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FDIVX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIVX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Diversified International Fund (FDIVX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

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FDIVX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIVX
Fidelity Diversified International Fund
-0.53%27.75%6.54%17.74%-23.86%12.79%18.91%29.72%-15.31%25.31%
FCNTX
Fidelity Contrafund Fund
-5.35%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%

Returns By Period

In the year-to-date period, FDIVX achieves a -0.53% return, which is significantly higher than FCNTX's -5.35% return. Over the past 10 years, FDIVX has underperformed FCNTX with an annualized return of 8.37%, while FCNTX has yielded a comparatively higher 16.03% annualized return.


FDIVX

1D
3.27%
1M
-7.21%
YTD
-0.53%
6M
3.48%
1Y
20.34%
3Y*
13.52%
5Y*
6.18%
10Y*
8.37%

FCNTX

1D
3.52%
1M
-5.86%
YTD
-5.35%
6M
-2.60%
1Y
19.23%
3Y*
24.91%
5Y*
13.21%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIVX vs. FCNTX - Expense Ratio Comparison

FDIVX has a 1.01% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Return for Risk

FDIVX vs. FCNTX — Risk / Return Rank

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

FDIVX
FDIVX Risk / Return Rank: 6161
Overall Rank
FDIVX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FDIVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
FDIVX Omega Ratio Rank: 5555
Omega Ratio Rank
FDIVX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FDIVX Martin Ratio Rank: 6363
Martin Ratio Rank

FCNTX
FCNTX Risk / Return Rank: 6262
Overall Rank
FCNTX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 5757
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 5454
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 7272
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.

FDIVX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Diversified International Fund (FDIVX) and Fidelity Contrafund Fund (FCNTX). 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.


FDIVXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.01

+0.10

Sortino ratio

Return per unit of downside risk

1.59

1.56

+0.03

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.56

1.79

-0.23

Martin ratio

Return relative to average drawdown

6.13

6.87

-0.74

FDIVX vs. FCNTX - Sharpe Ratio Comparison

The current FDIVX Sharpe Ratio is 1.11, which is comparable to the FCNTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FDIVX and FCNTX, 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


FDIVXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.01

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.69

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.82

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.76

-0.28

Correlation

The correlation between FDIVX and FCNTX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDIVX vs. FCNTX - Dividend Comparison

FDIVX's dividend yield for the trailing twelve months is around 10.75%, more than FCNTX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
FDIVX
Fidelity Diversified International Fund
10.75%10.69%3.93%4.29%1.34%10.59%0.97%1.32%7.32%4.22%1.36%0.46%
FCNTX
Fidelity Contrafund Fund
4.93%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%

Drawdowns

FDIVX vs. FCNTX - Drawdown Comparison

The maximum FDIVX drawdown since its inception was -60.61%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for FDIVX and FCNTX.


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Drawdown Indicators


FDIVXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.61%

-49.19%

-11.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.38%

-11.30%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-32.59%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-32.59%

-3.01%

Current Drawdown

Current decline from peak

-9.39%

-8.18%

-1.21%

Average Drawdown

Average peak-to-trough decline

-11.72%

-8.18%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.95%

+0.21%

Volatility

FDIVX vs. FCNTX - Volatility Comparison

Fidelity Diversified International Fund (FDIVX) has a higher volatility of 8.78% compared to Fidelity Contrafund Fund (FCNTX) at 6.51%. This indicates that FDIVX's price experiences larger fluctuations and is considered to be riskier than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIVXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

6.51%

+2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

11.12%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

19.95%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

19.19%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

19.64%

-2.83%