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

Correlation

The correlation between FSSFX and FLCNX is 0.83, 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.


Performance

FSSFX vs. FLCNX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

FSSFX:

-0.81

FLCNX:

0.61

Sortino Ratio

FSSFX:

-0.96

FLCNX:

1.02

Omega Ratio

FSSFX:

0.85

FLCNX:

1.14

Calmar Ratio

FSSFX:

-0.45

FLCNX:

0.70

Martin Ratio

FSSFX:

-1.25

FLCNX:

2.41

Ulcer Index

FSSFX:

18.15%

FLCNX:

5.87%

Daily Std Dev

FSSFX:

28.07%

FLCNX:

22.30%

Max Drawdown

FSSFX:

-50.16%

FLCNX:

-32.55%

Current Drawdown

FSSFX:

-44.81%

FLCNX:

-8.19%

Returns By Period

In the year-to-date period, FSSFX achieves a -14.54% return, which is significantly lower than FLCNX's -0.90% return.


FSSFX

YTD

-14.54%

1M

5.62%

6M

-32.76%

1Y

-23.51%

5Y*

1.24%

10Y*

-0.53%

FLCNX

YTD

-0.90%

1M

8.52%

6M

-2.55%

1Y

13.40%

5Y*

16.51%

10Y*

N/A

*Annualized

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FSSFX vs. FLCNX - Expense Ratio Comparison

FSSFX has a 0.00% expense ratio, which is lower than FLCNX's 0.45% expense ratio.


Risk-Adjusted Performance

FSSFX vs. FLCNX — Risk-Adjusted Performance Rank

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

FSSFX
The Risk-Adjusted Performance Rank of FSSFX is 11
Overall Rank
The Sharpe Ratio Rank of FSSFX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of FSSFX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FSSFX is 11
Omega Ratio Rank
The Calmar Ratio Rank of FSSFX is 22
Calmar Ratio Rank
The Martin Ratio Rank of FSSFX is 22
Martin Ratio Rank

FLCNX
The Risk-Adjusted Performance Rank of FLCNX is 7070
Overall Rank
The Sharpe Ratio Rank of FLCNX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCNX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FLCNX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FLCNX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FLCNX is 6868
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.

FSSFX vs. FLCNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Series Small Cap Fund (FSSFX) 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 current FSSFX Sharpe Ratio is -0.81, which is lower than the FLCNX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FSSFX 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.


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Dividends

FSSFX vs. FLCNX - Dividend Comparison

FSSFX's dividend yield for the trailing twelve months is around 4.83%, more than FLCNX's 0.28% yield.


TTM20242023202220212020201920182017201620152014
FSSFX
Fidelity Advisor Series Small Cap Fund
4.83%4.13%0.98%1.03%0.80%0.89%0.58%1.33%0.55%0.85%4.70%3.44%
FLCNX
Fidelity Contrafund K6
0.28%0.36%0.49%0.62%0.20%0.21%0.30%0.33%0.15%0.00%0.00%0.00%

Drawdowns

FSSFX vs. FLCNX - Drawdown Comparison

The maximum FSSFX drawdown since its inception was -50.16%, which is greater than FLCNX's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for FSSFX and FLCNX. For additional features, visit the drawdowns tool.


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Volatility

FSSFX vs. FLCNX - Volatility Comparison

Fidelity Advisor Series Small Cap Fund (FSSFX) has a higher volatility of 10.75% compared to Fidelity Contrafund K6 (FLCNX) at 7.66%. This indicates that FSSFX'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.


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