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AUEIX vs. FCNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AUEIX and FCNTX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AUEIX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AQR Large Cap Defensive Style Fund (AUEIX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-15.67%
5.84%
AUEIX
FCNTX

Key characteristics

Sharpe Ratio

AUEIX:

-0.26

FCNTX:

2.08

Sortino Ratio

AUEIX:

-0.16

FCNTX:

2.77

Omega Ratio

AUEIX:

0.95

FCNTX:

1.39

Calmar Ratio

AUEIX:

-0.22

FCNTX:

1.49

Martin Ratio

AUEIX:

-1.74

FCNTX:

12.39

Ulcer Index

AUEIX:

3.20%

FCNTX:

2.71%

Daily Std Dev

AUEIX:

21.27%

FCNTX:

16.12%

Max Drawdown

AUEIX:

-33.57%

FCNTX:

-48.74%

Current Drawdown

AUEIX:

-24.70%

FCNTX:

-6.48%

Returns By Period

In the year-to-date period, AUEIX achieves a -7.15% return, which is significantly lower than FCNTX's 31.85% return. Both investments have delivered pretty close results over the past 10 years, with AUEIX having a 8.56% annualized return and FCNTX not far behind at 8.27%.


AUEIX

YTD

-7.15%

1M

-21.30%

6M

-15.25%

1Y

-6.30%

5Y*

4.15%

10Y*

8.56%

FCNTX

YTD

31.85%

1M

-2.53%

6M

5.31%

1Y

32.34%

5Y*

9.68%

10Y*

8.27%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AUEIX vs. FCNTX - Expense Ratio Comparison

AUEIX has a 0.37% expense ratio, which is lower than FCNTX's 0.39% expense ratio.


FCNTX
Fidelity Contrafund Fund
Expense ratio chart for FCNTX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for AUEIX: current value at 0.37% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.37%

Risk-Adjusted Performance

AUEIX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AQR Large Cap Defensive Style Fund (AUEIX) and Fidelity Contrafund Fund (FCNTX). 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
The chart of Sharpe ratio for AUEIX, currently valued at -0.26, compared to the broader market-1.000.001.002.003.004.00-0.262.08
The chart of Sortino ratio for AUEIX, currently valued at -0.16, compared to the broader market-2.000.002.004.006.008.0010.00-0.162.77
The chart of Omega ratio for AUEIX, currently valued at 0.95, compared to the broader market0.501.001.502.002.503.003.500.951.39
The chart of Calmar ratio for AUEIX, currently valued at -0.22, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.221.49
The chart of Martin ratio for AUEIX, currently valued at -1.74, compared to the broader market0.0020.0040.0060.00-1.7412.39
AUEIX
FCNTX

The current AUEIX Sharpe Ratio is -0.26, which is lower than the FCNTX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of AUEIX and FCNTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
2.08
AUEIX
FCNTX

Dividends

AUEIX vs. FCNTX - Dividend Comparison

AUEIX has not paid dividends to shareholders, while FCNTX's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
AUEIX
AQR Large Cap Defensive Style Fund
0.00%2.38%1.39%1.06%1.29%1.10%1.22%1.44%1.45%0.95%1.98%0.63%
FCNTX
Fidelity Contrafund Fund
0.02%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%

Drawdowns

AUEIX vs. FCNTX - Drawdown Comparison

The maximum AUEIX drawdown since its inception was -33.57%, smaller than the maximum FCNTX drawdown of -48.74%. Use the drawdown chart below to compare losses from any high point for AUEIX and FCNTX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.70%
-6.48%
AUEIX
FCNTX

Volatility

AUEIX vs. FCNTX - Volatility Comparison

AQR Large Cap Defensive Style Fund (AUEIX) has a higher volatility of 21.83% compared to Fidelity Contrafund Fund (FCNTX) at 5.45%. This indicates that AUEIX's price experiences larger fluctuations and is considered to be riskier than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.83%
5.45%
AUEIX
FCNTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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