: 4.78%
• 6M: 4.17%
• 1Y: 12.07%
• 3Y*: 7.99%
• 5Y*: 11.40%
• 10Y*: 14.57%

FGCKX

• 1D: 1.84%
• 1M: 2.21%
• YTD: 23.03%
• 6M: 16.55%
• 1Y: 47.56%
• 3Y*: 30.17%
• 5Y*: 16.47%
• 10Y*: 23.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GXXIX vs. FGCKX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GXXIX abrdn U.S. Sustainable Leaders Fund	4.78%	3.82%	10.11%	15.19%	-26.55%	81.37%	29.56%	36.96%	-6.73%	20.42%
FGCKX Fidelity Growth Company K	23.03%	18.67%	37.30%	47.35%	-33.82%	22.62%	67.61%	38.50%	-4.07%	36.89%

Correlation

The correlation between GXXIX and FGCKX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Oct 12, 2011	0.84

The correlation between GXXIX and FGCKX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.

Return for Risk

GXXIX vs. FGCKX — Risk / Return Rank

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

GXXIX

GXXIX Risk / Return Rank: 12
GXXIX Sharpe Ratio Rank: 12
GXXIX Sortino Ratio Rank: 12
GXXIX Omega Ratio Rank: 12
GXXIX Calmar Ratio Rank: 11
GXXIX Martin Ratio Rank: 14

FGCKX

FGCKX Risk / Return Rank: 74
FGCKX Sharpe Ratio Rank: 80
FGCKX Sortino Ratio Rank: 61
FGCKX Omega Ratio Rank: 65
FGCKX Calmar Ratio Rank: 84
FGCKX Martin Ratio Rank: 80

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.

GXXIX vs. FGCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn U.S. Sustainable Leaders Fund (GXXIX) and Fidelity Growth Company K (FGCKX). 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.

	GXXIX	FGCKX	Difference
Sharpe ratio: Return per unit of total volatility	0.90	2.42	-1.51
Sortino ratio: Return per unit of downside risk	1.31	2.99	-1.68
Omega ratio: Gain probability vs. loss probability	1.16	1.41	-0.25
Calmar ratio: Return relative to maximum drawdown	0.96	3.76	-2.80
Martin ratio: Return relative to average drawdown	3.66	13.85	-10.19

GXXIX vs. FGCKX - Sharpe Ratio Comparison

The current GXXIX Sharpe Ratio is 0.90, which is lower than the FGCKX Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of GXXIX and FGCKX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GXXIX vs. FGCKX - Drawdown Comparison

The maximum GXXIX drawdown since its inception was -33.65%, smaller than the maximum FGCKX drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for GXXIX and FGCKX.

Drawdown Indicators

	GXXIX	FGCKX	Difference
Max Drawdown Largest peak-to-trough decline	-33.65%	-51.01%	+17.36%
Max Drawdown (1Y) Largest decline over 1 year	-11.78%	-12.55%	+0.77%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-26.20%	+6.46%
Max Drawdown (5Y) Largest decline over 5 years	-33.65%	-40.21%	+6.56%
Max Drawdown (10Y) Largest decline over 10 years	-33.65%	-40.21%	+6.56%
Current Drawdown Current decline from peak	-2.16%	-0.60%	-1.56%
Average Drawdown Average peak-to-trough decline	-6.15%	-8.94%	+2.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	3.40%	-0.30%

Volatility

GXXIX vs. FGCKX - Volatility Comparison

The current volatility for abrdn U.S. Sustainable Leaders Fund (GXXIX) is 5.26%, while Fidelity Growth Company K (FGCKX) has a volatility of 7.49%. This indicates that GXXIX experiences smaller price fluctuations and is considered to be less risky than FGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GXXIX	FGCKX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	7.49%	-2.23%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	15.79%	-5.52%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	19.53%	-6.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.83%	24.19%	+3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.75%	23.51%	+0.24%

GXXIX vs. FGCKX - Expense Ratio Comparison

GXXIX has a 0.97% expense ratio, which is higher than FGCKX's 0.65% expense ratio.

Dividends

GXXIX vs. FGCKX - Dividend Comparison

GXXIX's dividend yield for the trailing twelve months is around 2.19%, while FGCKX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FGCKX Fidelity Growth Company K	0.00%	0.00%	8.80%	3.81%	7.16%	10.63%	8.83%	3.84%	6.38%	4.73%	6.20%	3.96%
GXXIX abrdn U.S. Sustainable Leaders Fund	2.19%	2.30%	0.00%	0.28%	0.39%	59.39%	14.10%	9.76%	12.93%	10.11%	12.20%	5.82%

Frequently Asked Questions

Can I hold both GXXIX and FGCKX in my portfolio?

GXXIX and FGCKX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GXXIX or FGCKX?

FGCKX has higher volatility (7.49%) compared to GXXIX (5.26%). In terms of maximum drawdown, GXXIX dropped -33.65% vs FGCKX's -51.01%.

Which has better risk-adjusted returns?

FGCKX currently has the higher Sharpe Ratio (2.42 vs 0.90), 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.