Fidelity® Blue Chip Growth ETF

10-Year Study

FBCG.US · · US · ETF

Executive Summary: Fidelity® Blue Chip Growth ETF has compounded at 18.6% annually over the last 10 years, with a maximum drawdown of 39.9% and an annualized volatility of 21.6%.

1Y CAGR
+30.2%
3Y CAGR
+28.1%
5Y CAGR
+13.5%
10Y CAGR
+18.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
39.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +58.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -39.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.6-2.8-5.413.3————————3.6%
20252.5-5.2-11.10.810.78.14.41.35.33.7-1.70.318.6%
20242.69.23.0-3.67.96.1-3.31.42.80.47.10.739.0%
202313.3-0.87.5-0.18.57.85.1-1.4-6.1-2.311.85.458.0%
2022-11.7-3.92.9-15.0-4.9-11.115.0-4.3-10.23.75.1-9.8-39.1%
20210.72.5-0.86.0-1.66.90.64.5-5.18.0-0.3-1.021.3%
2020——————7.813.9-4.6-2.813.65.035.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 90.4% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-06-0110000
2020-07-0110775.054554463937
2020-08-0112272.943844636511
2020-09-0111702.289858110747
2020-10-0111371.818450367351
2020-11-0112919.640559933678
2020-12-0113572.007127814675
2021-01-0113662.391248415777
2021-02-0114009.538693170449
2021-03-0113900.143890376497
2021-04-0114727.608846875864
2021-05-0114494.573141098332
2021-06-0115493.229528973423
2021-07-0115578.80142175127
2021-08-0116277.860893263834
2021-09-0115455.16051876769
2021-10-0116686.852612420313
2021-11-0116639.254438208136
2021-12-0116468.06300683241
2022-01-0114542.123669490476
2022-02-0113971.469682964715
2022-03-0114380.461402121191
2022-04-0112221.486359001725
2022-05-0111624.674817278279
2022-06-0110328.803804042273
2022-07-0111874.338914247053
2022-08-0111358.382329118269
2022-09-0110200.39831905547
2022-10-0110576.085610009433
2022-11-0111115.817459334294
2022-12-0110029.206887679742
2023-01-0111360.764620119879
2023-02-0111266.807063016362
2023-03-0112107.326974204552
2023-04-0112097.845456018144
2023-05-0113129.758626275716
2023-06-0114147.42569634366
2023-07-0114875.025014055516
2023-08-0114670.529154477279
2023-09-0113771.119009729277
2023-10-0113448.366224831096
2023-11-0115036.687281424802
2023-12-0115844.236285150704
2024-01-0116262.804814133655
2024-02-0117761.12291668652
2024-03-0118298.615412469866
2024-04-0117642.24659570616
2024-05-0119031.16989546507
2024-06-0120187.00984362642
2024-07-0119521.06421703624
2024-08-0119787.451996836317
2024-09-0120345.432195233512
2024-10-0120431.051733831395
2024-11-0121886.679181635394
2024-12-0122030.712495592765
2025-01-0122573.636614859777
2025-02-0121402.073546087802
2025-03-0119035.172144347776
2025-04-0119187.591122630813
2025-05-0121249.7022136248
2025-06-0122973.6709198502
2025-07-0123978.52126432948
2025-08-0124278.546993072297
2025-09-0125557.265511096713
2025-10-0126514.565327183846
2025-11-0126062.120620157995
2025-12-0126128.967705663184
2026-01-0125981.265663563336
2026-02-0125252.284617070545
2026-03-0123880.085000142935
2026-04-0127067.590360297694
Annual Return Matrix
YearAnnual Return
20210.21338449440411167
2022-0.39099049575419154
20230.5798094966626286
20240.3904559424072751
20250.186024633152027
20260.035922684172137176
Total Factor Risk
0.21585893213532975
VTI.US Exposure
0.90444058252494
VEA.US Exposure
0.05620178527988281
VWO.US Exposure
0.0003449499468305818
QQQ.US Exposure
0.10701743650376458
VTV.US Exposure
-0.15797547507496396
IJR.US Exposure
0.006132817601993363
QUAL.US Exposure
0.0254291868881591
SHV.US Exposure
0.10837735320191026
TLT.US Exposure
0.0005927318677836054
LQD.US Exposure
-0.007825466986213489
HYG.US Exposure
-0.023352612684499698
GLD.US Exposure
0.00004428647923548982
USO.US Exposure
-0.0028242751195230024
VNQ.US Exposure
-0.023256435681161005
BTC-USD.CC Exposure
0.0036622999298269684
CPER.US Exposure
0.0017891884847779224
VIX.INDX Exposure
-0.0072266992626119205
UUP.US Exposure
-0.003657104716931024
TIP.US Exposure
-0.00014911627056339295
Idiosyncratic Exposure
0.012234567087362876
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fidelity® Blue Chip Growth ETF a high-risk investment?

Fidelity® Blue Chip Growth ETF (FBCG.US) has an annualized volatility of 21.6% and experienced a maximum drawdown of 39.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FBCG.US?

Over the past 10 years, FBCG.US has generated a Compound Annual Growth Rate (CAGR) of 18.6%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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