LSGRX vs. FBGRX
LSGRX (Loomis Sayles Growth Fund) and FBGRX (Fidelity Blue Chip Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LSGRX returned 15.08%/yr vs 20.56%/yr for FBGRX. Their correlation of 0.90 means they have usually moved in the same direction. LSGRX charges 0.64%/yr vs 0.79%/yr for FBGRX.
Performance
LSGRX vs. FBGRX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSGRX achieves a -6.38% return, which is significantly lower than FBGRX's 10.15% return. Over the past 10 years, LSGRX has underperformed FBGRX with an annualized return of 15.08%, while FBGRX has yielded a comparatively higher 20.56% annualized return.
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
FBGRX
- 1D
- 3.14%
- 1M
- -4.18%
- 6M
- 10.25%
- YTD
- 10.15%
- 1Y
- 24.18%
- 3Y*
- 25.20%
- 5Y*
- 13.50%
- 10Y*
- 20.56%
- ALL TIME*
- 13.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGRX vs. FBGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
FBGRX Fidelity Blue Chip Growth Fund | 10.15% | 19.91% | 39.77% | 55.61% | -38.45% | 22.64% | 62.20% | 33.43% | 1.02% | 36.01% |
Correlation
The correlation between LSGRX and FBGRX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 13, 1991 | 0.90 |
Over the past year, the correlation between LSGRX and FBGRX has dropped to 0.67 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSGRX vs. FBGRX — Risk / Return Rank
LSGRX
FBGRX
LSGRX vs. FBGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) and Fidelity Blue Chip Growth Fund (FBGRX). 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.
| LSGRX | FBGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.73 | -1.85 |
| Martin ratioReturn relative to average drawdown | -0.32 | 6.19 | -6.50 |
Loading charts...
Drawdowns
LSGRX vs. FBGRX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for LSGRX and FBGRX.
Loading charts...
Drawdown Indicators
| LSGRX | FBGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -58.64% | -4.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -12.65% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -27.07% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -43.08% | +8.39% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -43.08% | +8.39% |
Current DrawdownCurrent decline from peak | -9.51% | -7.79% | -1.72% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -12.49% | -5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 3.54% | +2.79% |
Volatility
LSGRX vs. FBGRX - Volatility Comparison
The current volatility for Loomis Sayles Growth Fund (LSGRX) is 5.34%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 6.56%. This indicates that LSGRX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LSGRX | FBGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 6.56% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 16.09% | -2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 20.05% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 25.24% | -2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 23.83% | -2.85% |
LSGRX vs. FBGRX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is lower than FBGRX's 0.79% expense ratio.
Dividends
LSGRX vs. FBGRX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, more than FBGRX's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 1.72% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
Frequently Asked Questions
LSGRX and FBGRX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FBGRX has higher volatility (6.56%) compared to LSGRX (5.34%). In terms of maximum drawdown, LSGRX dropped -63.63% vs FBGRX's -58.64%.
FBGRX currently has the higher Sharpe Ratio (1.09 vs -0.12), 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.
Find the right allocation for LSGRX and FBGRX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer