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ONERX vs. FGCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ONERX vs. FGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in One Rock Fund (ONERX) and Fidelity Growth Company K (FGCKX). The values are adjusted to include any dividend payments, if applicable.

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ONERX vs. FGCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ONERX
One Rock Fund
-1.48%49.37%21.76%72.41%-42.06%45.70%104.46%
FGCKX
Fidelity Growth Company K
-2.70%18.67%37.30%47.35%-33.82%22.62%90.19%

Returns By Period

In the year-to-date period, ONERX achieves a -1.48% return, which is significantly higher than FGCKX's -2.70% return.


ONERX

1D
7.72%
1M
-7.71%
YTD
-1.48%
6M
-2.85%
1Y
79.18%
3Y*
35.95%
5Y*
20.20%
10Y*

FGCKX

1D
4.46%
1M
-4.64%
YTD
-2.70%
6M
-3.14%
1Y
31.27%
3Y*
26.04%
5Y*
12.71%
10Y*
20.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ONERX vs. FGCKX - Expense Ratio Comparison

ONERX has a 1.75% expense ratio, which is higher than FGCKX's 0.65% expense ratio.


Return for Risk

ONERX vs. FGCKX — Risk / Return Rank

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

ONERX
ONERX Risk / Return Rank: 9191
Overall Rank
ONERX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ONERX Sortino Ratio Rank: 8787
Sortino Ratio Rank
ONERX Omega Ratio Rank: 8383
Omega Ratio Rank
ONERX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ONERX Martin Ratio Rank: 9696
Martin Ratio Rank

FGCKX
FGCKX Risk / Return Rank: 7575
Overall Rank
FGCKX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
FGCKX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FGCKX Omega Ratio Rank: 7070
Omega Ratio Rank
FGCKX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FGCKX Martin Ratio Rank: 7676
Martin Ratio Rank
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.

ONERX vs. FGCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for One Rock Fund (ONERX) and Fidelity Growth Company K (FGCKX). 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.


ONERXFGCKXDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.31

+0.65

Sortino ratio

Return per unit of downside risk

2.42

1.89

+0.53

Omega ratio

Gain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratio

Return relative to maximum drawdown

4.49

2.13

+2.36

Martin ratio

Return relative to average drawdown

15.11

7.49

+7.63

ONERX vs. FGCKX - Sharpe Ratio Comparison

The current ONERX Sharpe Ratio is 1.96, which is higher than the FGCKX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of ONERX and FGCKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ONERXFGCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.31

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.53

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.66

-0.61

Correlation

The correlation between ONERX and FGCKX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ONERX vs. FGCKX - Dividend Comparison

ONERX's dividend yield for the trailing twelve months is around 24.48%, while FGCKX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ONERX
One Rock Fund
24.48%24.12%0.00%0.00%10.57%28.88%18.66%0.00%0.00%0.00%0.00%0.00%
FGCKX
Fidelity Growth Company K
0.00%0.00%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.73%6.20%3.96%

Drawdowns

ONERX vs. FGCKX - Drawdown Comparison

The maximum ONERX drawdown since its inception was -96.43%, which is greater than FGCKX's maximum drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for ONERX and FGCKX.


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Drawdown Indicators


ONERXFGCKXDifference

Max Drawdown

Largest peak-to-trough decline

-96.43%

-51.01%

-45.42%

Max Drawdown (1Y)

Largest decline over 1 year

-17.63%

-13.09%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-96.43%

-40.21%

-56.22%

Max Drawdown (10Y)

Largest decline over 10 years

-40.21%

Current Drawdown

Current decline from peak

-92.58%

-8.65%

-83.93%

Average Drawdown

Average peak-to-trough decline

-30.62%

-9.03%

-21.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.24%

3.72%

+1.52%

Volatility

ONERX vs. FGCKX - Volatility Comparison

One Rock Fund (ONERX) has a higher volatility of 18.51% compared to Fidelity Growth Company K (FGCKX) at 8.22%. This indicates that ONERX's price experiences larger fluctuations and is considered to be riskier than FGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ONERXFGCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.51%

8.22%

+10.29%

Volatility (6M)

Calculated over the trailing 6-month period

31.07%

15.30%

+15.77%

Volatility (1Y)

Calculated over the trailing 1-year period

41.95%

24.67%

+17.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

821.63%

24.06%

+797.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

747.39%

23.37%

+724.02%