FIDELITY BLUE CHIP GROWTH ETF
Symbol: FBCG
Exchange: BATS
Sector: Technology
Category: Large Growth
Inception date: 02/06/2020
Latest date: 20/07/2026
Current price: $60.05
Expense ratio: 0.57%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-3.32%
Ann. -35.62% (Sharpe / Sortino numerator)
Volatility
27.89%
Sharpe ratio
-1.407
VaR 95%
-2.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
4.27%
Ann. -26.33% (Sharpe / Sortino numerator)
Volatility
21.98%
Sharpe ratio
-1.363
VaR 95%
-2.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.76%
Ann. -10.72% (Sharpe / Sortino numerator)
Volatility
21.05%
Sharpe ratio
-0.682
VaR 95%
-2.31%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.10%
Ann. 24.88% (Sharpe / Sortino numerator)
Volatility
26.08%
Sharpe ratio
0.815
VaR 95%
-2.30%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
42.50%
Ann. 15.66% (Sharpe / Sortino numerator)
Volatility
24.64%
Sharpe ratio
0.488
VaR 95%
-2.49%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
96.36%
Ann. 26.23% (Sharpe / Sortino numerator)
Volatility
22.62%
Sharpe ratio
0.999
VaR 95%
-2.29%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.085%
Best day
4.81%
Worst day
-4.313%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $60.53 | $60.82 | $60.01 | $60.05 | 354,200 |
| 17/07/2026 | $59.80 | $60.55 | $59.11 | $59.97 | 401,000 |
| 16/07/2026 | $61.75 | $61.75 | $60.49 | $60.74 | 466,500 |
| 15/07/2026 | $62.02 | $62.10 | $61.37 | $62.08 | 415,500 |
| 14/07/2026 | $61.50 | $61.92 | $61.11 | $61.80 | 360,200 |
| 13/07/2026 | $62.03 | $62.03 | $60.83 | $60.97 | 518,200 |
| 10/07/2026 | $62.08 | $62.35 | $61.60 | $62.27 | 501,100 |
| 09/07/2026 | $61.62 | $62.24 | $61.27 | $62.02 | 440,300 |
| 08/07/2026 | $60.66 | $61.60 | $60.26 | $61.52 | 1,509,300 |
| 07/07/2026 | $61.45 | $61.52 | $60.57 | $61.14 | 453,700 |