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FGKFX vs. FLCNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FGKFX and FLCNX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

FGKFX vs. FLCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Growth Company K6 Fund (FGKFX) and Fidelity Contrafund K6 (FLCNX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%NovemberDecember2025FebruaryMarchApril
168.45%
132.99%
FGKFX
FLCNX

Key characteristics

Sharpe Ratio

FGKFX:

0.27

FLCNX:

0.58

Sortino Ratio

FGKFX:

0.56

FLCNX:

0.94

Omega Ratio

FGKFX:

1.08

FLCNX:

1.13

Calmar Ratio

FGKFX:

0.27

FLCNX:

0.64

Martin Ratio

FGKFX:

0.92

FLCNX:

2.32

Ulcer Index

FGKFX:

8.12%

FLCNX:

5.58%

Daily Std Dev

FGKFX:

27.42%

FLCNX:

22.38%

Max Drawdown

FGKFX:

-41.65%

FLCNX:

-32.55%

Current Drawdown

FGKFX:

-17.40%

FLCNX:

-11.05%

Returns By Period

In the year-to-date period, FGKFX achieves a -12.13% return, which is significantly lower than FLCNX's -3.99% return.


FGKFX

YTD

-12.13%

1M

-2.77%

6M

-10.51%

1Y

5.82%

5Y*

17.60%

10Y*

N/A

FLCNX

YTD

-3.99%

1M

-1.74%

6M

-2.42%

1Y

13.50%

5Y*

16.88%

10Y*

N/A

*Annualized

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FGKFX vs. FLCNX - Expense Ratio Comparison

Both FGKFX and FLCNX have an expense ratio of 0.45%.


Expense ratio chart for FGKFX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGKFX: 0.45%
Expense ratio chart for FLCNX: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLCNX: 0.45%

Risk-Adjusted Performance

FGKFX vs. FLCNX — Risk-Adjusted Performance Rank

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

FGKFX
The Risk-Adjusted Performance Rank of FGKFX is 4242
Overall Rank
The Sharpe Ratio Rank of FGKFX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of FGKFX is 4444
Sortino Ratio Rank
The Omega Ratio Rank of FGKFX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of FGKFX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of FGKFX is 4040
Martin Ratio Rank

FLCNX
The Risk-Adjusted Performance Rank of FLCNX is 6565
Overall Rank
The Sharpe Ratio Rank of FLCNX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCNX is 6464
Sortino Ratio Rank
The Omega Ratio Rank of FLCNX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FLCNX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FLCNX is 6363
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.

FGKFX vs. FLCNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Growth Company K6 Fund (FGKFX) and Fidelity Contrafund K6 (FLCNX). 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 chart of Sharpe ratio for FGKFX, currently valued at 0.27, compared to the broader market-1.000.001.002.003.00
FGKFX: 0.27
FLCNX: 0.58
The chart of Sortino ratio for FGKFX, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
FGKFX: 0.56
FLCNX: 0.94
The chart of Omega ratio for FGKFX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
FGKFX: 1.08
FLCNX: 1.13
The chart of Calmar ratio for FGKFX, currently valued at 0.27, compared to the broader market0.002.004.006.008.0010.00
FGKFX: 0.27
FLCNX: 0.64
The chart of Martin ratio for FGKFX, currently valued at 0.92, compared to the broader market0.0010.0020.0030.0040.0050.00
FGKFX: 0.92
FLCNX: 2.32

The current FGKFX Sharpe Ratio is 0.27, which is lower than the FLCNX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of FGKFX and FLCNX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.27
0.58
FGKFX
FLCNX

Dividends

FGKFX vs. FLCNX - Dividend Comparison

FGKFX's dividend yield for the trailing twelve months is around 0.05%, less than FLCNX's 0.28% yield.


TTM20242023202220212020201920182017
FGKFX
Fidelity Growth Company K6 Fund
0.05%0.04%0.10%0.18%0.00%0.09%0.06%0.00%0.00%
FLCNX
Fidelity Contrafund K6
0.28%0.36%0.49%0.62%0.20%0.21%0.30%0.33%0.15%

Drawdowns

FGKFX vs. FLCNX - Drawdown Comparison

The maximum FGKFX drawdown since its inception was -41.65%, which is greater than FLCNX's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FGKFX and FLCNX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.40%
-11.05%
FGKFX
FLCNX

Volatility

FGKFX vs. FLCNX - Volatility Comparison

Fidelity Growth Company K6 Fund (FGKFX) has a higher volatility of 17.30% compared to Fidelity Contrafund K6 (FLCNX) at 14.99%. This indicates that FGKFX's price experiences larger fluctuations and is considered to be riskier than FLCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.30%
14.99%
FGKFX
FLCNX