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FTQGX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FTQGX vs. FCNTX - Performance Comparison

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

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FTQGX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTQGX
Fidelity Focused Stock Fund
-3.60%13.65%36.95%28.94%-26.68%26.91%33.41%31.44%4.90%30.66%
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, FTQGX achieves a -3.60% return, which is significantly higher than FCNTX's -5.35% return. Both investments have delivered pretty close results over the past 10 years, with FTQGX having a 16.07% annualized return and FCNTX not far behind at 16.03%.


FTQGX

1D
4.49%
1M
-6.47%
YTD
-3.60%
6M
-2.07%
1Y
22.91%
3Y*
22.32%
5Y*
11.62%
10Y*
16.07%

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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FTQGX vs. FCNTX - Expense Ratio Comparison

FTQGX has a 0.86% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Return for Risk

FTQGX vs. FCNTX — Risk / Return Rank

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

FTQGX
FTQGX Risk / Return Rank: 5959
Overall Rank
FTQGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FTQGX Sortino Ratio Rank: 5353
Sortino Ratio Rank
FTQGX Omega Ratio Rank: 4848
Omega Ratio Rank
FTQGX Calmar Ratio Rank: 7676
Calmar Ratio Rank
FTQGX Martin Ratio Rank: 6969
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.

FTQGX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Focused Stock Fund (FTQGX) 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.


FTQGXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.01

-0.01

Sortino ratio

Return per unit of downside risk

1.50

1.56

-0.06

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.01

Calmar ratio

Return relative to maximum drawdown

1.84

1.79

+0.05

Martin ratio

Return relative to average drawdown

6.63

6.87

-0.24

FTQGX vs. FCNTX - Sharpe Ratio Comparison

The current FTQGX Sharpe Ratio is 1.01, which is comparable to the FCNTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of FTQGX 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


FTQGXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.01

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.69

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.82

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.76

-0.29

Correlation

The correlation between FTQGX and FCNTX is 0.93, 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.


Dividends

FTQGX vs. FCNTX - Dividend Comparison

FTQGX's dividend yield for the trailing twelve months is around 12.91%, more than FCNTX's 4.93% yield.


TTM20252024202320222021202020192018201720162015
FTQGX
Fidelity Focused Stock Fund
12.91%12.44%9.94%0.61%7.96%13.53%11.41%5.07%14.71%5.89%1.08%5.91%
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

FTQGX vs. FCNTX - Drawdown Comparison

The maximum FTQGX drawdown since its inception was -61.29%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for FTQGX and FCNTX.


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Drawdown Indicators


FTQGXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-61.29%

-49.19%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-11.30%

-1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-32.31%

-32.59%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-32.59%

+0.28%

Current Drawdown

Current decline from peak

-8.84%

-8.18%

-0.66%

Average Drawdown

Average peak-to-trough decline

-14.27%

-8.18%

-6.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.95%

+0.59%

Volatility

FTQGX vs. FCNTX - Volatility Comparison

Fidelity Focused Stock Fund (FTQGX) has a higher volatility of 8.61% compared to Fidelity Contrafund Fund (FCNTX) at 6.51%. This indicates that FTQGX'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


FTQGXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

6.51%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

11.12%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

23.74%

19.95%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

19.19%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.38%

19.64%

+1.74%