STSEX vs. FLCNX
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and Fidelity Contrafund K6 (FLCNX).
STSEX is managed by Blackrock. It was launched on Dec 17, 1976. FLCNX is managed by Fidelity. It was launched on May 25, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STSEX or FLCNX.
Key characteristics
| STSEX | FLCNX | |
|---|---|---|
| YTD Return | 18.87% | 37.67% |
| 1Y Return | 25.96% | 48.44% |
| 3Y Return (Ann) | 10.90% | 10.86% |
| 5Y Return (Ann) | 15.26% | 18.93% |
| Sharpe Ratio | 2.41 | 3.11 |
| Sortino Ratio | 3.19 | 4.11 |
| Omega Ratio | 1.44 | 1.58 |
| Calmar Ratio | 3.68 | 4.35 |
| Martin Ratio | 16.32 | 19.22 |
| Ulcer Index | 1.55% | 2.48% |
| Daily Std Dev | 10.51% | 15.32% |
| Max Drawdown | -49.89% | -32.07% |
| Current Drawdown | -0.45% | 0.00% |
Correlation
The correlation between STSEX and FLCNX is 0.83, 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
STSEX vs. FLCNX - Performance Comparison
In the year-to-date period, STSEX achieves a 18.87% return, which is significantly lower than FLCNX's 37.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STSEX vs. FLCNX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than FLCNX's 0.45% expense ratio.
Risk-Adjusted Performance
STSEX vs. FLCNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) and Fidelity Contrafund K6 (FLCNX). 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.
Dividends
STSEX vs. FLCNX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.90%, more than FLCNX's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.90% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% | 2.43% | 1.65% |
FLCNX Fidelity Contrafund K6 | 0.39% | 0.49% | 0.62% | 0.20% | 0.21% | 0.30% | 0.33% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
STSEX vs. FLCNX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, which is greater than FLCNX's maximum drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for STSEX and FLCNX. For additional features, visit the drawdowns tool.
Volatility
STSEX vs. FLCNX - Volatility Comparison
BlackRock Exchange Portfolio (STSEX) and Fidelity Contrafund K6 (FLCNX) have volatilities of 4.44% and 4.66%, 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.