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

Performance

VSEQX vs. FCNTX - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.71%
12.92%
VSEQX
FCNTX

Returns By Period

In the year-to-date period, VSEQX achieves a 21.45% return, which is significantly lower than FCNTX's 35.27% return. Over the past 10 years, VSEQX has outperformed FCNTX with an annualized return of 10.68%, while FCNTX has yielded a comparatively lower 8.75% annualized return.


VSEQX

YTD

21.45%

1M

3.16%

6M

13.24%

1Y

36.09%

5Y (annualized)

13.88%

10Y (annualized)

10.68%

FCNTX

YTD

35.27%

1M

0.55%

6M

12.80%

1Y

36.86%

5Y (annualized)

10.41%

10Y (annualized)

8.75%

Key characteristics


VSEQXFCNTX
Sharpe Ratio2.172.33
Sortino Ratio3.023.16
Omega Ratio1.381.44
Calmar Ratio4.220.39
Martin Ratio12.4914.48
Ulcer Index2.80%2.51%
Daily Std Dev16.12%15.58%
Max Drawdown-63.55%-99.90%
Current Drawdown-2.45%-90.61%

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VSEQX vs. FCNTX - Expense Ratio Comparison

VSEQX has a 0.17% expense ratio, which is lower than FCNTX's 0.39% expense ratio.


FCNTX
Fidelity Contrafund Fund
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%
Expense ratio chart for VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Correlation

-0.50.00.51.00.9

The correlation between VSEQX and FCNTX is 0.85, 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.

Risk-Adjusted Performance

VSEQX vs. FCNTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) 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 VSEQX, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.005.002.172.33
The chart of Sortino ratio for VSEQX, currently valued at 3.02, compared to the broader market0.005.0010.003.023.16
The chart of Omega ratio for VSEQX, currently valued at 1.38, compared to the broader market1.002.003.004.001.381.44
The chart of Calmar ratio for VSEQX, currently valued at 4.22, compared to the broader market0.005.0010.0015.0020.0025.004.221.52
The chart of Martin ratio for VSEQX, currently valued at 12.49, compared to the broader market0.0020.0040.0060.0080.00100.0012.4914.48
VSEQX
FCNTX

The current VSEQX Sharpe Ratio is 2.17, which is comparable to the FCNTX Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VSEQX 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.17
2.33
VSEQX
FCNTX

Dividends

VSEQX vs. FCNTX - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.24%, more than FCNTX's 0.37% yield.


TTM20232022202120202019201820172016201520142013
VSEQX
Vanguard Strategic Equity Fund
1.24%1.51%1.49%1.36%1.32%1.33%1.45%1.35%1.57%1.79%1.10%1.20%
FCNTX
Fidelity Contrafund Fund
0.37%0.48%2.42%0.00%0.00%0.00%0.00%0.10%0.30%0.31%7.55%7.89%

Drawdowns

VSEQX vs. FCNTX - Drawdown Comparison

The maximum VSEQX drawdown since its inception was -63.55%, smaller than the maximum FCNTX drawdown of -99.90%. Use the drawdown chart below to compare losses from any high point for VSEQX and FCNTX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.45%
-1.76%
VSEQX
FCNTX

Volatility

VSEQX vs. FCNTX - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 5.38% compared to Fidelity Contrafund Fund (FCNTX) at 4.99%. This indicates that VSEQX'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%JuneJulyAugustSeptemberOctoberNovember
5.38%
4.99%
VSEQX
FCNTX