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FCNTX vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCNTX vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund Fund (FCNTX) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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FCNTX vs. IVV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNTX
Fidelity Contrafund Fund
-8.57%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%28.76%18.40%31.07%-4.49%21.75%

Returns By Period

In the year-to-date period, FCNTX achieves a -8.57% return, which is significantly lower than IVV's -4.38% return. Over the past 10 years, FCNTX has outperformed IVV with an annualized return of 15.63%, while IVV has yielded a comparatively lower 14.02% annualized return.


FCNTX

1D
-0.22%
1M
-9.40%
YTD
-8.57%
6M
-6.17%
1Y
16.04%
3Y*
23.48%
5Y*
12.82%
10Y*
15.63%

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCNTX vs. IVV - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is higher than IVV's 0.03% expense ratio.


Return for Risk

FCNTX vs. IVV — Risk / Return Rank

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

FCNTX
FCNTX Risk / Return Rank: 4444
Overall Rank
FCNTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 4444
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 4646
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund Fund (FCNTX) and iShares Core S&P 500 ETF (IVV). 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.


FCNTXIVVDifference

Sharpe ratio

Return per unit of total volatility

0.83

0.97

-0.15

Sortino ratio

Return per unit of downside risk

1.30

1.49

-0.19

Omega ratio

Gain probability vs. loss probability

1.18

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.17

1.53

-0.36

Martin ratio

Return relative to average drawdown

4.57

7.32

-2.75

FCNTX vs. IVV - Sharpe Ratio Comparison

The current FCNTX Sharpe Ratio is 0.83, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of FCNTX and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCNTXIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

0.97

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.70

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.78

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.42

+0.33

Correlation

The correlation between FCNTX and IVV is 0.91, 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.


Dividends

FCNTX vs. IVV - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 5.10%, more than IVV's 1.23% yield.


TTM20252024202320222021202020192018201720162015
FCNTX
Fidelity Contrafund Fund
5.10%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

FCNTX vs. IVV - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -49.19%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FCNTX and IVV.


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Drawdown Indicators


FCNTXIVVDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-55.25%

+6.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.06%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-24.53%

-8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-33.90%

+1.31%

Current Drawdown

Current decline from peak

-11.30%

-6.26%

-5.04%

Average Drawdown

Average peak-to-trough decline

-8.18%

-10.85%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.53%

+0.37%

Volatility

FCNTX vs. IVV - Volatility Comparison

Fidelity Contrafund Fund (FCNTX) and iShares Core S&P 500 ETF (IVV) have volatilities of 5.19% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNTXIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.30%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.45%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.69%

18.31%

+1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

16.89%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

18.04%

+1.57%