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TPLGX vs. FLCNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLGX vs. FLCNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and Fidelity Contrafund K6 (FLCNX). The values are adjusted to include any dividend payments, if applicable.

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TPLGX vs. FLCNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
-11.17%18.66%35.22%49.63%-38.49%17.84%34.70%30.15%2.18%15.02%
FLCNX
Fidelity Contrafund K6
-5.71%22.05%35.37%37.67%-27.13%24.21%30.85%30.91%-2.16%13.77%

Returns By Period

In the year-to-date period, TPLGX achieves a -11.17% return, which is significantly lower than FLCNX's -5.71% return.


TPLGX

1D
3.86%
1M
-5.45%
YTD
-11.17%
6M
-10.20%
1Y
14.88%
3Y*
22.35%
5Y*
8.55%
10Y*
14.89%

FLCNX

1D
3.59%
1M
-5.95%
YTD
-5.71%
6M
-3.49%
1Y
19.69%
3Y*
24.54%
5Y*
13.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPLGX vs. FLCNX - Expense Ratio Comparison

TPLGX has a 0.57% expense ratio, which is higher than FLCNX's 0.45% expense ratio.


Return for Risk

TPLGX vs. FLCNX — Risk / Return Rank

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

TPLGX
TPLGX Risk / Return Rank: 3030
Overall Rank
TPLGX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TPLGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
TPLGX Omega Ratio Rank: 3030
Omega Ratio Rank
TPLGX Calmar Ratio Rank: 3232
Calmar Ratio Rank
TPLGX Martin Ratio Rank: 2828
Martin Ratio Rank

FLCNX
FLCNX Risk / Return Rank: 5757
Overall Rank
FLCNX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
FLCNX Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLCNX Omega Ratio Rank: 5454
Omega Ratio Rank
FLCNX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FLCNX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPLGX vs. FLCNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) 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.


TPLGXFLCNXDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.02

-0.31

Sortino ratio

Return per unit of downside risk

1.18

1.57

-0.38

Omega ratio

Gain probability vs. loss probability

1.16

1.22

-0.06

Calmar ratio

Return relative to maximum drawdown

0.93

1.51

-0.58

Martin ratio

Return relative to average drawdown

3.22

5.76

-2.54

TPLGX vs. FLCNX - Sharpe Ratio Comparison

The current TPLGX Sharpe Ratio is 0.70, which is lower than the FLCNX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TPLGX 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.


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Sharpe Ratios by Period


TPLGXFLCNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.02

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.70

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.78

-0.25

Correlation

The correlation between TPLGX and FLCNX is 0.95, 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.


Dividends

TPLGX vs. FLCNX - Dividend Comparison

TPLGX's dividend yield for the trailing twelve months is around 22.85%, more than FLCNX's 12.18% yield.


TTM20252024202320222021202020192018201720162015
TPLGX
T. Rowe Price Institutional Large Cap Core Growth Fund
22.85%20.30%12.87%3.70%4.39%8.81%0.59%0.60%1.65%1.39%0.25%0.44%
FLCNX
Fidelity Contrafund K6
12.18%8.35%0.36%0.49%1.18%0.46%0.21%0.30%0.33%0.15%0.00%0.00%

Drawdowns

TPLGX vs. FLCNX - Drawdown Comparison

The maximum TPLGX drawdown since its inception was -54.57%, which is greater than FLCNX's maximum drawdown of -32.07%. Use the drawdown chart below to compare losses from any high point for TPLGX and FLCNX.


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Drawdown Indicators


TPLGXFLCNXDifference

Max Drawdown

Largest peak-to-trough decline

-54.57%

-32.07%

-22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.15%

-11.73%

-5.42%

Max Drawdown (5Y)

Largest decline over 5 years

-43.45%

-32.07%

-11.38%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

Current Drawdown

Current decline from peak

-13.95%

-8.56%

-5.39%

Average Drawdown

Average peak-to-trough decline

-8.71%

-6.76%

-1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

3.08%

+1.88%

Volatility

TPLGX vs. FLCNX - Volatility Comparison

T. Rowe Price Institutional Large Cap Core Growth Fund (TPLGX) and Fidelity Contrafund K6 (FLCNX) have volatilities of 6.97% and 6.69%, 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.


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Volatility by Period


TPLGXFLCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

6.69%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

11.39%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

20.46%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.32%

19.10%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

20.52%

+2.35%