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FRNRX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FRNRX vs. FCNTX - Performance Comparison

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

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FRNRX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FRNRX
Franklin Natural Resources Fund
22.80%30.43%1.28%3.25%30.52%74.38%-21.58%10.03%-23.78%0.32%
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, FRNRX achieves a 22.80% return, which is significantly higher than FCNTX's -5.35% return. Over the past 10 years, FRNRX has underperformed FCNTX with an annualized return of 12.31%, while FCNTX has yielded a comparatively higher 16.03% annualized return.


FRNRX

1D
1.24%
1M
-1.75%
YTD
22.80%
6M
31.62%
1Y
50.36%
3Y*
19.66%
5Y*
25.93%
10Y*
12.31%

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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FRNRX vs. FCNTX - Expense Ratio Comparison

FRNRX has a 0.96% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Return for Risk

FRNRX vs. FCNTX — Risk / Return Rank

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

FRNRX
FRNRX Risk / Return Rank: 9494
Overall Rank
FRNRX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRNRX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FRNRX Omega Ratio Rank: 9393
Omega Ratio Rank
FRNRX Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRNRX Martin Ratio Rank: 9696
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.

FRNRX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Natural Resources Fund (FRNRX) 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.


FRNRXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

2.45

1.01

+1.43

Sortino ratio

Return per unit of downside risk

3.02

1.56

+1.46

Omega ratio

Gain probability vs. loss probability

1.46

1.22

+0.23

Calmar ratio

Return relative to maximum drawdown

3.12

1.79

+1.33

Martin ratio

Return relative to average drawdown

14.67

6.87

+7.80

FRNRX vs. FCNTX - Sharpe Ratio Comparison

The current FRNRX Sharpe Ratio is 2.45, which is higher than the FCNTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FRNRX 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


FRNRXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

1.01

+1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.69

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.82

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.76

-0.47

Correlation

The correlation between FRNRX and FCNTX is 0.59, 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

FRNRX vs. FCNTX - Dividend Comparison

FRNRX's dividend yield for the trailing twelve months is around 1.38%, less than FCNTX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
FRNRX
Franklin Natural Resources Fund
1.38%1.70%2.40%1.98%2.38%22.66%2.39%1.64%2.43%1.16%1.02%0.86%
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

FRNRX vs. FCNTX - Drawdown Comparison

The maximum FRNRX drawdown since its inception was -80.54%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for FRNRX and FCNTX.


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Drawdown Indicators


FRNRXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-80.54%

-49.19%

-31.35%

Max Drawdown (1Y)

Largest decline over 1 year

-16.68%

-11.30%

-5.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.29%

-32.59%

+6.30%

Max Drawdown (10Y)

Largest decline over 10 years

-70.71%

-32.59%

-38.12%

Current Drawdown

Current decline from peak

-1.75%

-8.18%

+6.43%

Average Drawdown

Average peak-to-trough decline

-23.95%

-8.18%

-15.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.95%

+0.60%

Volatility

FRNRX vs. FCNTX - Volatility Comparison

The current volatility for Franklin Natural Resources Fund (FRNRX) is 5.41%, while Fidelity Contrafund Fund (FCNTX) has a volatility of 6.51%. This indicates that FRNRX 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.


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Volatility by Period


FRNRXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

6.51%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

11.12%

+2.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.09%

19.95%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.82%

19.19%

+6.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.70%

19.64%

+9.06%