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FCNTX vs. COST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCNTX vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund (FCNTX) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCNTX achieves a 7.88% return, which is significantly lower than COST's 8.82% return. Over the past 10 years, FCNTX has underperformed COST with an annualized return of 17.23%, while COST has yielded a comparatively higher 20.81% annualized return.


FCNTX

1D
-1.43%
1M
-2.79%
6M
6.78%
YTD
7.88%
1Y
16.94%
3Y*
24.18%
5Y*
13.96%
10Y*
17.23%
ALL TIME*
13.52%

COST

1D
-0.54%
1M
-1.64%
6M
-2.61%
YTD
8.82%
1Y
-1.04%
3Y*
20.42%
5Y*
18.94%
10Y*
20.81%
ALL TIME*
16.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCNTX vs. COST - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNTX
Fidelity Contrafund
7.88%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%
COST
Costco Wholesale Corporation
8.82%-5.39%39.62%49.00%-19.05%51.82%32.67%45.70%10.60%22.37%

Correlation

The correlation between FCNTX and COST is -0.10, 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

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 22, 1993

0.47

The correlation between FCNTX and COST shifts across timeframes, from -0.10 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FCNTX vs. COST — Risk / Return Rank

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

FCNTX
FCNTX Risk / Return Rank: 2626
Overall Rank
FCNTX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 2323
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 2424
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 3434
Martin Ratio Rank

COST
COST Risk / Return Rank: 4040
Overall Rank
COST Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
COST Sortino Ratio Rank: 3535
Sortino Ratio Rank
COST Omega Ratio Rank: 3535
Omega Ratio Rank
COST Calmar Ratio Rank: 4343
Calmar Ratio Rank
COST Martin Ratio Rank: 4343
Martin Ratio Rank
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.

FCNTX vs. COST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund (FCNTX) and Costco Wholesale Corporation (COST). 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.


FCNTXCOSTDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.20

1.01

+0.19

Calmar ratioReturn relative to maximum drawdown

1.51

-0.06

+1.57

Martin ratioReturn relative to average drawdown

6.16

-0.14

+6.31

FCNTX vs. COST - Sharpe Ratio Comparison

The current FCNTX Sharpe Ratio is 1.11, which is higher than the COST Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of FCNTX and COST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FCNTX vs. COST - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -49.19%, smaller than the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for FCNTX and COST.


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Drawdown Indicators


FCNTXCOSTDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-53.39%

+4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-16.57%

+5.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-20.74%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-31.40%

-1.19%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-31.40%

-1.19%

Current Drawdown

Current decline from peak

-3.25%

-14.49%

+11.24%

Average Drawdown

Average peak-to-trough decline

-8.14%

-13.36%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

7.38%

-4.62%

Volatility

FCNTX vs. COST - Volatility Comparison

The current volatility for Fidelity Contrafund (FCNTX) is 5.01%, while Costco Wholesale Corporation (COST) has a volatility of 7.25%. This indicates that FCNTX experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNTXCOSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

7.25%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

14.98%

-2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

15.32%

19.74%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.37%

22.90%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

22.02%

-2.30%

Dividends

FCNTX vs. COST - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 4.33%, more than COST's 0.57% yield.


PositionTTM20252024202320222021202020192018201720162015
COST
Costco Wholesale Corporation
0.57%0.59%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%
FCNTX
Fidelity Contrafund
4.33%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


FCNTX and COST have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COST has higher volatility (7.25%) compared to FCNTX (5.01%). In terms of maximum drawdown, FCNTX dropped -49.19% vs COST's -53.39%.

FCNTX currently has the higher Sharpe Ratio (1.11 vs -0.05), 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.

Portfolio Optimizer

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