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MAILX vs. FDGRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MAILX and FDGRX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MAILX vs. FDGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock International Fund of BlackRock Series, Inc. (MAILX) and Fidelity Growth Company Fund (FDGRX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-1.59%
11.03%
MAILX
FDGRX

Key characteristics

Sharpe Ratio

MAILX:

0.21

FDGRX:

1.86

Sortino Ratio

MAILX:

0.40

FDGRX:

2.44

Omega Ratio

MAILX:

1.05

FDGRX:

1.33

Calmar Ratio

MAILX:

0.16

FDGRX:

1.30

Martin Ratio

MAILX:

0.87

FDGRX:

9.42

Ulcer Index

MAILX:

3.45%

FDGRX:

3.89%

Daily Std Dev

MAILX:

14.04%

FDGRX:

19.75%

Max Drawdown

MAILX:

-59.57%

FDGRX:

-71.50%

Current Drawdown

MAILX:

-15.69%

FDGRX:

-2.37%

Returns By Period

In the year-to-date period, MAILX achieves a 0.17% return, which is significantly lower than FDGRX's 39.38% return. Over the past 10 years, MAILX has underperformed FDGRX with an annualized return of 4.80%, while FDGRX has yielded a comparatively higher 13.41% annualized return.


MAILX

YTD

0.17%

1M

0.93%

6M

-1.58%

1Y

1.36%

5Y*

4.00%

10Y*

4.80%

FDGRX

YTD

39.38%

1M

3.80%

6M

11.03%

1Y

34.90%

5Y*

15.04%

10Y*

13.41%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MAILX vs. FDGRX - Expense Ratio Comparison

MAILX has a 0.65% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


FDGRX
Fidelity Growth Company Fund
Expense ratio chart for FDGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for MAILX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

MAILX vs. FDGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock International Fund of BlackRock Series, Inc. (MAILX) and Fidelity Growth Company Fund (FDGRX). 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.


Sharpe ratio
The chart of Sharpe ratio for MAILX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.000.211.86
The chart of Sortino ratio for MAILX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.402.44
The chart of Omega ratio for MAILX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.003.501.051.33
The chart of Calmar ratio for MAILX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.0014.000.161.30
The chart of Martin ratio for MAILX, currently valued at 0.87, compared to the broader market0.0020.0040.0060.000.879.42
MAILX
FDGRX

The current MAILX Sharpe Ratio is 0.21, which is lower than the FDGRX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MAILX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.21
1.86
MAILX
FDGRX

Dividends

MAILX vs. FDGRX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 0.61%, while FDGRX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MAILX
BlackRock International Fund of BlackRock Series, Inc.
0.61%1.08%1.13%0.77%0.33%1.11%1.84%1.39%1.63%0.65%2.24%1.81%
FDGRX
Fidelity Growth Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%3.92%4.03%7.12%

Drawdowns

MAILX vs. FDGRX - Drawdown Comparison

The maximum MAILX drawdown since its inception was -59.57%, smaller than the maximum FDGRX drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for MAILX and FDGRX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.69%
-2.37%
MAILX
FDGRX

Volatility

MAILX vs. FDGRX - Volatility Comparison

The current volatility for BlackRock International Fund of BlackRock Series, Inc. (MAILX) is 3.98%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 5.25%. This indicates that MAILX experiences smaller price fluctuations and is considered to be less risky than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
5.25%
MAILX
FDGRX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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