Large Cap Funds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | Large Cap Growth Equities | 33.33% |
FCNTX Fidelity Contrafund Fund | Large Cap Growth Equities | 33.33% |
PRCOX T. Rowe Price U.S. Equity Research Fund | Large Cap Blend Equities | 33.33% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Mar 9, 1995, corresponding to the inception date of PRCOX
Returns By Period
As of May 30, 2025, the Large Cap Funds returned 0.73% Year-To-Date and 14.29% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Large Cap Funds | 0.73% | 8.29% | 0.93% | 13.87% | 17.55% | 14.29% |
| Portfolio components: | ||||||
FBGRX Fidelity Blue Chip Growth Fund | -3.26% | 10.22% | -1.03% | 10.67% | 18.50% | 16.89% |
FCNTX Fidelity Contrafund Fund | 4.76% | 8.22% | 4.41% | 17.72% | 17.67% | 15.28% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.51% | 6.43% | -0.95% | 12.75% | 15.89% | 10.36% |
Monthly Returns
The table below presents the monthly returns of Large Cap Funds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.49% | -2.79% | -7.88% | 0.29% | 8.39% | 0.73% | |||||||
| 2024 | 3.35% | 8.14% | 3.13% | -4.16% | 6.54% | 4.68% | -1.32% | 2.61% | 2.18% | -0.18% | 5.94% | -0.53% | 34.07% |
| 2023 | 8.91% | -1.67% | 5.59% | 1.83% | 3.84% | 6.71% | 4.27% | -1.32% | -4.61% | -1.78% | 9.71% | 4.79% | 41.40% |
| 2022 | -7.84% | -3.85% | 2.99% | -11.64% | -2.01% | -9.21% | 10.90% | -4.09% | -9.14% | 5.34% | 5.28% | -7.13% | -28.59% |
| 2021 | -0.53% | 2.27% | 1.97% | 6.15% | -0.19% | 4.29% | 1.67% | 3.96% | -5.00% | 7.16% | -0.19% | 0.59% | 23.83% |
| 2020 | 1.80% | -6.53% | -11.44% | 14.74% | 6.91% | 4.71% | 7.06% | 10.00% | -4.33% | -2.89% | 11.24% | 4.32% | 37.42% |
| 2019 | 9.30% | 2.94% | 2.34% | 4.64% | -6.72% | 6.91% | 1.44% | -1.87% | -0.69% | 3.05% | 4.60% | 2.96% | 31.83% |
| 2018 | 7.96% | -2.68% | -2.97% | 1.03% | 3.76% | 1.46% | 2.18% | 4.43% | 0.18% | -9.00% | 0.80% | -9.06% | -3.32% |
| 2017 | 3.81% | 3.92% | 1.53% | 2.55% | 3.22% | -0.18% | 3.07% | 1.29% | 1.22% | 3.93% | 2.13% | -1.26% | 28.17% |
| 2016 | -6.64% | -1.13% | 6.15% | 0.08% | 2.17% | -1.62% | 5.03% | 0.34% | 0.83% | -1.99% | 1.37% | -0.99% | 3.03% |
| 2015 | -1.71% | 6.21% | -0.73% | -0.20% | 1.99% | -1.10% | 3.14% | -6.06% | -2.73% | 7.62% | 0.64% | -3.29% | 2.96% |
| 2014 | -2.38% | 5.61% | -1.86% | -1.15% | 3.32% | 2.61% | -1.60% | 4.51% | -1.44% | 2.23% | 2.59% | -1.59% | 10.92% |
Expense Ratio
Large Cap Funds has an expense ratio of 0.53%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Large Cap Funds is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 0.38 | 0.76 | 1.10 | 0.43 | 1.31 |
FCNTX Fidelity Contrafund Fund | 0.80 | 1.23 | 1.17 | 0.89 | 3.00 |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.64 | 0.97 | 1.14 | 0.63 | 2.35 |
Loading data...
Dividends
Dividend yield
Large Cap Funds provided a 3.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.85% | 3.59% | 2.12% | 5.17% | 7.75% | 5.15% | 2.94% | 7.02% | 5.80% | 5.04% | 6.46% | 6.08% |
| Portfolio components: | ||||||||||||
FBGRX Fidelity Blue Chip Growth Fund | 6.15% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.28% | 4.05% | 5.30% | 5.96% |
FCNTX Fidelity Contrafund Fund | 4.77% | 4.19% | 4.26% | 13.65% | 10.80% | 8.01% | 4.16% | 9.14% | 6.08% | 3.81% | 5.33% | 7.29% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 0.64% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 0.97% | 5.60% | 7.02% | 7.28% | 8.76% | 5.01% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Large Cap Funds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Large Cap Funds was 52.07%, occurring on Mar 9, 2009. Recovery took 538 trading sessions.
The current Large Cap Funds drawdown is 4.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.07% | Nov 1, 2007 | 339 | Mar 9, 2009 | 538 | Apr 26, 2011 | 877 |
| -45.66% | Mar 27, 2000 | 640 | Oct 9, 2002 | 1035 | Nov 14, 2006 | 1675 |
| -33.45% | Nov 22, 2021 | 226 | Oct 14, 2022 | 316 | Jan 19, 2024 | 542 |
| -31.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -24.89% | Jul 20, 1998 | 59 | Oct 8, 1998 | 58 | Dec 29, 1998 | 117 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | FCNTX | PRCOX | FBGRX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.91 | 0.95 | 0.93 | 0.95 |
| FCNTX | 0.91 | 1.00 | 0.90 | 0.93 | 0.97 |
| PRCOX | 0.95 | 0.90 | 1.00 | 0.91 | 0.96 |
| FBGRX | 0.93 | 0.93 | 0.91 | 1.00 | 0.97 |
| Portfolio | 0.95 | 0.97 | 0.96 | 0.97 | 1.00 |