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GAPIX vs. FCNTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAPIX vs. FCNTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Dynamic Global Equity Fund (GAPIX) and Fidelity Contrafund Fund (FCNTX). The values are adjusted to include any dividend payments, if applicable.

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GAPIX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAPIX
Goldman Sachs Dynamic Global Equity Fund
-5.10%21.72%24.35%20.67%-18.97%20.53%13.61%31.78%-11.06%26.49%
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, GAPIX achieves a -5.10% return, which is significantly higher than FCNTX's -8.57% return. Over the past 10 years, GAPIX has underperformed FCNTX with an annualized return of 11.86%, while FCNTX has yielded a comparatively higher 15.63% annualized return.


GAPIX

1D
-0.23%
1M
-9.63%
YTD
-5.10%
6M
-1.88%
1Y
17.45%
3Y*
17.32%
5Y*
9.81%
10Y*
11.86%

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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GAPIX vs. FCNTX - Expense Ratio Comparison

GAPIX has a 0.19% expense ratio, which is lower than FCNTX's 0.39% expense ratio.


Return for Risk

GAPIX vs. FCNTX — Risk / Return Rank

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

GAPIX
GAPIX Risk / Return Rank: 5151
Overall Rank
GAPIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
GAPIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
GAPIX Omega Ratio Rank: 5757
Omega Ratio Rank
GAPIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
GAPIX Martin Ratio Rank: 5454
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.

GAPIX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Dynamic Global Equity Fund (GAPIX) 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.


GAPIXFCNTXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.83

+0.16

Sortino ratio

Return per unit of downside risk

1.45

1.30

+0.15

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.10

1.17

-0.07

Martin ratio

Return relative to average drawdown

5.27

4.57

+0.70

GAPIX vs. FCNTX - Sharpe Ratio Comparison

The current GAPIX Sharpe Ratio is 0.99, which is comparable to the FCNTX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GAPIX 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


GAPIXFCNTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.83

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.67

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.80

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.76

-0.36

Correlation

The correlation between GAPIX and FCNTX is 0.89, 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

GAPIX vs. FCNTX - Dividend Comparison

GAPIX's dividend yield for the trailing twelve months is around 15.26%, more than FCNTX's 5.10% yield.


TTM20252024202320222021202020192018201720162015
GAPIX
Goldman Sachs Dynamic Global Equity Fund
15.26%14.49%14.79%5.27%6.66%12.60%2.64%10.09%2.88%2.33%1.56%1.39%
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

GAPIX vs. FCNTX - Drawdown Comparison

The maximum GAPIX drawdown since its inception was -58.36%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for GAPIX and FCNTX.


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Drawdown Indicators


GAPIXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-58.36%

-49.19%

-9.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.26%

-11.30%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.13%

-32.59%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-36.31%

-32.59%

-3.72%

Current Drawdown

Current decline from peak

-10.22%

-11.30%

+1.08%

Average Drawdown

Average peak-to-trough decline

-11.43%

-8.18%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.90%

-0.02%

Volatility

GAPIX vs. FCNTX - Volatility Comparison

Goldman Sachs Dynamic Global Equity Fund (GAPIX) and Fidelity Contrafund Fund (FCNTX) have volatilities of 5.44% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAPIXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.19%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

10.56%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

19.69%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

19.13%

-2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

19.61%

-1.65%