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FCNTX vs. MSSGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCNTX vs. MSSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund Fund (FCNTX) and Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX). 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 -4.61% return, which is significantly higher than MSSGX's -12.55% return. Over the past 10 years, FCNTX has outperformed MSSGX with an annualized return of 16.17%, while MSSGX has yielded a comparatively lower 14.25% annualized return.


FCNTX

1D
-0.04%
1M
-4.54%
YTD
-4.61%
6M
-1.83%
1Y
33.46%
3Y*
24.90%
5Y*
13.39%
10Y*
16.17%

MSSGX

1D
1.60%
1M
-6.04%
YTD
-12.55%
6M
-27.03%
1Y
9.20%
3Y*
13.63%
5Y*
-11.24%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCNTX vs. MSSGX - 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%
MSSGX
Morgan Stanley Institutional Fund, Inc. Inception Portfolio
-12.55%1.07%29.65%54.44%-59.42%-3.74%150.29%66.18%0.26%22.58%

Correlation

The correlation between FCNTX and MSSGX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FCNTX vs. MSSGX - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is lower than MSSGX's 1.04% expense ratio.


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Return for Risk

FCNTX vs. MSSGX — 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

MSSGX
MSSGX Risk / Return Rank: 33
Overall Rank
MSSGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSSGX Sortino Ratio Rank: 33
Sortino Ratio Rank
MSSGX Omega Ratio Rank: 33
Omega Ratio Rank
MSSGX Calmar Ratio Rank: 33
Calmar Ratio Rank
MSSGX Martin Ratio Rank: 33
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. MSSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund Fund (FCNTX) and Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX). 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.


FCNTXMSSGXDifference

Sharpe ratio

Return per unit of total volatility

0.98

-0.14

+1.12

Sortino ratio

Return per unit of downside risk

1.51

0.03

+1.48

Omega ratio

Gain probability vs. loss probability

1.22

1.00

+0.21

Calmar ratio

Return relative to maximum drawdown

1.78

-0.05

+1.83

Martin ratio

Return relative to average drawdown

6.67

-0.12

+6.80

FCNTX vs. MSSGX - Sharpe Ratio Comparison

The current FCNTX Sharpe Ratio is 0.98, which is higher than the MSSGX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of FCNTX and MSSGX, 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


FCNTXMSSGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

-0.14

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

-0.30

+1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.43

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.41

+0.35

Drawdowns

FCNTX vs. MSSGX - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -49.19%, smaller than the maximum MSSGX drawdown of -76.01%. Use the drawdown chart below to compare losses from any high point for FCNTX and MSSGX.


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Drawdown Indicators


FCNTXMSSGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-76.01%

+26.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-32.84%

+21.54%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-73.07%

+40.48%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-76.01%

+43.42%

Current Drawdown

Current decline from peak

-7.46%

-55.54%

+48.08%

Average Drawdown

Average peak-to-trough decline

-8.18%

-22.06%

+13.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

13.13%

-10.11%

Volatility

FCNTX vs. MSSGX - Volatility Comparison

The current volatility for Fidelity Contrafund Fund (FCNTX) is 6.43%, while Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX) has a volatility of 10.13%. This indicates that FCNTX experiences smaller price fluctuations and is considered to be less risky than MSSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNTXMSSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

10.13%

-3.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

23.79%

-12.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

33.10%

-13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

37.77%

-18.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

33.53%

-13.89%

Dividends

FCNTX vs. MSSGX - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 4.89%, while MSSGX has not paid dividends to shareholders.


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%
MSSGX
Morgan Stanley Institutional Fund, Inc. Inception Portfolio
0.00%0.00%0.99%0.00%0.39%24.63%9.61%34.65%14.40%47.33%3.32%8.67%