PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FFEDX vs. FCNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

FFEDX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.77%
11.90%
FFEDX
FCNTX

Returns By Period

In the year-to-date period, FFEDX achieves a 9.95% return, which is significantly lower than FCNTX's 35.58% return.


FFEDX

YTD

9.95%

1M

0.21%

6M

5.77%

1Y

15.92%

5Y (annualized)

5.80%

10Y (annualized)

N/A

FCNTX

YTD

35.58%

1M

2.06%

6M

11.90%

1Y

36.66%

5Y (annualized)

10.26%

10Y (annualized)

8.68%

Key characteristics


FFEDXFCNTX
Sharpe Ratio2.162.34
Sortino Ratio3.143.18
Omega Ratio1.401.44
Calmar Ratio1.520.39
Martin Ratio12.7214.54
Ulcer Index1.25%2.51%
Daily Std Dev7.33%15.57%
Max Drawdown-22.60%-99.90%
Current Drawdown-1.37%-90.59%

Compare stocks, funds, or ETFs

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


FFEDX vs. FCNTX - Expense Ratio Comparison

FFEDX has a 0.08% expense ratio, which is lower than FCNTX's 0.39% 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 FFEDX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Correlation

-0.50.00.51.00.8

The correlation between FFEDX and FCNTX is 0.85, 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.

Risk-Adjusted Performance

FFEDX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) 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.


Sharpe ratio
The chart of Sharpe ratio for FFEDX, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.162.34
The chart of Sortino ratio for FFEDX, currently valued at 3.14, compared to the broader market0.005.0010.003.143.18
The chart of Omega ratio for FFEDX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.44
The chart of Calmar ratio for FFEDX, currently valued at 1.52, compared to the broader market0.005.0010.0015.0020.0025.001.521.52
The chart of Martin ratio for FFEDX, currently valued at 12.72, compared to the broader market0.0020.0040.0060.0080.00100.0012.7214.54
FFEDX
FCNTX

The current FFEDX Sharpe Ratio is 2.16, which is comparable to the FCNTX Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of FFEDX 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
2.34
FFEDX
FCNTX

Dividends

FFEDX vs. FCNTX - Dividend Comparison

FFEDX's dividend yield for the trailing twelve months is around 2.23%, more than FCNTX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
FFEDX
Fidelity Freedom Index 2025 Fund Institutional Premium Class
2.23%2.42%2.51%1.61%1.40%1.92%2.20%1.77%1.89%1.89%0.00%0.00%
FCNTX
Fidelity Contrafund Fund
0.37%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%

Drawdowns

FFEDX vs. FCNTX - Drawdown Comparison

The maximum FFEDX drawdown since its inception was -22.60%, smaller than the maximum FCNTX drawdown of -99.90%. Use the drawdown chart below to compare losses from any high point for FFEDX and FCNTX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.37%
-1.53%
FFEDX
FCNTX

Volatility

FFEDX vs. FCNTX - Volatility Comparison

The current volatility for Fidelity Freedom Index 2025 Fund Institutional Premium Class (FFEDX) is 1.91%, while Fidelity Contrafund Fund (FCNTX) has a volatility of 4.78%. This indicates that FFEDX experiences smaller price fluctuations and is considered to be less risky than FCNTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
1.91%
4.78%
FFEDX
FCNTX