VWDRY vs. FBGRX

Last updated Apr 2, 2026

Compare and contrast key facts about Vestas Wind Systems A/S (VWDRY) and Fidelity Blue Chip Growth Fund (FBGRX).

FBGRX is managed by Fidelity. It was launched on Dec 31, 1987.

Performance

VWDRY vs. FBGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vestas Wind Systems A/S (VWDRY) and Fidelity Blue Chip Growth Fund (FBGRX). The values are adjusted to include any dividend payments, if applicable.

VWDRY vs. FBGRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWDRY Vestas Wind Systems A/S	6.26%	99.19%	-56.82%	9.27%	-5.43%	-34.72%	134.29%	34.77%	10.56%	9.29%
FBGRX Fidelity Blue Chip Growth Fund	-7.12%	19.91%	39.77%	55.61%	-38.45%	22.64%	62.20%	33.43%	1.02%	36.01%

Returns By Period

In the year-to-date period, VWDRY achieves a 6.26% return, which is significantly higher than FBGRX's -7.12% return. Over the past 10 years, VWDRY has underperformed FBGRX with an annualized return of 8.06%, while FBGRX has yielded a comparatively higher 19.08% annualized return.

VWDRY

• 1D: -4.46%
• 1M: 14.00%
• YTD: 6.26%
• 6M: 42.45%
• 1Y: 110.73%
• 3Y*: -0.08%
• 5Y*: -7.13%
• 10Y*: 8.06%

FBGRX

• 1D: 4.54%
• 1M: -5.07%
• YTD: -7.12%
• 6M: -4.04%
• 1Y: 26.78%
• 3Y*: 26.54%
• 5Y*: 11.74%
• 10Y*: 19.08%

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

Return for Risk

VWDRY vs. FBGRX — Risk / Return Rank

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

VWDRY

VWDRY Risk / Return Rank: 91
VWDRY Sharpe Ratio Rank: 92
VWDRY Sortino Ratio Rank: 91
VWDRY Omega Ratio Rank: 89
VWDRY Calmar Ratio Rank: 93
VWDRY Martin Ratio Rank: 90

FBGRX

FBGRX Risk / Return Rank: 71
FBGRX Sharpe Ratio Rank: 61
FBGRX Sortino Ratio Rank: 67
FBGRX Omega Ratio Rank: 64
FBGRX Calmar Ratio Rank: 82
FBGRX Martin Ratio Rank: 80

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.

VWDRY vs. FBGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) and Fidelity Blue Chip Growth Fund (FBGRX). 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.

	VWDRY	FBGRX	Difference
Sharpe ratio Return per unit of total volatility	2.19	1.13	+1.06
Sortino ratio Return per unit of downside risk	3.05	1.73	+1.32
Omega ratio Gain probability vs. loss probability	1.38	1.25	+0.13
Calmar ratio Return relative to maximum drawdown	4.77	2.00	+2.77
Martin ratio Return relative to average drawdown	11.07	7.92	+3.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWDRY vs. FBGRX - Sharpe Ratio Comparison

The current VWDRY Sharpe Ratio is 2.19, which is higher than the FBGRX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VWDRY and FBGRX, 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

	VWDRY	FBGRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	1.13	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.47	-0.62
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.81	-0.62
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	0.65	-0.56

Correlation

The correlation between VWDRY and FBGRX is 0.37, 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

VWDRY vs. FBGRX - Dividend Comparison

VWDRY's dividend yield for the trailing twelve months is around 0.27%, less than FBGRX's 2.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VWDRY Vestas Wind Systems A/S	0.27%	0.28%	0.00%	0.00%	0.20%	0.56%	0.30%	0.69%	1.28%	3.28%	1.66%	0.77%
FBGRX Fidelity Blue Chip Growth Fund	2.05%	1.90%	5.95%	0.93%	0.57%	8.73%	6.40%	3.70%	6.32%	4.23%	4.05%	5.30%

Drawdowns

VWDRY vs. FBGRX - Drawdown Comparison

The maximum VWDRY drawdown since its inception was -96.49%, which is greater than FBGRX's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for VWDRY and FBGRX.

Drawdown Indicators

	VWDRY	FBGRX	Difference
Max Drawdown Largest peak-to-trough decline	-96.49%	-58.64%	-37.85%
Max Drawdown (1Y) Largest decline over 1 year	-22.82%	-13.89%	-8.93%
Max Drawdown (5Y) Largest decline over 5 years	-73.22%	-43.08%	-30.14%
Max Drawdown (10Y) Largest decline over 10 years	-76.67%	-43.08%	-33.59%
Current Drawdown Current decline from peak	-44.21%	-8.68%	-35.53%
Average Drawdown Average peak-to-trough decline	-45.92%	-12.58%	-33.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.83%	3.51%	+6.32%

Volatility

VWDRY vs. FBGRX - Volatility Comparison

Vestas Wind Systems A/S (VWDRY) has a higher volatility of 13.02% compared to Fidelity Blue Chip Growth Fund (FBGRX) at 7.83%. This indicates that VWDRY's price experiences larger fluctuations and is considered to be riskier than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWDRY	FBGRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.02%	7.83%	+5.19%
Volatility (6M) Calculated over the trailing 6-month period	31.33%	14.08%	+17.25%
Volatility (1Y) Calculated over the trailing 1-year period	50.90%	24.98%	+25.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.99%	24.93%	+23.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	42.80%	23.63%	+19.17%