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LGRRX vs. FCNTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGRRX vs. FCNTX - Performance Comparison

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

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Returns By Period

In the year-to-date period, LGRRX achieves a -6.55% return, which is significantly lower than FCNTX's 5.62% return. Over the past 10 years, LGRRX has underperformed FCNTX with an annualized return of 14.79%, while FCNTX has yielded a comparatively higher 16.85% annualized return.


LGRRX

1D
0.95%
1M
-2.48%
6M
-5.97%
YTD
-6.55%
1Y
-1.92%
3Y*
14.49%
5Y*
9.73%
10Y*
14.79%
ALL TIME*
7.90%

FCNTX

1D
0.95%
1M
-3.83%
6M
3.61%
YTD
5.62%
1Y
13.75%
3Y*
22.98%
5Y*
13.11%
10Y*
16.85%
ALL TIME*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

LGRRX vs. FCNTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LGRRX
Loomis Sayles Growth Fund
-6.55%13.76%34.82%50.89%-28.03%18.40%31.40%31.41%-2.80%32.29%
FCNTX
Fidelity Contrafund
5.62%21.76%36.00%38.67%-28.31%24.52%32.48%30.00%-3.81%32.18%

Correlation

The correlation between LGRRX and FCNTX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.83

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Dec 31, 1996

0.90

Over the past year, the correlation between LGRRX and FCNTX has dropped to 0.68 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.

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Return for Risk

LGRRX vs. FCNTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LGRRX
LGRRX Risk / Return Rank: 33
Overall Rank
LGRRX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
LGRRX Sortino Ratio Rank: 44
Sortino Ratio Rank
LGRRX Omega Ratio Rank: 44
Omega Ratio Rank
LGRRX Calmar Ratio Rank: 44
Calmar Ratio Rank
LGRRX Martin Ratio Rank: 33
Martin Ratio Rank

FCNTX
FCNTX Risk / Return Rank: 2828
Overall Rank
FCNTX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
FCNTX Sortino Ratio Rank: 2626
Sortino Ratio Rank
FCNTX Omega Ratio Rank: 2626
Omega Ratio Rank
FCNTX Calmar Ratio Rank: 2727
Calmar Ratio Rank
FCNTX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LGRRX vs. FCNTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LGRRX) and Fidelity Contrafund (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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGRRXFCNTXDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

0.99

1.16

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.14

1.19

-1.33

Martin ratioReturn relative to average drawdown

-0.36

4.65

-5.00

LGRRX vs. FCNTX - Sharpe Ratio Comparison

The current LGRRX Sharpe Ratio is -0.14, which is lower than the FCNTX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LGRRX and FCNTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LGRRX vs. FCNTX - Drawdown Comparison

The maximum LGRRX drawdown since its inception was -64.70%, which is greater than FCNTX's maximum drawdown of -49.19%. Use the drawdown chart below to compare losses from any high point for LGRRX and FCNTX.


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Drawdown Indicators


LGRRXFCNTXDifference

Max Drawdown

Largest peak-to-trough decline

-64.70%

-49.19%

-15.51%

Max Drawdown (1Y)

Largest decline over 1 year

-17.93%

-11.30%

-6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-27.84%

-19.75%

-8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.85%

-32.59%

-2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-34.85%

-32.59%

-2.26%

Current Drawdown

Current decline from peak

-9.70%

-5.29%

-4.41%

Average Drawdown

Average peak-to-trough decline

-21.16%

-8.14%

-13.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.41%

2.89%

+3.52%

Volatility

LGRRX vs. FCNTX - Volatility Comparison

Loomis Sayles Growth Fund (LGRRX) has a higher volatility of 5.35% compared to Fidelity Contrafund (FCNTX) at 3.84%. This indicates that LGRRX'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


LGRRXFCNTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

3.84%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.83%

12.26%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

18.14%

15.46%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

19.37%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

19.73%

+1.37%

LGRRX vs. FCNTX - Expense Ratio Comparison

LGRRX has a 0.92% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


Dividends

LGRRX vs. FCNTX - Dividend Comparison

LGRRX's dividend yield for the trailing twelve months is around 2.68%, less than FCNTX's 4.42% yield.


PositionTTM20252024202320222021202020192018201720162015
FCNTX
Fidelity Contrafund
4.42%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%
LGRRX
Loomis Sayles Growth Fund
2.68%2.50%6.30%6.70%18.14%5.13%4.60%2.68%5.92%2.33%1.38%0.42%

Frequently Asked Questions


LGRRX and FCNTX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LGRRX has higher volatility (5.35%) compared to FCNTX (3.84%). In terms of maximum drawdown, LGRRX dropped -64.70% vs FCNTX's -49.19%.

FCNTX currently has the higher Sharpe Ratio (0.87 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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