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

Performance

FLCNX vs. FBGRX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.82%
12.32%
FLCNX
FBGRX

Returns By Period

The year-to-date returns for both investments are quite close, with FLCNX having a 35.58% return and FBGRX slightly higher at 36.20%.


FLCNX

YTD

35.58%

1M

2.16%

6M

11.82%

1Y

40.19%

5Y (annualized)

18.24%

10Y (annualized)

N/A

FBGRX

YTD

36.20%

1M

4.34%

6M

12.32%

1Y

43.38%

5Y (annualized)

18.15%

10Y (annualized)

13.86%

Key characteristics


FLCNXFBGRX
Sharpe Ratio2.622.25
Sortino Ratio3.502.94
Omega Ratio1.491.41
Calmar Ratio3.672.48
Martin Ratio16.0610.91
Ulcer Index2.50%3.98%
Daily Std Dev15.35%19.32%
Max Drawdown-32.07%-57.42%
Current Drawdown-1.51%-1.07%

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FLCNX vs. FBGRX - Expense Ratio Comparison

FLCNX has a 0.45% expense ratio, which is lower than FBGRX's 0.79% expense ratio.


FBGRX
Fidelity Blue Chip Growth Fund
Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FLCNX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.00.9

The correlation between FLCNX and FBGRX is 0.95, 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

FLCNX vs. FBGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Contrafund K6 (FLCNX) and Fidelity Blue Chip Growth Fund (FBGRX). 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 FLCNX, currently valued at 2.62, compared to the broader market-1.000.001.002.003.004.005.002.622.25
The chart of Sortino ratio for FLCNX, currently valued at 3.50, compared to the broader market0.005.0010.003.502.94
The chart of Omega ratio for FLCNX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.41
The chart of Calmar ratio for FLCNX, currently valued at 3.67, compared to the broader market0.005.0010.0015.0020.0025.003.672.48
The chart of Martin ratio for FLCNX, currently valued at 16.06, compared to the broader market0.0020.0040.0060.0080.00100.0016.0610.91
FLCNX
FBGRX

The current FLCNX Sharpe Ratio is 2.62, which is comparable to the FBGRX Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of FLCNX and FBGRX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.62
2.25
FLCNX
FBGRX

Dividends

FLCNX vs. FBGRX - Dividend Comparison

FLCNX's dividend yield for the trailing twelve months is around 0.39%, more than FBGRX's 0.20% yield.


TTM20232022202120202019201820172016201520142013
FLCNX
Fidelity Contrafund K6
0.39%0.49%0.62%0.20%0.21%0.30%0.33%0.15%0.00%0.00%0.00%0.00%
FBGRX
Fidelity Blue Chip Growth Fund
0.20%0.00%0.00%0.00%0.00%0.00%0.12%0.09%0.22%5.07%6.08%7.80%

Drawdowns

FLCNX vs. FBGRX - Drawdown Comparison

The maximum FLCNX drawdown since its inception was -32.07%, smaller than the maximum FBGRX drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for FLCNX and FBGRX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.51%
-1.07%
FLCNX
FBGRX

Volatility

FLCNX vs. FBGRX - Volatility Comparison

The current volatility for Fidelity Contrafund K6 (FLCNX) is 4.86%, while Fidelity Blue Chip Growth Fund (FBGRX) has a volatility of 5.55%. This indicates that FLCNX experiences smaller price fluctuations and is considered to be less risky than FBGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.86%
5.55%
FLCNX
FBGRX