PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GFFFX vs. FCNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


GFFFXFCNTX
YTD Return8.57%13.94%
1Y Return35.12%36.36%
3Y Return (Ann)4.81%8.49%
5Y Return (Ann)13.23%14.86%
10Y Return (Ann)13.13%14.30%
Sharpe Ratio2.452.56
Daily Std Dev14.20%13.87%
Max Drawdown-44.33%-93.41%
Current Drawdown-3.95%-4.43%

Correlation

-0.50.00.51.01.0

The correlation between GFFFX and FCNTX is 0.95, 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

GFFFX vs. FCNTX - Performance Comparison

In the year-to-date period, GFFFX achieves a 8.57% return, which is significantly lower than FCNTX's 13.94% return. Over the past 10 years, GFFFX has underperformed FCNTX with an annualized return of 13.13%, while FCNTX has yielded a comparatively higher 14.30% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


350.00%400.00%450.00%500.00%550.00%December2024FebruaryMarchAprilMay
459.29%
545.07%
GFFFX
FCNTX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


American Funds The Growth Fund of America

Fidelity Contrafund Fund

GFFFX vs. FCNTX - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is lower than FCNTX's 0.81% expense ratio.


FCNTX
Fidelity Contrafund Fund
Expense ratio chart for FCNTX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for GFFFX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

GFFFX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) 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.


GFFFX
Sharpe ratio
The chart of Sharpe ratio for GFFFX, currently valued at 2.45, compared to the broader market-1.000.001.002.003.004.002.45
Sortino ratio
The chart of Sortino ratio for GFFFX, currently valued at 3.38, compared to the broader market-2.000.002.004.006.008.0010.003.38
Omega ratio
The chart of Omega ratio for GFFFX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for GFFFX, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.0012.001.29
Martin ratio
The chart of Martin ratio for GFFFX, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.09
FCNTX
Sharpe ratio
The chart of Sharpe ratio for FCNTX, currently valued at 2.56, compared to the broader market-1.000.001.002.003.004.002.56
Sortino ratio
The chart of Sortino ratio for FCNTX, currently valued at 3.66, compared to the broader market-2.000.002.004.006.008.0010.003.66
Omega ratio
The chart of Omega ratio for FCNTX, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for FCNTX, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.001.75
Martin ratio
The chart of Martin ratio for FCNTX, currently valued at 17.84, compared to the broader market0.0010.0020.0030.0040.0050.0060.0017.84

GFFFX vs. FCNTX - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 2.45, which roughly equals the FCNTX Sharpe Ratio of 2.56. The chart below compares the 12-month rolling Sharpe Ratio of GFFFX and FCNTX.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.45
2.56
GFFFX
FCNTX

Dividends

GFFFX vs. FCNTX - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 7.04%, more than FCNTX's 2.79% yield.


TTM20232022202120202019201820172016201520142013
GFFFX
American Funds The Growth Fund of America
7.04%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%10.90%7.53%
FCNTX
Fidelity Contrafund Fund
2.79%4.26%13.65%10.80%8.01%4.16%9.14%6.17%3.81%5.33%7.55%7.89%

Drawdowns

GFFFX vs. FCNTX - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -44.33%, smaller than the maximum FCNTX drawdown of -93.41%. Use the drawdown chart below to compare losses from any high point for GFFFX and FCNTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.95%
-4.43%
GFFFX
FCNTX

Volatility

GFFFX vs. FCNTX - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) and Fidelity Contrafund Fund (FCNTX) have volatilities of 5.04% and 5.03%, 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
5.04%
5.03%
GFFFX
FCNTX