CF vs. FFIDX

Last updated Jun 13, 2026

CF (CF Industries Holdings, Inc.) is a stock, while FFIDX (Fidelity Fund) is Large Cap Growth Equities fund managed by Fidelity. Over the past 10 years, CF returned 17.90%/yr vs 15.27%/yr for FFIDX. At a 0.37 correlation, their price movements are largely independent.

Performance

CF vs. FFIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CF Industries Holdings, Inc. (CF) and Fidelity Fund (FFIDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CF achieves a 42.89% return, which is significantly higher than FFIDX's 1.42% return. Over the past 10 years, CF has outperformed FFIDX with an annualized return of 17.90%, while FFIDX has yielded a comparatively lower 15.27% annualized return.

CF

• 1D: 2.74%
• 1M: -12.58%
• YTD: 42.89%
• 6M: 39.56%
• 1Y: 11.91%
• 3Y*: 19.07%
• 5Y*: 17.73%
• 10Y*: 17.90%

FFIDX

• 1D: 1.17%
• 1M: -1.34%
• YTD: 1.42%
• 6M: 2.47%
• 1Y: 19.24%
• 3Y*: 20.25%
• 5Y*: 12.27%
• 10Y*: 15.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CF vs. FFIDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CF CF Industries Holdings, Inc.	42.89%	-7.17%	10.08%	-4.75%	22.29%	87.18%	-15.76%	12.73%	5.13%	40.24%
FFIDX Fidelity Fund	1.42%	20.04%	27.13%	30.93%	-25.88%	33.22%	26.43%	33.46%	-5.31%	23.28%

Correlation

The correlation between CF and FFIDX is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 11, 2005	0.37

The correlation between CF and FFIDX shifts across timeframes, from -0.22 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CF vs. FFIDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CF

CF Risk / Return Rank: 57
CF Sharpe Ratio Rank: 59
CF Sortino Ratio Rank: 55
CF Omega Ratio Rank: 53
CF Calmar Ratio Rank: 61
CF Martin Ratio Rank: 58

FFIDX

FFIDX Risk / Return Rank: 37
FFIDX Sharpe Ratio Rank: 39
FFIDX Sortino Ratio Rank: 38
FFIDX Omega Ratio Rank: 37
FFIDX Calmar Ratio Rank: 30
FFIDX Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CF vs. FFIDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CF Industries Holdings, Inc. (CF) and Fidelity Fund (FFIDX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CF	FFIDX	Difference
Sharpe ratio: Return per unit of total volatility	0.46	1.43	-0.98
Sortino ratio: Return per unit of downside risk	0.93	2.05	-1.11
Omega ratio: Gain probability vs. loss probability	1.11	1.25	-0.14
Calmar ratio: Return relative to maximum drawdown	0.77	1.68	-0.91
Martin ratio: Return relative to average drawdown	1.35	7.01	-5.66

CF vs. FFIDX - Sharpe Ratio Comparison

The current CF Sharpe Ratio is 0.46, which is lower than the FFIDX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of CF and FFIDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CF vs. FFIDX - Drawdown Comparison

The maximum CF drawdown since its inception was -76.73%, which is greater than FFIDX's maximum drawdown of -55.35%. Use the drawdown chart below to compare losses from any high point for CF and FFIDX.

Drawdown Indicators

	CF	FFIDX	Difference
Max Drawdown Largest peak-to-trough decline	-76.73%	-55.35%	-21.38%
Max Drawdown (1Y) Largest decline over 1 year	-24.87%	-10.87%	-14.00%
Max Drawdown (3Y) Largest decline over 3 years	-29.16%	-22.42%	-6.74%
Max Drawdown (5Y) Largest decline over 5 years	-48.36%	-30.33%	-18.03%
Max Drawdown (10Y) Largest decline over 10 years	-60.74%	-30.66%	-30.08%
Current Drawdown Current decline from peak	-20.11%	-2.92%	-17.19%
Average Drawdown Average peak-to-trough decline	-24.92%	-11.85%	-13.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.29%	2.61%	+11.68%

Volatility

CF vs. FFIDX - Volatility Comparison

CF Industries Holdings, Inc. (CF) has a higher volatility of 9.83% compared to Fidelity Fund (FFIDX) at 3.70%. This indicates that CF's price experiences larger fluctuations and is considered to be riskier than FFIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CF	FFIDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.83%	3.70%	+6.13%
Volatility (6M) Calculated over the trailing 6-month period	35.49%	9.48%	+26.01%
Volatility (1Y) Calculated over the trailing 1-year period	42.20%	12.77%	+29.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.23%	19.18%	+19.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.30%	19.43%	+20.87%

Dividends

CF vs. FFIDX - Dividend Comparison

CF's dividend yield for the trailing twelve months is around 1.83%, more than FFIDX's 1.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CF CF Industries Holdings, Inc.	1.83%	2.59%	2.34%	2.01%	1.76%	1.70%	3.10%	2.51%	2.76%	2.82%	3.81%	2.94%
FFIDX Fidelity Fund	1.16%	1.18%	0.00%	2.41%	0.67%	4.60%	2.71%	5.41%	7.40%	11.12%	7.01%	5.48%

Frequently Asked Questions

Can I hold both CF and FFIDX in my portfolio?

CF and FFIDX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CF or FFIDX?

CF has higher volatility (9.83%) compared to FFIDX (3.70%). In terms of maximum drawdown, CF dropped -76.73% vs FFIDX's -55.35%.

Which has better risk-adjusted returns?

FFIDX currently has the higher Sharpe Ratio (1.43 vs 0.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.