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MAILX vs. FDGRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, MAILX achieves a 9.99% return, which is significantly lower than FDGRX's 15.01% return. Over the past 10 years, MAILX has underperformed FDGRX with an annualized return of 7.88%, while FDGRX has yielded a comparatively higher 21.52% annualized return.


MAILX

1D
2.96%
1M
0.71%
6M
4.60%
YTD
9.99%
1Y
23.33%
3Y*
9.20%
5Y*
2.38%
10Y*
7.88%
ALL TIME*
4.60%

FDGRX

1D
2.88%
1M
-4.50%
6M
12.24%
YTD
15.01%
1Y
27.79%
3Y*
25.32%
5Y*
13.97%
10Y*
21.52%
ALL TIME*
14.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MAILX vs. FDGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MAILX
BlackRock International Fund of BlackRock Series, Inc.
9.99%15.60%0.46%19.67%-24.24%9.32%21.82%31.77%-21.45%31.87%
FDGRX
Fidelity Growth Company Fund
15.01%18.54%37.18%47.25%-33.86%22.57%67.42%38.40%-4.14%36.76%

Correlation

The correlation between MAILX and FDGRX is 0.71, 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.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Oct 30, 1998

0.66

The correlation between MAILX and FDGRX has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

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Return for Risk

MAILX vs. FDGRX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MAILX
MAILX Risk / Return Rank: 4646
Overall Rank
MAILX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MAILX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MAILX Omega Ratio Rank: 4747
Omega Ratio Rank
MAILX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MAILX Martin Ratio Rank: 4545
Martin Ratio Rank

FDGRX
FDGRX Risk / Return Rank: 4949
Overall Rank
FDGRX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
FDGRX Sortino Ratio Rank: 4242
Sortino Ratio Rank
FDGRX Omega Ratio Rank: 4242
Omega Ratio Rank
FDGRX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FDGRX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MAILX vs. FDGRX - Risk-Adjusted Trends 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.

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.


MAILXFDGRXDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.78

2.04

-0.26

Martin ratioReturn relative to average drawdown

6.51

6.83

-0.32

MAILX vs. FDGRX - Sharpe Ratio Comparison

The current MAILX Sharpe Ratio is 1.32, which is comparable to the FDGRX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of MAILX and FDGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MAILX vs. FDGRX - Drawdown Comparison

The maximum MAILX drawdown since its inception was -59.57%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for MAILX and FDGRX.


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Drawdown Indicators


MAILXFDGRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.57%

-71.62%

+12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-12.60%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.36%

-26.19%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-41.68%

-40.25%

-1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-40.25%

-1.43%

Current Drawdown

Current decline from peak

-2.47%

-7.06%

+4.59%

Average Drawdown

Average peak-to-trough decline

-16.06%

-15.86%

-0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.74%

-0.38%

Volatility

MAILX vs. FDGRX - Volatility Comparison

The current volatility for BlackRock International Fund of BlackRock Series, Inc. (MAILX) is 5.51%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.23%. 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.


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Volatility by Period


MAILXFDGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

6.23%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.65%

15.89%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

20.62%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.09%

24.26%

-6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.17%

23.50%

-5.33%

MAILX vs. FDGRX - Expense Ratio Comparison

MAILX has a 0.65% expense ratio, which is higher than FDGRX's 0.52% expense ratio.


Dividends

MAILX vs. FDGRX - Dividend Comparison

MAILX's dividend yield for the trailing twelve months is around 2.29%, while FDGRX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FDGRX
Fidelity Growth Company Fund
0.00%0.00%8.86%3.83%7.20%10.67%8.86%3.84%6.38%4.73%6.16%3.92%
MAILX
BlackRock International Fund of BlackRock Series, Inc.
2.29%1.79%0.90%1.08%1.13%7.30%0.33%1.11%1.83%1.39%1.62%0.65%

Frequently Asked Questions


MAILX and FDGRX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FDGRX has higher volatility (6.23%) compared to MAILX (5.51%). In terms of maximum drawdown, MAILX dropped -59.57% vs FDGRX's -71.62%.

MAILX currently has the higher Sharpe Ratio (1.32 vs 1.24), 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.

Portfolio Optimizer

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