LGILX vs. FGKFX

Last updated Jun 25, 2026

LGILX (Schwab Select Large Cap Growth Fund) and FGKFX (Fidelity Growth Company K6 Fund) are both Large Cap Growth Equities funds. Over the past 5 years, LGILX returned 5.74%/yr vs 15.64%/yr for FGKFX. With a 0.95 correlation, they move nearly in lockstep. LGILX charges 0.71%/yr vs 0.45%/yr for FGKFX.

Performance

LGILX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Select Large Cap Growth Fund (LGILX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LGILX achieves a 2.71% return, which is significantly lower than FGKFX's 19.86% return.

LGILX

• 1D: -2.21%
• 1M: -3.91%
• YTD: 2.71%
• 6M: 1.03%
• 1Y: 0.19%
• 3Y*: 15.12%
• 5Y*: 5.74%
• 10Y*: 14.89%

FGKFX

• 1D: -2.33%
• 1M: -0.98%
• YTD: 19.86%
• 6M: 13.57%
• 1Y: 42.51%
• 3Y*: 30.21%
• 5Y*: 15.64%
• 10Y*: —

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

LGILX vs. FGKFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LGILX Schwab Select Large Cap Growth Fund	2.71%	-0.54%	31.98%	48.08%	-38.11%	20.06%	38.40%	9.15%
FGKFX Fidelity Growth Company K6 Fund	19.86%	21.67%	35.46%	46.02%	-32.62%	22.06%	68.76%	15.07%

Correlation

The correlation between LGILX and FGKFX is 0.95 - 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019	0.95

The correlation between LGILX and FGKFX has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Return for Risk

LGILX vs. FGKFX — Risk / Return Rank

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

LGILX

LGILX Risk / Return Rank: 3
LGILX Sharpe Ratio Rank: 3
LGILX Sortino Ratio Rank: 3
LGILX Omega Ratio Rank: 4
LGILX Calmar Ratio Rank: 3
LGILX Martin Ratio Rank: 3

FGKFX

FGKFX Risk / Return Rank: 72
FGKFX Sharpe Ratio Rank: 72
FGKFX Sortino Ratio Rank: 55
FGKFX Omega Ratio Rank: 57
FGKFX Calmar Ratio Rank: 86
FGKFX Martin Ratio Rank: 87

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.

LGILX vs. FGKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Fidelity Growth Company K6 Fund (FGKFX). 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.

	LGILX	FGKFX	Difference
Sharpe ratio: Return per unit of total volatility	0.08	2.28	-2.20
Sortino ratio: Return per unit of downside risk	0.23	2.86	-2.63
Omega ratio: Gain probability vs. loss probability	1.04	1.38	-0.34
Calmar ratio: Return relative to maximum drawdown	0.07	3.99	-3.92
Martin ratio: Return relative to average drawdown	0.14	15.40	-15.26

LGILX vs. FGKFX - Sharpe Ratio Comparison

The current LGILX Sharpe Ratio is 0.08, which is lower than the FGKFX Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of LGILX and FGKFX, 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

LGILX vs. FGKFX - Drawdown Comparison

The maximum LGILX drawdown since its inception was -67.74%, which is greater than FGKFX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for LGILX and FGKFX.

Drawdown Indicators

	LGILX	FGKFX	Difference
Max Drawdown Largest peak-to-trough decline	-67.74%	-40.14%	-27.60%
Max Drawdown (1Y) Largest decline over 1 year	-26.18%	-11.40%	-14.78%
Max Drawdown (3Y) Largest decline over 3 years	-26.18%	-27.38%	+1.20%
Max Drawdown (5Y) Largest decline over 5 years	-43.00%	-40.14%	-2.86%
Max Drawdown (10Y) Largest decline over 10 years	-43.00%	—	—
Current Drawdown Current decline from peak	-14.03%	-4.05%	-9.98%
Average Drawdown Average peak-to-trough decline	-21.25%	-9.96%	-11.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.99%	2.94%	+9.05%

Volatility

LGILX vs. FGKFX - Volatility Comparison

The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 6.71%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 8.01%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than FGKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LGILX	FGKFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.71%	8.01%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	13.18%	15.85%	-2.67%
Volatility (1Y) Calculated over the trailing 1-year period	22.12%	19.95%	+2.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.38%	24.35%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.14%	25.80%	-1.66%

LGILX vs. FGKFX - Expense Ratio Comparison

LGILX has a 0.71% expense ratio, which is higher than FGKFX's 0.45% expense ratio.

Dividends

LGILX vs. FGKFX - Dividend Comparison

Neither LGILX nor FGKFX has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FGKFX Fidelity Growth Company K6 Fund	0.00%	0.00%	0.00%	0.10%	0.18%	2.64%	0.93%	0.06%	0.00%	0.00%	0.00%
LGILX Schwab Select Large Cap Growth Fund	0.00%	0.00%	7.95%	18.16%	13.58%	13.58%	5.22%	8.46%	8.42%	13.64%	1.65%

Frequently Asked Questions

Can I hold both LGILX and FGKFX in my portfolio?

With a correlation of 0.95, LGILX and FGKFX 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, LGILX or FGKFX?

FGKFX has higher volatility (8.01%) compared to LGILX (6.71%). In terms of maximum drawdown, LGILX dropped -67.74% vs FGKFX's -40.14%.

Which has better risk-adjusted returns?

FGKFX currently has the higher Sharpe Ratio (2.28 vs 0.08), 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.