TFSL vs. FCGSX

Last updated Apr 1, 2026

Compare and contrast key facts about TFS Financial Corporation (TFSL) and Fidelity Series Growth Company Fund (FCGSX).

FCGSX is managed by Fidelity. It was launched on Nov 7, 2013.

Performance

TFSL vs. FCGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TFS Financial Corporation (TFSL) and Fidelity Series Growth Company Fund (FCGSX). The values are adjusted to include any dividend payments, if applicable.

TFSL vs. FCGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFSL TFS Financial Corporation	7.20%	15.95%	-6.73%	11.18%	-12.98%	7.13%	-4.53%	29.24%	13.93%	-18.48%
FCGSX Fidelity Series Growth Company Fund	-6.64%	25.52%	38.00%	45.97%	-32.15%	25.13%	70.01%	39.75%	-4.03%	37.69%

Returns By Period

In the year-to-date period, TFSL achieves a 7.20% return, which is significantly higher than FCGSX's -6.64% return. Over the past 10 years, TFSL has underperformed FCGSX with an annualized return of 4.37%, while FCGSX has yielded a comparatively higher 21.43% annualized return.

TFSL

• 1D: 2.33%
• 1M: 2.31%
• YTD: 7.20%
• 6M: 11.05%
• 1Y: 23.22%
• 3Y*: 12.97%
• 5Y*: 0.29%
• 10Y*: 4.37%

FCGSX

• 1D: -1.20%
• 1M: -8.19%
• YTD: -6.64%
• 6M: -2.02%
• 1Y: 33.82%
• 3Y*: 27.05%
• 5Y*: 14.28%
• 10Y*: 21.43%

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

Return for Risk

TFSL vs. FCGSX — Risk / Return Rank

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

TFSL

TFSL Risk / Return Rank: 73
TFSL Sharpe Ratio Rank: 74
TFSL Sortino Ratio Rank: 68
TFSL Omega Ratio Rank: 66
TFSL Calmar Ratio Rank: 80
TFSL Martin Ratio Rank: 79

FCGSX

FCGSX Risk / Return Rank: 82
FCGSX Sharpe Ratio Rank: 78
FCGSX Sortino Ratio Rank: 81
FCGSX Omega Ratio Rank: 76
FCGSX Calmar Ratio Rank: 87
FCGSX Martin Ratio Rank: 90

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.

TFSL vs. FCGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TFS Financial Corporation (TFSL) and Fidelity Series Growth Company Fund (FCGSX). 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.

	TFSL	FCGSX	Difference
Sharpe ratio Return per unit of total volatility	1.01	1.40	-0.39
Sortino ratio Return per unit of downside risk	1.48	2.02	-0.54
Omega ratio Gain probability vs. loss probability	1.19	1.29	-0.10
Calmar ratio Return relative to maximum drawdown	2.25	2.25	-0.01
Martin ratio Return relative to average drawdown	5.75	10.23	-4.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFSL vs. FCGSX - Sharpe Ratio Comparison

The current TFSL Sharpe Ratio is 1.01, which is comparable to the FCGSX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of TFSL and FCGSX, 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

	TFSL	FCGSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	1.40	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.61	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.93	-0.75
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.87	-0.66

Correlation

The correlation between TFSL and FCGSX is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TFSL vs. FCGSX - Dividend Comparison

TFSL's dividend yield for the trailing twelve months is around 8.04%, less than FCGSX's 11.22% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TFSL TFS Financial Corporation	8.04%	8.45%	9.00%	7.69%	7.84%	6.30%	6.35%	5.28%	5.21%	3.95%	2.36%	1.81%
FCGSX Fidelity Series Growth Company Fund	11.22%	10.48%	12.49%	3.13%	0.61%	38.65%	31.99%	11.06%	13.21%	10.51%	2.44%	0.25%

Drawdowns

TFSL vs. FCGSX - Drawdown Comparison

The maximum TFSL drawdown since its inception was -45.52%, which is greater than FCGSX's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for TFSL and FCGSX.

Drawdown Indicators

	TFSL	FCGSX	Difference
Max Drawdown Largest peak-to-trough decline	-45.52%	-38.77%	-6.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.83%	-13.10%	+2.27%
Max Drawdown (5Y) Largest decline over 5 years	-42.95%	-38.77%	-4.18%
Max Drawdown (10Y) Largest decline over 10 years	-42.95%	-38.77%	-4.18%
Current Drawdown Current decline from peak	-7.09%	-10.42%	+3.33%
Average Drawdown Average peak-to-trough decline	-17.35%	-7.05%	-10.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.23%	2.88%	+1.35%

Volatility

TFSL vs. FCGSX - Volatility Comparison

The current volatility for TFS Financial Corporation (TFSL) is 4.22%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 6.66%. This indicates that TFSL experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TFSL	FCGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	6.66%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	17.92%	13.74%	+4.18%
Volatility (1Y) Calculated over the trailing 1-year period	23.08%	23.80%	-0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.02%	23.62%	+0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	23.15%	+1.32%