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PBCKX vs. FCNTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PBCKX and FCNTX is 0.92, 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.


-0.50.00.51.00.9

Performance

PBCKX vs. FCNTX - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.89%
6.93%
PBCKX
FCNTX

Key characteristics

Sharpe Ratio

PBCKX:

1.29

FCNTX:

2.09

Sortino Ratio

PBCKX:

1.68

FCNTX:

2.78

Omega Ratio

PBCKX:

1.24

FCNTX:

1.39

Calmar Ratio

PBCKX:

1.23

FCNTX:

1.50

Martin Ratio

PBCKX:

8.65

FCNTX:

12.36

Ulcer Index

PBCKX:

2.19%

FCNTX:

2.73%

Daily Std Dev

PBCKX:

14.71%

FCNTX:

16.16%

Max Drawdown

PBCKX:

-41.86%

FCNTX:

-48.74%

Current Drawdown

PBCKX:

-7.23%

FCNTX:

-5.51%

Returns By Period

In the year-to-date period, PBCKX achieves a 18.40% return, which is significantly lower than FCNTX's 33.22% return. Over the past 10 years, PBCKX has outperformed FCNTX with an annualized return of 11.87%, while FCNTX has yielded a comparatively lower 8.34% annualized return.


PBCKX

YTD

18.40%

1M

-3.66%

6M

4.89%

1Y

18.68%

5Y*

11.84%

10Y*

11.87%

FCNTX

YTD

33.22%

1M

-1.74%

6M

6.94%

1Y

33.63%

5Y*

9.90%

10Y*

8.34%

Compare stocks, funds, or ETFs

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


PBCKX vs. FCNTX - Expense Ratio Comparison

PBCKX has a 0.66% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


PBCKX
Principal Blue Chip Fund
Expense ratio chart for PBCKX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for FCNTX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

PBCKX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) 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.


Sharpe ratio
The chart of Sharpe ratio for PBCKX, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.001.292.09
The chart of Sortino ratio for PBCKX, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.001.682.78
The chart of Omega ratio for PBCKX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.39
The chart of Calmar ratio for PBCKX, currently valued at 1.23, compared to the broader market0.002.004.006.008.0010.0012.0014.001.231.50
The chart of Martin ratio for PBCKX, currently valued at 8.65, compared to the broader market0.0020.0040.0060.008.6512.36
PBCKX
FCNTX

The current PBCKX Sharpe Ratio is 1.29, which is lower than the FCNTX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of PBCKX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.29
2.09
PBCKX
FCNTX

Dividends

PBCKX vs. FCNTX - Dividend Comparison

PBCKX has not paid dividends to shareholders, while FCNTX's dividend yield for the trailing twelve months is around 0.02%.


TTM20232022202120202019201820172016201520142013
PBCKX
Principal Blue Chip Fund
0.00%0.00%0.00%0.00%0.00%0.34%0.00%0.02%0.46%0.43%0.58%0.28%
FCNTX
Fidelity Contrafund Fund
0.02%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%

Drawdowns

PBCKX vs. FCNTX - Drawdown Comparison

The maximum PBCKX drawdown since its inception was -41.86%, smaller than the maximum FCNTX drawdown of -48.74%. Use the drawdown chart below to compare losses from any high point for PBCKX and FCNTX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.23%
-5.51%
PBCKX
FCNTX

Volatility

PBCKX vs. FCNTX - Volatility Comparison

Principal Blue Chip Fund (PBCKX) has a higher volatility of 6.89% compared to Fidelity Contrafund Fund (FCNTX) at 5.56%. This indicates that PBCKX'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.89%
5.56%
PBCKX
FCNTX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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