JGVVX vs. FBCGX

Last updated Jun 4, 2026

JGVVX (JPMorgan Growth Advantage Fund) and FBCGX (Fidelity Blue Chip Growth K6 Fund) are both Large Cap Growth Equities funds. Over the past 5 years, JGVVX returned 14.80%/yr vs 17.18%/yr for FBCGX. With a 0.97 correlation, they move nearly in lockstep. JGVVX charges 0.55%/yr vs 0.45%/yr for FBCGX.

Performance

JGVVX vs. FBCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Growth Advantage Fund (JGVVX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JGVVX achieves a 7.95% return, which is significantly lower than FBCGX's 17.59% return.

JGVVX

• 1D: 0.04%
• 1M: 5.72%
• YTD: 7.95%
• 6M: 6.64%
• 1Y: 23.87%
• 3Y*: 25.93%
• 5Y*: 14.80%
• 10Y*: 19.75%

FBCGX

• 1D: 0.83%
• 1M: 8.40%
• YTD: 17.59%
• 6M: 18.73%
• 1Y: 43.06%
• 3Y*: 32.20%
• 5Y*: 17.18%
• 10Y*: —

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

JGVVX vs. FBCGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JGVVX JPMorgan Growth Advantage Fund	7.95%	16.04%	38.86%	40.48%	-29.88%	22.23%	54.00%	36.59%	-1.01%	15.10%
FBCGX Fidelity Blue Chip Growth K6 Fund	17.59%	21.33%	38.15%	55.57%	-37.84%	23.00%	62.92%	36.11%	-2.33%	14.15%

Correlation

The correlation between JGVVX and FBCGX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 26, 2017	0.97

The correlation between JGVVX and FBCGX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

Return for Risk

JGVVX vs. FBCGX — Risk / Return Rank

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

JGVVX

JGVVX Risk / Return Rank: 25
JGVVX Sharpe Ratio Rank: 31
JGVVX Sortino Ratio Rank: 28
JGVVX Omega Ratio Rank: 30
JGVVX Calmar Ratio Rank: 19
JGVVX Martin Ratio Rank: 19

FBCGX

FBCGX Risk / Return Rank: 71
FBCGX Sharpe Ratio Rank: 77
FBCGX Sortino Ratio Rank: 61
FBCGX Omega Ratio Rank: 60
FBCGX Calmar Ratio Rank: 78
FBCGX Martin Ratio Rank: 79

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.

JGVVX vs. FBCGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (JGVVX) and Fidelity Blue Chip Growth K6 Fund (FBCGX). 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.

	JGVVX	FBCGX	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.54	-0.94
Sortino ratio: Return per unit of downside risk	2.19	3.28	-1.09
Omega ratio: Gain probability vs. loss probability	1.28	1.43	-0.15
Calmar ratio: Return relative to maximum drawdown	1.59	3.55	-1.95
Martin ratio: Return relative to average drawdown	5.11	14.82	-9.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

JGVVX vs. FBCGX - Sharpe Ratio Comparison

The current JGVVX Sharpe Ratio is 1.60, which is lower than the FBCGX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of JGVVX and FBCGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	JGVVX	FBCGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	2.54	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.69	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.82	0.87	-0.05

Drawdowns

JGVVX vs. FBCGX - Drawdown Comparison

The maximum JGVVX drawdown since its inception was -34.92%, smaller than the maximum FBCGX drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for JGVVX and FBCGX.

Drawdown Indicators

	JGVVX	FBCGX	Difference
Max Drawdown Largest peak-to-trough decline	-34.92%	-42.55%	+7.63%
Max Drawdown (1Y) Largest decline over 1 year	-15.58%	-12.64%	-2.94%
Max Drawdown (3Y) Largest decline over 3 years	-24.31%	-26.83%	+2.52%
Max Drawdown (5Y) Largest decline over 5 years	-34.92%	-42.55%	+7.63%
Max Drawdown (10Y) Largest decline over 10 years	-34.92%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-6.44%	-8.89%	+2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.86%	3.01%	+1.85%

Volatility

JGVVX vs. FBCGX - Volatility Comparison

The current volatility for JPMorgan Growth Advantage Fund (JGVVX) is 3.84%, while Fidelity Blue Chip Growth K6 Fund (FBCGX) has a volatility of 4.12%. This indicates that JGVVX experiences smaller price fluctuations and is considered to be less risky than FBCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JGVVX	FBCGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	4.12%	-0.28%
Volatility (6M) Calculated over the trailing 6-month period	11.79%	13.12%	-1.33%
Volatility (1Y) Calculated over the trailing 1-year period	15.57%	17.67%	-2.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.35%	24.97%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.16%	24.87%	-2.71%

JGVVX vs. FBCGX - Expense Ratio Comparison

JGVVX has a 0.55% expense ratio, which is higher than FBCGX's 0.45% expense ratio.

Dividends

JGVVX vs. FBCGX - Dividend Comparison

JGVVX's dividend yield for the trailing twelve months is around 10.24%, more than FBCGX's 0.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FBCGX Fidelity Blue Chip Growth K6 Fund	0.82%	0.97%	0.62%	0.26%	0.12%	6.71%	1.26%	0.28%	0.46%	0.13%	0.00%	0.00%
JGVVX JPMorgan Growth Advantage Fund	10.24%	11.06%	11.21%	0.58%	0.38%	14.11%	9.86%	9.28%	9.37%	4.04%	0.00%	3.42%

Frequently Asked Questions

Can I hold both JGVVX and FBCGX in my portfolio?

With a correlation of 0.96, JGVVX and FBCGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JGVVX or FBCGX?

FBCGX has higher volatility (4.12%) compared to JGVVX (3.84%). In terms of maximum drawdown, JGVVX dropped -34.92% vs FBCGX's -42.55%.

Which has better risk-adjusted returns?

FBCGX currently has the higher Sharpe Ratio (2.54 vs 1.60), 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.