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FCNTX vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCNTX vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund (FCNTX) and iShares TIPS Bond ETF (TIP). 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 6.65% return, which is significantly higher than TIP's 1.40% return. Over the past 10 years, FCNTX has outperformed TIP with an annualized return of 17.48%, while TIP has yielded a comparatively lower 2.53% annualized return.


FCNTX

1D
1.81%
1M
-0.15%
YTD
6.65%
6M
7.93%
1Y
20.59%
3Y*
26.12%
5Y*
14.41%
10Y*
17.48%

TIP

1D
0.01%
1M
-0.21%
YTD
1.40%
6M
1.42%
1Y
4.61%
3Y*
4.00%
5Y*
0.91%
10Y*
2.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCNTX vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCNTX
Fidelity Contrafund
6.65%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%
TIP
iShares TIPS Bond ETF
1.40%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between FCNTX and TIP is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

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

0.14

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

0.14

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

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2003

-0.07

The correlation between FCNTX and TIP shifts across timeframes, from -0.07 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FCNTX vs. TIP — Risk / Return Rank

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

FCNTX
FCNTX Risk / Return Rank: 4040
Overall Rank
FCNTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 3737
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 3939
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 3636
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 4545
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4747
Overall Rank
TIP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIP Omega Ratio Rank: 4242
Omega Ratio Rank
TIP Calmar Ratio Rank: 5353
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
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. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund (FCNTX) and iShares TIPS Bond ETF (TIP). 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.


FCNTXTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.86

2.34

-0.48

Martin ratioReturn relative to average drawdown

7.80

7.00

+0.80

FCNTX vs. TIP - Sharpe Ratio Comparison

The current FCNTX Sharpe Ratio is 1.45, which is comparable to the TIP Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of FCNTX and TIP, 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. TIP - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -49.19%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for FCNTX and TIP.


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Drawdown Indicators


FCNTXTIPDifference

Max Drawdown

Largest peak-to-trough decline

-49.19%

-14.57%

-34.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-1.98%

-9.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-4.54%

-15.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-14.51%

-18.08%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

-14.51%

-18.08%

Current Drawdown

Current decline from peak

-2.41%

-0.46%

-1.95%

Average Drawdown

Average peak-to-trough decline

-8.16%

-3.43%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

0.66%

+2.03%

Volatility

FCNTX vs. TIP - Volatility Comparison

Fidelity Contrafund (FCNTX) has a higher volatility of 5.07% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that FCNTX's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCNTXTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.07%

1.03%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

2.32%

+8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

3.39%

+11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

6.21%

+13.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

5.74%

+13.97%

FCNTX vs. TIP - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

FCNTX vs. TIP - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 4.38%, more than TIP's 3.76% yield.


PositionTTM20252024202320222021202020192018201720162015
FCNTX
Fidelity Contrafund
4.38%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


FCNTX and TIP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FCNTX has higher volatility (5.07%) compared to TIP (1.03%). In terms of maximum drawdown, FCNTX dropped -49.19% vs TIP's -14.57%.

FCNTX currently has the higher Sharpe Ratio (1.45 vs 1.37), 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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