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FSSGX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSSGX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity SAI Sustainable Emerging Markets Equity Fund (FSSGX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

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FSSGX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)2025202420232022
FSSGX
Fidelity SAI Sustainable Emerging Markets Equity Fund
2.18%38.40%7.34%11.67%-7.56%
FCNTX
Fidelity Contrafund Fund
-8.57%21.76%36.00%38.67%-13.34%

Returns By Period

In the year-to-date period, FSSGX achieves a 2.18% return, which is significantly higher than FCNTX's -8.57% return.


FSSGX

1D
-0.80%
1M
-12.58%
YTD
2.18%
6M
6.17%
1Y
34.49%
3Y*
16.73%
5Y*
10Y*

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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FSSGX vs. FCNTX - Expense Ratio Comparison

FSSGX has a 0.95% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Return for Risk

FSSGX vs. FCNTX — Risk / Return Rank

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

FSSGX
FSSGX Risk / Return Rank: 8585
Overall Rank
FSSGX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
FSSGX Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSSGX Omega Ratio Rank: 8383
Omega Ratio Rank
FSSGX Calmar Ratio Rank: 8787
Calmar Ratio Rank
FSSGX Martin Ratio Rank: 8484
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.

FSSGX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity SAI Sustainable Emerging Markets Equity Fund (FSSGX) 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.


FSSGXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

1.71

0.83

+0.89

Sortino ratio

Return per unit of downside risk

2.24

1.30

+0.95

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.15

Calmar ratio

Return relative to maximum drawdown

2.30

1.17

+1.13

Martin ratio

Return relative to average drawdown

8.63

4.57

+4.05

FSSGX vs. FCNTX - Sharpe Ratio Comparison

The current FSSGX Sharpe Ratio is 1.71, which is higher than the FCNTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FSSGX 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


FSSGXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.83

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.76

-0.11

Correlation

The correlation between FSSGX and FCNTX is 0.63, 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

FSSGX vs. FCNTX - Dividend Comparison

FSSGX's dividend yield for the trailing twelve months is around 2.80%, less than FCNTX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
FSSGX
Fidelity SAI Sustainable Emerging Markets Equity Fund
2.80%2.87%3.83%1.01%0.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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

FSSGX vs. FCNTX - Drawdown Comparison

The maximum FSSGX drawdown since its inception was -24.11%, smaller than the maximum FCNTX drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for FSSGX and FCNTX.


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Drawdown Indicators


FSSGXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-24.11%

-49.19%

+25.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.47%

-11.30%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.59%

Current Drawdown

Current decline from peak

-13.47%

-11.30%

-2.17%

Average Drawdown

Average peak-to-trough decline

-5.59%

-8.18%

+2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.69%

2.90%

+0.79%

Volatility

FSSGX vs. FCNTX - Volatility Comparison

Fidelity SAI Sustainable Emerging Markets Equity Fund (FSSGX) has a higher volatility of 9.79% compared to Fidelity Contrafund Fund (FCNTX) at 5.19%. This indicates that FSSGX'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


FSSGXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.79%

5.19%

+4.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.01%

10.56%

+4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.82%

19.69%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

19.13%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

19.61%

-0.77%