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SHOC vs. FBCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHOC and FBCG is 0.83, 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.


-0.50.00.51.00.8

Performance

SHOC vs. FBCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Semiconductor ETF (SHOC) and Fidelity Blue Chip Growth ETF (FBCG). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%SeptemberOctoberNovemberDecember2025February
78.94%
98.00%
SHOC
FBCG

Key characteristics

Sharpe Ratio

SHOC:

0.06

FBCG:

1.00

Sortino Ratio

SHOC:

0.33

FBCG:

1.42

Omega Ratio

SHOC:

1.04

FBCG:

1.19

Calmar Ratio

SHOC:

0.08

FBCG:

1.38

Martin Ratio

SHOC:

0.17

FBCG:

4.92

Ulcer Index

SHOC:

12.74%

FBCG:

4.30%

Daily Std Dev

SHOC:

36.48%

FBCG:

21.08%

Max Drawdown

SHOC:

-25.71%

FBCG:

-43.56%

Current Drawdown

SHOC:

-19.19%

FBCG:

-7.72%

Returns By Period

In the year-to-date period, SHOC achieves a -4.26% return, which is significantly lower than FBCG's -2.85% return.


SHOC

YTD

-4.26%

1M

-2.98%

6M

-5.73%

1Y

-3.06%

5Y*

N/A

10Y*

N/A

FBCG

YTD

-2.85%

1M

-5.98%

6M

8.16%

1Y

18.47%

5Y*

N/A

10Y*

N/A

*Annualized

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SHOC vs. FBCG - Expense Ratio Comparison

SHOC has a 0.40% expense ratio, which is lower than FBCG's 0.59% expense ratio.


Expense ratio chart for FBCG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for SHOC: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

SHOC vs. FBCG — Risk-Adjusted Performance Rank

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

SHOC
The Risk-Adjusted Performance Rank of SHOC is 1212
Overall Rank
The Sharpe Ratio Rank of SHOC is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOC is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SHOC is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SHOC is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SHOC is 1111
Martin Ratio Rank

FBCG
The Risk-Adjusted Performance Rank of FBCG is 5252
Overall Rank
The Sharpe Ratio Rank of FBCG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of FBCG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FBCG is 5858
Calmar Ratio Rank
The Martin Ratio Rank of FBCG is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHOC vs. FBCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Semiconductor ETF (SHOC) and Fidelity Blue Chip Growth ETF (FBCG). 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.


The chart of Sharpe ratio for SHOC, currently valued at 0.06, compared to the broader market0.002.004.000.061.00
The chart of Sortino ratio for SHOC, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.0012.000.331.42
The chart of Omega ratio for SHOC, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.19
The chart of Calmar ratio for SHOC, currently valued at 0.08, compared to the broader market0.005.0010.0015.0020.000.081.38
The chart of Martin ratio for SHOC, currently valued at 0.17, compared to the broader market0.0020.0040.0060.0080.00100.000.174.92
SHOC
FBCG

The current SHOC Sharpe Ratio is 0.06, which is lower than the FBCG Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SHOC and FBCG, 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
0.06
1.00
SHOC
FBCG

Dividends

SHOC vs. FBCG - Dividend Comparison

SHOC's dividend yield for the trailing twelve months is around 0.37%, more than FBCG's 0.12% yield.


TTM20242023202220212020
SHOC
Strive U.S. Semiconductor ETF
0.37%0.35%0.65%0.24%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF
0.12%0.12%0.02%0.00%0.00%0.01%

Drawdowns

SHOC vs. FBCG - Drawdown Comparison

The maximum SHOC drawdown since its inception was -25.71%, smaller than the maximum FBCG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for SHOC and FBCG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-19.19%
-7.72%
SHOC
FBCG

Volatility

SHOC vs. FBCG - Volatility Comparison

Strive U.S. Semiconductor ETF (SHOC) has a higher volatility of 11.35% compared to Fidelity Blue Chip Growth ETF (FBCG) at 6.37%. This indicates that SHOC's price experiences larger fluctuations and is considered to be riskier than FBCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
11.35%
6.37%
SHOC
FBCG