CSIFX vs. FCNTX
CSIFX (Calvert Balanced Fund) and FCNTX (Fidelity Contrafund) are both mutual funds - CSIFX is a Diversified Portfolio fund managed by Calvert, while FCNTX is a Large Cap Growth Equities fund managed by Fidelity. Over the past 10 years, CSIFX returned 9.13%/yr vs 16.85%/yr for FCNTX. Their correlation of 0.85 means they have usually moved in the same direction. CSIFX charges 0.91%/yr vs 0.39%/yr for FCNTX.
Performance
CSIFX vs. FCNTX - Performance Comparison
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Returns By Period
In the year-to-date period, CSIFX achieves a 2.66% return, which is significantly lower than FCNTX's 5.62% return. Over the past 10 years, CSIFX has underperformed FCNTX with an annualized return of 9.13%, while FCNTX has yielded a comparatively higher 16.85% annualized return.
CSIFX
- 1D
- 1.60%
- 1M
- -0.21%
- 6M
- 2.51%
- YTD
- 2.66%
- 1Y
- 8.55%
- 3Y*
- 12.49%
- 5Y*
- 6.84%
- 10Y*
- 9.13%
- ALL TIME*
- 7.29%
FCNTX
- 1D
- 0.95%
- 1M
- -3.83%
- 6M
- 3.61%
- YTD
- 5.62%
- 1Y
- 13.75%
- 3Y*
- 22.98%
- 5Y*
- 13.11%
- 10Y*
- 16.85%
- ALL TIME*
- 13.46%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
FCNTX Fidelity Contrafund | $0.00 | $0.00 | $0.00 |
CSIFX vs. FCNTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | 2.66% | 11.32% | 18.96% | 16.35% | -15.33% | 14.30% | 15.43% | 23.71% | -2.75% | 10.72% |
FCNTX Fidelity Contrafund | 5.62% | 21.76% | 36.00% | 38.67% | -28.31% | 24.52% | 32.48% | 30.00% | -3.81% | 32.18% |
Correlation
The correlation between CSIFX and FCNTX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 1982 | 0.85 |
The correlation between CSIFX and FCNTX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.
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Return for Risk
CSIFX vs. FCNTX — Risk / Return Rank
CSIFX
FCNTX
CSIFX vs. FCNTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert Balanced Fund (CSIFX) and Fidelity Contrafund (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.
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.
| CSIFX | FCNTX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 1.19 | -0.24 |
| Martin ratioReturn relative to average drawdown | 3.95 | 4.65 | -0.70 |
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Drawdowns
CSIFX vs. FCNTX - Drawdown Comparison
The maximum CSIFX drawdown since its inception was -38.68%, smaller than the maximum FCNTX drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for CSIFX and FCNTX.
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Drawdown Indicators
| CSIFX | FCNTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.68% | -49.19% | +10.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | -11.30% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -11.86% | -19.75% | +7.89% |
Max Drawdown (5Y)Largest decline over 5 years | -19.95% | -32.59% | +12.64% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -32.59% | +8.82% |
Current DrawdownCurrent decline from peak | -1.40% | -5.29% | +3.89% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -8.14% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 2.89% | -0.96% |
Volatility
CSIFX vs. FCNTX - Volatility Comparison
The current volatility for Calvert Balanced Fund (CSIFX) is 2.87%, while Fidelity Contrafund (FCNTX) has a volatility of 3.84%. This indicates that CSIFX experiences smaller price fluctuations and is considered to be less risky than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSIFX | FCNTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 3.84% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 12.26% | -4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.31% | 15.46% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.00% | 19.37% | -8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.10% | 19.73% | -8.63% |
CSIFX vs. FCNTX - Expense Ratio Comparison
CSIFX has a 0.91% expense ratio, which is higher than FCNTX's 0.39% expense ratio.
Dividends
CSIFX vs. FCNTX - Dividend Comparison
CSIFX's dividend yield for the trailing twelve months is around 4.37%, less than FCNTX's 4.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSIFX Calvert Balanced Fund | 4.37% | 4.76% | 5.23% | 2.37% | 2.32% | 7.61% | 2.43% | 3.45% | 5.25% | 7.41% | 2.68% | 12.56% |
FCNTX Fidelity Contrafund | 4.42% | 5.21% | 4.19% | 3.78% | 11.87% | 10.80% | 8.01% | 4.16% | 7.46% | 6.08% | 3.81% | 5.33% |
Frequently Asked Questions
CSIFX and FCNTX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FCNTX has higher volatility (3.84%) compared to CSIFX (2.87%). In terms of maximum drawdown, CSIFX dropped -38.68% vs FCNTX's -49.19%.
FCNTX currently has the higher Sharpe Ratio (0.87 vs 0.82), 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.
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