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

Correlation

The correlation between FCNTX and VFINX is 0.88, 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.


Performance

FCNTX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund Fund (FCNTX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FCNTX:

0.64

VFINX:

0.72

Sortino Ratio

FCNTX:

1.01

VFINX:

1.14

Omega Ratio

FCNTX:

1.14

VFINX:

1.17

Calmar Ratio

FCNTX:

0.70

VFINX:

0.76

Martin Ratio

FCNTX:

2.28

VFINX:

2.93

Ulcer Index

FCNTX:

6.16%

VFINX:

4.87%

Daily Std Dev

FCNTX:

22.42%

VFINX:

19.64%

Max Drawdown

FCNTX:

-48.74%

VFINX:

-55.25%

Current Drawdown

FCNTX:

-4.44%

VFINX:

-3.94%

Returns By Period

In the year-to-date period, FCNTX achieves a 3.00% return, which is significantly higher than VFINX's 0.49% return. Both investments have delivered pretty close results over the past 10 years, with FCNTX having a 13.28% annualized return and VFINX not far behind at 12.66%.


FCNTX

YTD

3.00%

1M

11.36%

6M

-1.98%

1Y

14.31%

5Y*

16.71%

10Y*

13.28%

VFINX

YTD

0.49%

1M

9.83%

6M

-1.04%

1Y

14.10%

5Y*

17.38%

10Y*

12.66%

*Annualized

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FCNTX vs. VFINX - Expense Ratio Comparison

FCNTX has a 0.39% expense ratio, which is higher than VFINX's 0.14% expense ratio.


Risk-Adjusted Performance

FCNTX vs. VFINX — Risk-Adjusted Performance Rank

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

FCNTX
The Risk-Adjusted Performance Rank of FCNTX is 6363
Overall Rank
The Sharpe Ratio Rank of FCNTX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNTX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FCNTX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of FCNTX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FCNTX is 6161
Martin Ratio Rank

VFINX
The Risk-Adjusted Performance Rank of VFINX is 7171
Overall Rank
The Sharpe Ratio Rank of VFINX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VFINX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VFINX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VFINX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VFINX is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FCNTX vs. VFINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund Fund (FCNTX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


The current FCNTX Sharpe Ratio is 0.64, which is comparable to the VFINX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FCNTX and VFINX, 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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Dividends

FCNTX vs. VFINX - Dividend Comparison

FCNTX's dividend yield for the trailing twelve months is around 4.82%, more than VFINX's 1.18% yield.


TTM20242023202220212020201920182017201620152014
FCNTX
Fidelity Contrafund Fund
4.82%4.19%4.26%13.65%10.80%8.01%4.16%9.14%6.08%3.81%5.33%7.55%
VFINX
Vanguard 500 Index Fund Investor Shares
1.18%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%

Drawdowns

FCNTX vs. VFINX - Drawdown Comparison

The maximum FCNTX drawdown since its inception was -48.74%, smaller than the maximum VFINX drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for FCNTX and VFINX. For additional features, visit the drawdowns tool.


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Volatility

FCNTX vs. VFINX - Volatility Comparison

Fidelity Contrafund Fund (FCNTX) has a higher volatility of 7.03% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 6.15%. This indicates that FCNTX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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