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TIGGX vs. FLCNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIGGX and FLCNX is 0.89, 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

TIGGX vs. FLCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) and Fidelity Contrafund K6 (FLCNX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.02%
9.75%
TIGGX
FLCNX

Key characteristics

Sharpe Ratio

TIGGX:

1.49

FLCNX:

1.71

Sortino Ratio

TIGGX:

2.09

FLCNX:

2.31

Omega Ratio

TIGGX:

1.28

FLCNX:

1.31

Calmar Ratio

TIGGX:

2.13

FLCNX:

2.49

Martin Ratio

TIGGX:

8.37

FLCNX:

10.29

Ulcer Index

TIGGX:

2.10%

FLCNX:

2.65%

Daily Std Dev

TIGGX:

11.82%

FLCNX:

15.98%

Max Drawdown

TIGGX:

-49.81%

FLCNX:

-32.55%

Current Drawdown

TIGGX:

-0.49%

FLCNX:

-3.49%

Returns By Period

The year-to-date returns for both stocks are quite close, with TIGGX having a 4.33% return and FLCNX slightly lower at 4.18%.


TIGGX

YTD

4.33%

1M

0.88%

6M

6.02%

1Y

15.56%

5Y*

10.59%

10Y*

8.31%

FLCNX

YTD

4.18%

1M

-1.19%

6M

9.75%

1Y

23.86%

5Y*

16.42%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


TIGGX vs. FLCNX - Expense Ratio Comparison

TIGGX has a 0.97% expense ratio, which is higher than FLCNX's 0.45% expense ratio.


TIGGX
Goldman Sachs Tax-Advantaged Global Equity Portfolio
Expense ratio chart for TIGGX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%
Expense ratio chart for FLCNX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

TIGGX vs. FLCNX — Risk-Adjusted Performance Rank

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

TIGGX
The Risk-Adjusted Performance Rank of TIGGX is 8080
Overall Rank
The Sharpe Ratio Rank of TIGGX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of TIGGX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of TIGGX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TIGGX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of TIGGX is 8383
Martin Ratio Rank

FLCNX
The Risk-Adjusted Performance Rank of FLCNX is 8484
Overall Rank
The Sharpe Ratio Rank of FLCNX is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FLCNX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of FLCNX is 8181
Omega Ratio Rank
The Calmar Ratio Rank of FLCNX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FLCNX is 8989
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.

TIGGX vs. FLCNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) 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.


Sharpe ratio
The chart of Sharpe ratio for TIGGX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.491.71
The chart of Sortino ratio for TIGGX, currently valued at 2.09, compared to the broader market0.002.004.006.008.0010.0012.002.092.31
The chart of Omega ratio for TIGGX, currently valued at 1.28, compared to the broader market1.002.003.004.001.281.31
The chart of Calmar ratio for TIGGX, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.002.132.49
The chart of Martin ratio for TIGGX, currently valued at 8.37, compared to the broader market0.0020.0040.0060.0080.008.3710.29
TIGGX
FLCNX

The current TIGGX Sharpe Ratio is 1.49, which is comparable to the FLCNX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TIGGX and FLCNX, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.49
1.71
TIGGX
FLCNX

Dividends

TIGGX vs. FLCNX - Dividend Comparison

TIGGX's dividend yield for the trailing twelve months is around 1.18%, more than FLCNX's 0.26% yield.


TTM20242023202220212020201920182017201620152014
TIGGX
Goldman Sachs Tax-Advantaged Global Equity Portfolio
1.18%1.23%1.31%1.45%1.57%1.15%1.21%0.12%1.34%1.12%1.78%1.44%
FLCNX
Fidelity Contrafund K6
0.26%0.36%0.49%0.62%0.20%0.21%0.30%0.33%0.15%0.00%0.00%0.00%

Drawdowns

TIGGX vs. FLCNX - Drawdown Comparison

The maximum TIGGX drawdown since its inception was -49.81%, which is greater than FLCNX's maximum drawdown of -32.55%. Use the drawdown chart below to compare losses from any high point for TIGGX and FLCNX. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.49%
-3.49%
TIGGX
FLCNX

Volatility

TIGGX vs. FLCNX - Volatility Comparison

The current volatility for Goldman Sachs Tax-Advantaged Global Equity Portfolio (TIGGX) is 2.49%, while Fidelity Contrafund K6 (FLCNX) has a volatility of 4.71%. This indicates that TIGGX experiences smaller price fluctuations and is considered to be less risky than FLCNX 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%SeptemberOctoberNovemberDecember2025February
2.49%
4.71%
TIGGX
FLCNX
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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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