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
The chart shows the growth of an initial investment of $10,000 in Large Cap Funds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Jan 3, 1995, corresponding to the inception date of PRCOX
Returns By Period
As of Apr 10, 2026, the Large Cap Funds returned -1.04% Year-To-Date and 17.39% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.62% | 0.64% | -0.30% | 1.33% | 25.06% | 18.43% | 10.57% | 12.82% |
Portfolio Large Cap Funds | 2.97% | 0.10% | -1.04% | 1.05% | 29.71% | 25.71% | 12.93% | 17.39% |
| Portfolio components: | ||||||||
FBGRX Fidelity Blue Chip Growth Fund | 3.11% | 0.46% | -1.93% | 0.27% | 36.54% | 29.40% | 12.18% | 19.82% |
FCNTX Fidelity Contrafund Fund | 3.09% | -0.54% | -0.98% | 0.76% | 26.49% | 26.52% | 13.45% | 16.68% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 2.71% | 0.31% | -0.27% | 2.05% | 26.06% | 20.93% | 12.67% | 15.28% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 1995, Large Cap Funds's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Oct 2008 at -17.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Large Cap Funds closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.16% | -1.29% | -5.47% | 4.84% | -1.04% | ||||||||
| 2025 | 3.49% | -2.79% | -7.88% | 0.29% | 8.23% | 6.62% | 3.32% | 1.00% | 3.76% | 2.43% | -0.51% | 1.17% | 19.72% |
| 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% | 4.62% | 41.17% |
| 2022 | -8.19% | -3.84% | 2.99% | -11.64% | -2.01% | -9.21% | 10.90% | -4.09% | -9.14% | 5.34% | 5.28% | -7.01% | -28.77% |
| 2021 | -0.53% | 2.27% | 1.97% | 6.14% | -0.19% | 4.29% | 1.67% | 3.96% | -5.00% | 7.16% | -0.19% | 1.62% | 25.11% |
Benchmark Metrics
Large Cap Funds has an annualized alpha of 3.00%, beta of 0.97, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 04, 1995.
- This portfolio captured 107.59% of S&P 500 Index gains but only 94.56% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.00% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.97 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.00%
- Beta
- 0.97
- R²
- 0.94
- Upside Capture
- 107.59%
- Downside Capture
- 94.56%
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.
Return for Risk
Risk / Return Rank
Large Cap Funds ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 1.84 | +0.46 |
Sortino ratioReturn per unit of downside risk | 3.59 | 2.53 | +1.06 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.35 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.84 | 3.83 | +0.01 |
Martin ratioReturn relative to average drawdown | 16.44 | 16.98 | -0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 76 | 2.34 | 3.51 | 1.47 | 4.07 | 16.57 |
FCNTX Fidelity Contrafund Fund | 68 | 2.11 | 3.29 | 1.43 | 3.41 | 14.08 |
PRCOX T. Rowe Price U.S. Equity Research Fund | 74 | 2.31 | 3.73 | 1.50 | 2.96 | 13.35 |
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Dividends
Dividend yield
Large Cap Funds provided a 2.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.94% | 3.59% | 1.96% | 4.57% | 7.75% | 5.15% | 3.08% | 6.46% | 5.78% | 5.04% | 6.46% |
| Portfolio components: | ||||||||||||
FBGRX Fidelity Blue Chip Growth Fund | 1.94% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FCNTX Fidelity Contrafund Fund | 4.71% | 5.21% | 4.19% | 3.78% | 11.87% | 10.80% | 8.01% | 4.16% | 7.46% | 6.08% | 3.81% | 5.33% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.72% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
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.
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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 51.61%, occurring on Mar 9, 2009. Recovery took 489 trading sessions.
The current Large Cap Funds drawdown is 3.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.61% | Nov 1, 2007 | 339 | Mar 9, 2009 | 489 | Feb 14, 2011 | 828 |
| -44.14% | Mar 27, 2000 | 637 | Oct 9, 2002 | 899 | May 5, 2006 | 1536 |
| -33.02% | Nov 22, 2021 | 226 | Oct 14, 2022 | 315 | Jan 18, 2024 | 541 |
| -31.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -24.98% | Jul 20, 1998 | 58 | Oct 8, 1998 | 53 | Dec 23, 1998 | 111 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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
| Benchmark | FCNTX | PRCOX | FBGRX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.92 | 0.96 | 0.94 | 0.96 |
| FCNTX | 0.92 | 1.00 | 0.91 | 0.94 | 0.97 |
| PRCOX | 0.96 | 0.91 | 1.00 | 0.92 | 0.96 |
| FBGRX | 0.94 | 0.94 | 0.92 | 1.00 | 0.98 |
| Portfolio | 0.96 | 0.97 | 0.96 | 0.98 | 1.00 |