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Fidelity Advisor Asset Manager 40% Fund Class A (F...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS3160696403
IssuerBlackrock
Inception DateOct 9, 2007
CategoryDiversified Portfolio
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

FFNAX features an expense ratio of 0.83%, falling within the medium range.


Expense ratio chart for FFNAX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: FFNAX vs. JNBSX, FFNAX vs. AMRMX, FFNAX vs. IDIVX, FFNAX vs. JMSIX, FFNAX vs. INPAX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Fidelity Advisor Asset Manager 40% Fund Class A, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctober
5.60%
12.66%
FFNAX (Fidelity Advisor Asset Manager 40% Fund Class A)
Benchmark (^GSPC)

Returns By Period

Fidelity Advisor Asset Manager 40% Fund Class A had a return of 6.86% year-to-date (YTD) and 16.80% in the last 12 months. Over the past 10 years, Fidelity Advisor Asset Manager 40% Fund Class A had an annualized return of 4.82%, while the S&P 500 had an annualized return of 10.98%, indicating that Fidelity Advisor Asset Manager 40% Fund Class A did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.86%19.62%
1 month-1.91%-0.06%
6 months5.60%12.66%
1 year16.80%34.63%
5 years (annualized)5.00%13.25%
10 years (annualized)4.82%10.98%

Monthly Returns

The table below presents the monthly returns of FFNAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.08%1.29%1.67%-2.52%2.34%1.10%1.75%1.62%1.52%6.86%
20234.82%-2.51%2.14%0.92%-1.09%2.03%1.43%-1.48%-3.08%-1.91%5.90%4.03%11.27%
2022-3.15%-1.63%-0.30%-4.90%-0.32%-4.45%4.36%-2.48%-5.91%1.86%4.75%-2.03%-13.89%
2021-0.38%0.68%0.38%2.60%0.51%1.17%0.80%1.15%-1.98%2.27%-1.21%1.56%7.72%
20200.58%-2.65%-7.83%6.15%3.14%2.20%2.83%2.02%-1.19%-0.87%5.67%2.82%12.74%
20194.28%1.07%1.33%1.57%-1.98%3.16%0.35%0.34%0.42%1.06%1.43%1.64%15.56%
20181.88%-2.18%-0.26%-0.15%0.95%0.00%1.01%1.02%-0.25%-4.10%0.62%-2.91%-4.46%
20171.57%1.46%0.45%1.07%1.06%0.18%1.31%0.61%0.60%0.97%0.77%0.83%11.42%
2016-2.12%-0.20%3.75%1.00%0.38%0.66%2.09%0.46%0.27%-1.07%-0.37%0.89%5.78%
20150.19%2.14%-0.09%0.58%0.36%-1.45%0.60%-3.21%-1.61%3.27%0.09%-2.60%-1.91%
2014-0.56%2.64%-0.18%0.20%1.48%1.09%-1.28%1.74%-1.62%1.18%0.81%-0.16%5.36%
20132.00%0.20%1.08%1.39%-0.29%-1.63%2.70%-1.33%2.80%1.69%0.74%1.32%11.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FFNAX is 61, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of FFNAX is 6161
Combined Rank
The Sharpe Ratio Rank of FFNAX is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of FFNAX is 7070Sortino Ratio Rank
The Omega Ratio Rank of FFNAX is 6262Omega Ratio Rank
The Calmar Ratio Rank of FFNAX is 4545Calmar Ratio Rank
The Martin Ratio Rank of FFNAX is 7070Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Fidelity Advisor Asset Manager 40% Fund Class A (FFNAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFNAX
Sharpe ratio
The chart of Sharpe ratio for FFNAX, currently valued at 2.79, compared to the broader market0.002.004.002.79
Sortino ratio
The chart of Sortino ratio for FFNAX, currently valued at 4.20, compared to the broader market0.005.0010.004.20
Omega ratio
The chart of Omega ratio for FFNAX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for FFNAX, currently valued at 1.36, compared to the broader market0.005.0010.0015.0020.001.36
Martin ratio
The chart of Martin ratio for FFNAX, currently valued at 18.55, compared to the broader market0.0020.0040.0060.0080.0018.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.94, compared to the broader market0.002.004.002.94
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.90, compared to the broader market0.005.0010.003.90
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.09, compared to the broader market0.005.0010.0015.0020.003.09
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.14, compared to the broader market0.0020.0040.0060.0080.0019.14

Sharpe Ratio

The current Fidelity Advisor Asset Manager 40% Fund Class A Sharpe ratio is 2.79. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fidelity Advisor Asset Manager 40% Fund Class A with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctober
2.79
2.94
FFNAX (Fidelity Advisor Asset Manager 40% Fund Class A)
Benchmark (^GSPC)

Dividends

Dividend History

Fidelity Advisor Asset Manager 40% Fund Class A provided a 2.32% dividend yield over the last twelve months, with an annual payout of $0.30 per share.


2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.30$0.27$0.62$0.29$0.28$0.40$0.45$0.32$0.17$0.17$0.48$0.43

Dividend yield

2.32%2.20%5.40%2.06%2.08%3.37%4.21%2.72%1.55%1.63%4.51%3.99%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Asset Manager 40% Fund Class A. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.08$0.21
2023$0.00$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.10$0.27
2022$0.00$0.00$0.00$0.01$0.00$0.00$0.04$0.00$0.00$0.10$0.00$0.46$0.62
2021$0.00$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.18$0.29
2020$0.00$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.17$0.28
2019$0.00$0.00$0.00$0.03$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.27$0.40
2018$0.00$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.34$0.45
2017$0.00$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.23$0.32
2016$0.00$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.06$0.17
2015$0.00$0.00$0.00$0.03$0.00$0.00$0.05$0.00$0.00$0.04$0.00$0.05$0.17
2014$0.00$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.38$0.48
2013$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.34$0.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctober
-2.20%
-2.71%
FFNAX (Fidelity Advisor Asset Manager 40% Fund Class A)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity Advisor Asset Manager 40% Fund Class A. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Fidelity Advisor Asset Manager 40% Fund Class A was 31.87%, occurring on Mar 9, 2009. Recovery took 387 trading sessions.

The current Fidelity Advisor Asset Manager 40% Fund Class A drawdown is 2.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.87%Nov 1, 2007338Mar 9, 2009387Sep 20, 2010725
-18.77%Nov 10, 2021234Oct 14, 2022434Jul 10, 2024668
-18.18%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-10.19%Apr 27, 2015202Feb 11, 2016124Aug 9, 2016326
-9.3%May 2, 2011108Oct 3, 201185Feb 3, 2012193

Volatility

Volatility Chart

The current Fidelity Advisor Asset Manager 40% Fund Class A volatility is 1.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctober
1.26%
3.21%
FFNAX (Fidelity Advisor Asset Manager 40% Fund Class A)
Benchmark (^GSPC)