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VRTTX vs. FDGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRTTX vs. FDGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Fidelity Growth Company Fund (FDGRX). The values are adjusted to include any dividend payments, if applicable.

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VRTTX vs. FDGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTTX
Vanguard Russell 3000 Index Fund Institutional Shares
-6.72%16.70%23.72%25.92%-19.27%25.48%20.81%31.03%-5.29%21.02%
FDGRX
Fidelity Growth Company Fund
-6.86%18.54%37.18%47.25%-33.86%22.57%67.42%38.40%-4.14%36.76%

Returns By Period

The year-to-date returns for both stocks are quite close, with VRTTX having a -6.72% return and FDGRX slightly lower at -6.86%. Over the past 10 years, VRTTX has underperformed FDGRX with an annualized return of 13.20%, while FDGRX has yielded a comparatively higher 19.82% annualized return.


VRTTX

1D
-0.44%
1M
-7.70%
YTD
-6.72%
6M
-4.50%
1Y
14.62%
3Y*
16.53%
5Y*
10.07%
10Y*
13.20%

FDGRX

1D
-1.22%
1M
-8.22%
YTD
-6.86%
6M
-6.92%
1Y
26.32%
3Y*
24.11%
5Y*
12.04%
10Y*
19.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRTTX vs. FDGRX - Expense Ratio Comparison

VRTTX has a 0.08% expense ratio, which is lower than FDGRX's 0.79% expense ratio.


Return for Risk

VRTTX vs. FDGRX — Risk / Return Rank

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

VRTTX
VRTTX Risk / Return Rank: 4444
Overall Rank
VRTTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VRTTX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VRTTX Omega Ratio Rank: 4747
Omega Ratio Rank
VRTTX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VRTTX Martin Ratio Rank: 5151
Martin Ratio Rank

FDGRX
FDGRX Risk / Return Rank: 6161
Overall Rank
FDGRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FDGRX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FDGRX Omega Ratio Rank: 6060
Omega Ratio Rank
FDGRX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FDGRX Martin Ratio Rank: 5757
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.

VRTTX vs. FDGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) 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.


VRTTXFDGRXDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.07

-0.24

Sortino ratio

Return per unit of downside risk

1.29

1.58

-0.29

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.04

1.49

-0.45

Martin ratio

Return relative to average drawdown

5.04

5.49

-0.45

VRTTX vs. FDGRX - Sharpe Ratio Comparison

The current VRTTX Sharpe Ratio is 0.83, which is comparable to the FDGRX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VRTTX and FDGRX, 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


VRTTXFDGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.07

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.51

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.85

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.66

+0.10

Correlation

The correlation between VRTTX and FDGRX is 0.89, 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

VRTTX vs. FDGRX - Dividend Comparison

VRTTX's dividend yield for the trailing twelve months is around 1.19%, while FDGRX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VRTTX
Vanguard Russell 3000 Index Fund Institutional Shares
1.19%0.82%1.20%1.49%1.54%1.12%1.38%1.72%1.96%1.69%1.89%1.91%
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%

Drawdowns

VRTTX vs. FDGRX - Drawdown Comparison

The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum FDGRX drawdown of -71.62%. Use the drawdown chart below to compare losses from any high point for VRTTX and FDGRX.


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Drawdown Indicators


VRTTXFDGRXDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-71.62%

+36.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-13.07%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.13%

-40.25%

+15.12%

Max Drawdown (10Y)

Largest decline over 10 years

-34.96%

-40.25%

+5.29%

Current Drawdown

Current decline from peak

-8.87%

-12.60%

+3.73%

Average Drawdown

Average peak-to-trough decline

-4.07%

-15.97%

+11.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

3.89%

-1.34%

Volatility

VRTTX vs. FDGRX - Volatility Comparison

The current volatility for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) is 4.38%, while Fidelity Growth Company Fund (FDGRX) has a volatility of 6.72%. This indicates that VRTTX 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


VRTTXFDGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

6.72%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.30%

14.66%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.38%

24.34%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

23.90%

-6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

23.29%

-4.91%