PortfoliosLab logoPortfoliosLab logo
FLCNX vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FLCNX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Contrafund K6 (FLCNX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FLCNX achieves a 6.40% return, which is significantly higher than BRK-B's -2.95% return.


FLCNX

1D
0.17%
1M
-0.60%
YTD
6.40%
6M
5.26%
1Y
18.43%
3Y*
25.64%
5Y*
14.13%
10Y*

BRK-B

1D
-1.41%
1M
0.87%
YTD
-2.95%
6M
-2.70%
1Y
0.33%
3Y*
13.44%
5Y*
11.87%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FLCNX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLCNX
Fidelity Contrafund K6
6.40%22.05%35.37%37.67%-27.13%24.21%30.85%30.91%-2.16%13.77%
BRK-B
Berkshire Hathaway Inc.
-2.95%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%20.18%

Correlation

The correlation between FLCNX and BRK-B is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.25

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

0.44

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.49

Over the past year, the correlation between FLCNX and BRK-B has dropped to 0.04 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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


Return for Risk

FLCNX vs. BRK-B — Risk / Return Rank

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

FLCNX
FLCNX Risk / Return Rank: 2727
Overall Rank
FLCNX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FLCNX Sortino Ratio Rank: 2525
Sortino Ratio Rank
FLCNX Omega Ratio Rank: 2626
Omega Ratio Rank
FLCNX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FLCNX Martin Ratio Rank: 3333
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 4141
Overall Rank
BRK-B Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3636
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3636
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4444
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4444
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.

FLCNX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund K6 (FLCNX) and Berkshire Hathaway Inc. (BRK-B). 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.


FLCNXBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.22

1.02

+0.21

Calmar ratioReturn relative to maximum drawdown

1.60

0.04

+1.57

Martin ratioReturn relative to average drawdown

6.50

0.07

+6.42

FLCNX vs. BRK-B - Sharpe Ratio Comparison

The current FLCNX Sharpe Ratio is 1.23, which is higher than the BRK-B Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of FLCNX and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

FLCNX vs. BRK-B - Drawdown Comparison

The maximum FLCNX drawdown since its inception was -32.07%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for FLCNX and BRK-B.


Loading charts...

Drawdown Indicators


FLCNXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-32.07%

-53.86%

+21.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.73%

-9.42%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.14%

-14.95%

-5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.07%

-26.58%

-5.49%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-3.47%

-9.63%

+6.16%

Average Drawdown

Average peak-to-trough decline

-6.62%

-11.07%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

4.51%

-1.63%

Volatility

FLCNX vs. BRK-B - Volatility Comparison

Fidelity Contrafund K6 (FLCNX) has a higher volatility of 6.28% compared to Berkshire Hathaway Inc. (BRK-B) at 3.80%. This indicates that FLCNX's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


FLCNXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

3.80%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

12.00%

10.53%

+1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

14.40%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

17.10%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

19.39%

+1.05%

Dividends

FLCNX vs. BRK-B - Dividend Comparison

FLCNX's dividend yield for the trailing twelve months is around 10.79%, while BRK-B has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLCNX
Fidelity Contrafund K6
10.79%8.35%0.36%0.49%1.18%0.46%0.21%0.30%0.33%0.15%

Frequently Asked Questions


FLCNX and BRK-B have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLCNX has higher volatility (6.28%) compared to BRK-B (3.80%). In terms of maximum drawdown, FLCNX dropped -32.07% vs BRK-B's -53.86%.

FLCNX currently has the higher Sharpe Ratio (1.23 vs 0.02), 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

Find the right allocation for FLCNX and BRK-B

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer