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FCNTX vs. FSRBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNTX vs. FSRBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund Fund (FCNTX) and Fidelity Select Banking Portfolio (FSRBX). The values are adjusted to include any dividend payments, if applicable.

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FCNTX vs. FSRBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNTX
Fidelity Contrafund Fund
-4.61%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%
FSRBX
Fidelity Select Banking Portfolio
-0.77%11.11%30.13%8.48%-12.61%38.21%-11.73%35.60%-19.04%12.72%

Returns By Period

In the year-to-date period, FCNTX achieves a -4.61% return, which is significantly lower than FSRBX's -0.77% return. Over the past 10 years, FCNTX has outperformed FSRBX with an annualized return of 16.17%, while FSRBX has yielded a comparatively lower 11.06% annualized return.


FCNTX

1D
-0.04%
1M
-5.05%
YTD
-4.61%
6M
-1.83%
1Y
25.97%
3Y*
24.90%
5Y*
13.39%
10Y*
16.17%

FSRBX

1D
0.18%
1M
-1.78%
YTD
-0.77%
6M
-1.55%
1Y
28.23%
3Y*
22.40%
5Y*
8.03%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNTX vs. FSRBX - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is lower than FSRBX's 0.73% expense ratio.


Return for Risk

FCNTX vs. FSRBX — Risk / Return Rank

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

FCNTX
FCNTX Risk / Return Rank: 4747
Overall Rank
FCNTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 4141
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 5858
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 5353
Martin Ratio Rank

FSRBX
FSRBX Risk / Return Rank: 1717
Overall Rank
FSRBX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FSRBX Sortino Ratio Rank: 1515
Sortino Ratio Rank
FSRBX Omega Ratio Rank: 1717
Omega Ratio Rank
FSRBX Calmar Ratio Rank: 2424
Calmar Ratio Rank
FSRBX Martin Ratio Rank: 1717
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. FSRBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund Fund (FCNTX) and Fidelity Select Banking Portfolio (FSRBX). 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.


FCNTXFSRBXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.55

+0.43

Sortino ratio

Return per unit of downside risk

1.51

0.86

+0.65

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

1.78

1.02

+0.77

Martin ratio

Return relative to average drawdown

6.67

2.62

+4.05

FCNTX vs. FSRBX - Sharpe Ratio Comparison

The current FCNTX Sharpe Ratio is 0.98, which is higher than the FSRBX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FCNTX and FSRBX, 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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Sharpe Ratios by Period


FCNTXFSRBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.55

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.30

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.38

+0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.43

+0.34

Correlation

The correlation between FCNTX and FSRBX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FCNTX vs. FSRBX - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 4.89%, more than FSRBX's 1.49% yield.


TTM20252024202320222021202020192018201720162015
FCNTX
Fidelity Contrafund Fund
4.89%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%
FSRBX
Fidelity Select Banking Portfolio
1.49%1.47%4.49%5.35%6.12%3.36%8.63%5.90%32.02%2.57%0.76%5.64%

Drawdowns

FCNTX vs. FSRBX - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -49.19%, smaller than the maximum FSRBX drawdown of -76.89%. Use the drawdown chart below to compare losses from any high point for FCNTX and FSRBX.


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Drawdown Indicators


FCNTXFSRBXDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-76.89%

+27.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-15.60%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-41.95%

+9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-51.23%

+18.64%

Current Drawdown

Current decline from peak

-7.46%

-10.70%

+3.24%

Average Drawdown

Average peak-to-trough decline

-8.18%

-13.30%

+5.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

6.06%

-3.04%

Volatility

FCNTX vs. FSRBX - Volatility Comparison

Fidelity Contrafund Fund (FCNTX) has a higher volatility of 6.43% compared to Fidelity Select Banking Portfolio (FSRBX) at 5.59%. This indicates that FCNTX's price experiences larger fluctuations and is considered to be riskier than FSRBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNTXFSRBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

5.59%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

18.38%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

27.58%

-7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

26.92%

-7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

29.52%

-9.88%