Fidelity Contra

The chart shows the growth of an initial investment of $10,000 in Fidelity Contra, 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.

As of Apr 4, 2026, the Fidelity Contra returned -4.61% Year-To-Date and 16.17% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 3, 1980, Fidelity Contra's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 1982 with a return of +14.8%, while the worst month was Oct 1987 at -28.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Fidelity Contra closed higher 54% of trading days. The best single day was Jan 26, 1984 with a return of +14.8%, while the worst single day was Jan 26, 1981 at -17.2%.

Fidelity Contra has an annualized alpha of 5.28%, beta of 0.85, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 03, 1980.

• This portfolio captured 105.48% of S&P 500 Index gains but only 87.25% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 5.28% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Fidelity Contra has an expense ratio of 0.39%, 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.

Fidelity Contra ranks 32 for risk / return — below 32% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Fidelity Contra Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.98
• 5-Year: 0.70
• 10-Year: 0.83
• All Time: 0.76

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Fidelity Contra compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fidelity Contra provided a 4.89% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the Fidelity Contra. 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 Fidelity Contra was 49.19%, occurring on Mar 9, 2009. Recovery took 599 trading sessions.

The current Fidelity Contra drawdown is 7.46%.

The chart below shows the rolling one-month volatility.