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

Correlation

The correlation between SBLGX and FCNTX is 0.88, 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

SBLGX vs. FCNTX - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
7.55%
11.06%
SBLGX
FCNTX

Key characteristics

Sharpe Ratio

SBLGX:

1.15

FCNTX:

1.74

Sortino Ratio

SBLGX:

1.57

FCNTX:

2.37

Omega Ratio

SBLGX:

1.22

FCNTX:

1.32

Calmar Ratio

SBLGX:

0.68

FCNTX:

1.66

Martin Ratio

SBLGX:

5.72

FCNTX:

9.33

Ulcer Index

SBLGX:

3.41%

FCNTX:

3.11%

Daily Std Dev

SBLGX:

16.99%

FCNTX:

16.70%

Max Drawdown

SBLGX:

-53.70%

FCNTX:

-48.48%

Current Drawdown

SBLGX:

-14.61%

FCNTX:

-3.78%

Returns By Period

In the year-to-date period, SBLGX achieves a 2.58% return, which is significantly lower than FCNTX's 3.71% return. Over the past 10 years, SBLGX has underperformed FCNTX with an annualized return of 7.95%, while FCNTX has yielded a comparatively higher 8.83% annualized return.


SBLGX

YTD

2.58%

1M

0.82%

6M

7.55%

1Y

18.93%

5Y*

5.00%

10Y*

7.95%

FCNTX

YTD

3.71%

1M

2.06%

6M

11.06%

1Y

28.09%

5Y*

9.48%

10Y*

8.83%

*Annualized

Compare stocks, funds, or ETFs

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


SBLGX vs. FCNTX - Expense Ratio Comparison

SBLGX has a 0.99% expense ratio, which is higher than FCNTX's 0.39% expense ratio.


SBLGX
ClearBridge Large Cap Growth Fund
Expense ratio chart for SBLGX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
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

SBLGX vs. FCNTX — Risk-Adjusted Performance Rank

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

SBLGX
The Risk-Adjusted Performance Rank of SBLGX is 5757
Overall Rank
The Sharpe Ratio Rank of SBLGX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLGX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of SBLGX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SBLGX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of SBLGX is 6565
Martin Ratio Rank

FCNTX
The Risk-Adjusted Performance Rank of FCNTX is 8181
Overall Rank
The Sharpe Ratio Rank of FCNTX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FCNTX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FCNTX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of FCNTX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FCNTX is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SBLGX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth Fund (SBLGX) 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 SBLGX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.151.74
The chart of Sortino ratio for SBLGX, currently valued at 1.57, compared to the broader market0.005.0010.001.572.37
The chart of Omega ratio for SBLGX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.32
The chart of Calmar ratio for SBLGX, currently valued at 0.68, compared to the broader market0.005.0010.0015.0020.000.681.66
The chart of Martin ratio for SBLGX, currently valued at 5.72, compared to the broader market0.0020.0040.0060.0080.005.729.33
SBLGX
FCNTX

The current SBLGX Sharpe Ratio is 1.15, which is lower than the FCNTX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of SBLGX 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.15
1.74
SBLGX
FCNTX

Dividends

SBLGX vs. FCNTX - Dividend Comparison

SBLGX has not paid dividends to shareholders, while FCNTX's dividend yield for the trailing twelve months is around 0.08%.


TTM20242023202220212020201920182017201620152014
SBLGX
ClearBridge Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.15%0.01%0.00%0.08%0.02%0.00%
FCNTX
Fidelity Contrafund Fund
0.08%0.08%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%

Drawdowns

SBLGX vs. FCNTX - Drawdown Comparison

The maximum SBLGX drawdown since its inception was -53.70%, which is greater than FCNTX's maximum drawdown of -48.48%. Use the drawdown chart below to compare losses from any high point for SBLGX and FCNTX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.61%
-3.78%
SBLGX
FCNTX

Volatility

SBLGX vs. FCNTX - Volatility Comparison

ClearBridge Large Cap Growth Fund (SBLGX) and Fidelity Contrafund Fund (FCNTX) have volatilities of 5.25% and 5.15%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
5.25%
5.15%
SBLGX
FCNTX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab