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FSRFX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSRFX vs. FCNTX - Performance Comparison

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

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FSRFX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSRFX
Fidelity Select Transportation Portfolio
-0.92%11.45%1.01%19.29%-10.21%27.79%12.83%18.43%-11.02%22.00%
FCNTX
Fidelity Contrafund Fund
-8.57%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, FSRFX achieves a -0.92% return, which is significantly higher than FCNTX's -8.57% return. Over the past 10 years, FSRFX has underperformed FCNTX with an annualized return of 10.16%, while FCNTX has yielded a comparatively higher 15.63% annualized return.


FSRFX

1D
-0.50%
1M
-10.95%
YTD
-0.92%
6M
4.56%
1Y
16.70%
3Y*
7.87%
5Y*
6.52%
10Y*
10.16%

FCNTX

1D
-0.22%
1M
-9.40%
YTD
-8.57%
6M
-6.17%
1Y
16.04%
3Y*
23.48%
5Y*
12.82%
10Y*
15.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSRFX vs. FCNTX - Expense Ratio Comparison

FSRFX has a 0.69% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Return for Risk

FSRFX vs. FCNTX — Risk / Return Rank

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

FSRFX
FSRFX Risk / Return Rank: 3131
Overall Rank
FSRFX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FSRFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
FSRFX Omega Ratio Rank: 2727
Omega Ratio Rank
FSRFX Calmar Ratio Rank: 3737
Calmar Ratio Rank
FSRFX Martin Ratio Rank: 3232
Martin Ratio Rank

FCNTX
FCNTX Risk / Return Rank: 4444
Overall Rank
FCNTX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 4545
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 4444
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 4848
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 4646
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.

FSRFX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Select Transportation Portfolio (FSRFX) 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.


FSRFXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.83

-0.14

Sortino ratio

Return per unit of downside risk

1.15

1.30

-0.15

Omega ratio

Gain probability vs. loss probability

1.15

1.18

-0.03

Calmar ratio

Return relative to maximum drawdown

1.01

1.17

-0.16

Martin ratio

Return relative to average drawdown

3.47

4.57

-1.10

FSRFX vs. FCNTX - Sharpe Ratio Comparison

The current FSRFX Sharpe Ratio is 0.68, which is comparable to the FCNTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FSRFX 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


FSRFXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.83

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.67

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.80

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.76

-0.19

Correlation

The correlation between FSRFX and FCNTX is 0.70, 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

FSRFX vs. FCNTX - Dividend Comparison

FSRFX's dividend yield for the trailing twelve months is around 4.21%, less than FCNTX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
FSRFX
Fidelity Select Transportation Portfolio
4.21%4.18%1.67%2.68%8.82%12.00%7.97%3.98%11.42%5.16%1.97%7.51%
FCNTX
Fidelity Contrafund Fund
5.10%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%

Drawdowns

FSRFX vs. FCNTX - Drawdown Comparison

The maximum FSRFX drawdown since its inception was -60.34%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for FSRFX and FCNTX.


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Drawdown Indicators


FSRFXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-60.34%

-49.19%

-11.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.28%

-11.30%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.97%

-32.59%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.11%

-32.59%

-8.52%

Current Drawdown

Current decline from peak

-11.69%

-11.30%

-0.39%

Average Drawdown

Average peak-to-trough decline

-8.68%

-8.18%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

2.90%

+1.26%

Volatility

FSRFX vs. FCNTX - Volatility Comparison

Fidelity Select Transportation Portfolio (FSRFX) has a higher volatility of 6.89% compared to Fidelity Contrafund Fund (FCNTX) at 5.19%. This indicates that FSRFX's price experiences larger fluctuations and is considered to be riskier 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


FSRFXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

5.19%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

14.57%

10.56%

+4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

19.69%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.61%

19.13%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.82%

19.61%

+2.21%