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FCNTX vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FCNTX and SCHD is 0.70, 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.


-0.50.00.51.00.7

Performance

FCNTX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund Fund (FCNTX) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
293.81%
394.81%
FCNTX
SCHD

Key characteristics

Sharpe Ratio

FCNTX:

2.08

SCHD:

1.20

Sortino Ratio

FCNTX:

2.77

SCHD:

1.76

Omega Ratio

FCNTX:

1.39

SCHD:

1.21

Calmar Ratio

FCNTX:

1.49

SCHD:

1.69

Martin Ratio

FCNTX:

12.39

SCHD:

5.86

Ulcer Index

FCNTX:

2.71%

SCHD:

2.30%

Daily Std Dev

FCNTX:

16.12%

SCHD:

11.25%

Max Drawdown

FCNTX:

-48.74%

SCHD:

-33.37%

Current Drawdown

FCNTX:

-6.48%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, FCNTX achieves a 31.85% return, which is significantly higher than SCHD's 11.54% return. Over the past 10 years, FCNTX has underperformed SCHD with an annualized return of 8.27%, while SCHD has yielded a comparatively higher 10.86% annualized return.


FCNTX

YTD

31.85%

1M

-2.53%

6M

5.31%

1Y

32.34%

5Y*

9.68%

10Y*

8.27%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FCNTX vs. SCHD - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.


FCNTX
Fidelity Contrafund Fund
Expense ratio chart for FCNTX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

FCNTX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund Fund (FCNTX) and Schwab US Dividend Equity ETF (SCHD). 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.


Sharpe ratio
The chart of Sharpe ratio for FCNTX, currently valued at 2.08, compared to the broader market-1.000.001.002.003.004.002.081.20
The chart of Sortino ratio for FCNTX, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.0010.002.771.76
The chart of Omega ratio for FCNTX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.21
The chart of Calmar ratio for FCNTX, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.0012.0014.001.491.69
The chart of Martin ratio for FCNTX, currently valued at 12.39, compared to the broader market0.0020.0040.0060.0012.395.86
FCNTX
SCHD

The current FCNTX Sharpe Ratio is 2.08, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FCNTX and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.08
1.20
FCNTX
SCHD

Dividends

FCNTX vs. SCHD - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
FCNTX
Fidelity Contrafund Fund
0.02%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

FCNTX vs. SCHD - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -48.74%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for FCNTX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.48%
-6.72%
FCNTX
SCHD

Volatility

FCNTX vs. SCHD - Volatility Comparison

Fidelity Contrafund Fund (FCNTX) has a higher volatility of 5.45% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that FCNTX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.45%
3.88%
FCNTX
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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