PROVX vs. FGKFX

Last updated Apr 1, 2026

Compare and contrast key facts about Provident Trust Strategy Fund (PROVX) and Fidelity Growth Company K6 Fund (FGKFX).

PROVX is managed by Provident. It was launched on Dec 30, 1986. FGKFX is managed by Fidelity. It was launched on Jun 13, 2019.

Performance

PROVX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Provident Trust Strategy Fund (PROVX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

PROVX vs. FGKFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PROVX Provident Trust Strategy Fund	-7.57%	13.10%	19.73%	17.59%	-22.62%	31.96%	19.47%	10.68%
FGKFX Fidelity Growth Company K6 Fund	-6.49%	21.67%	35.46%	46.02%	-32.62%	22.06%	68.76%	15.07%

Returns By Period

In the year-to-date period, PROVX achieves a -7.57% return, which is significantly lower than FGKFX's -6.49% return.

PROVX

• 1D: 0.46%
• 1M: -6.63%
• YTD: -7.57%
• 6M: -1.66%
• 1Y: 8.59%
• 3Y*: 14.04%
• 5Y*: 6.85%
• 10Y*: 11.45%

FGKFX

• 1D: -1.20%
• 1M: -8.32%
• YTD: -6.49%
• 6M: -5.49%
• 1Y: 30.08%
• 3Y*: 24.91%
• 5Y*: 12.57%
• 10Y*: —

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

PROVX vs. FGKFX - Expense Ratio Comparison

PROVX has a 0.93% expense ratio, which is higher than FGKFX's 0.45% expense ratio.

PROVX

Provident Trust Strategy Fund

FGKFX

Fidelity Growth Company K6 Fund

Return for Risk

PROVX vs. FGKFX — Risk / Return Rank

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

PROVX

PROVX Risk / Return Rank: 26
PROVX Sharpe Ratio Rank: 28
PROVX Sortino Ratio Rank: 32
PROVX Omega Ratio Rank: 25
PROVX Calmar Ratio Rank: 21
PROVX Martin Ratio Rank: 23

FGKFX

FGKFX Risk / Return Rank: 72
FGKFX Sharpe Ratio Rank: 70
FGKFX Sortino Ratio Rank: 72
FGKFX Omega Ratio Rank: 68
FGKFX Calmar Ratio Rank: 75
FGKFX Martin Ratio Rank: 74

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.

PROVX vs. FGKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Provident Trust Strategy Fund (PROVX) 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.

	PROVX	FGKFX	Difference
Sharpe ratio Return per unit of total volatility	0.69	1.21	-0.51
Sortino ratio Return per unit of downside risk	1.14	1.76	-0.62
Omega ratio Gain probability vs. loss probability	1.14	1.25	-0.11
Calmar ratio Return relative to maximum drawdown	0.63	1.72	-1.09
Martin ratio Return relative to average drawdown	2.43	7.03	-4.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PROVX vs. FGKFX - Sharpe Ratio Comparison

The current PROVX Sharpe Ratio is 0.69, which is lower than the FGKFX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of PROVX and FGKFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PROVX	FGKFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.69	1.21	-0.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	0.52	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.80	-0.32

Correlation

The correlation between PROVX and FGKFX is 0.77, 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

PROVX vs. FGKFX - Dividend Comparison

PROVX's dividend yield for the trailing twelve months is around 18.17%, while FGKFX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PROVX Provident Trust Strategy Fund	18.17%	16.80%	6.94%	4.61%	19.17%	0.35%	9.04%	4.40%	5.80%	1.54%	1.92%	7.73%
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%	0.00%

Drawdowns

PROVX vs. FGKFX - Drawdown Comparison

The maximum PROVX drawdown since its inception was -57.65%, which is greater than FGKFX's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for PROVX and FGKFX.

Drawdown Indicators

	PROVX	FGKFX	Difference
Max Drawdown Largest peak-to-trough decline	-57.65%	-40.14%	-17.51%
Max Drawdown (1Y) Largest decline over 1 year	-12.54%	-13.22%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-27.48%	-40.14%	+12.66%
Max Drawdown (10Y) Largest decline over 10 years	-27.48%	—	—
Current Drawdown Current decline from peak	-12.13%	-11.40%	-0.73%
Average Drawdown Average peak-to-trough decline	-13.23%	-10.25%	-2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.54%	-0.31%

Volatility

PROVX vs. FGKFX - Volatility Comparison

The current volatility for Provident Trust Strategy Fund (PROVX) is 3.30%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 6.79%. This indicates that PROVX 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

	PROVX	FGKFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	6.79%	-3.49%
Volatility (6M) Calculated over the trailing 6-month period	8.49%	14.66%	-6.17%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	24.70%	-10.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	24.10%	-8.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.11%	25.87%	-9.76%