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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fidelity Multi-Asset Index Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Fidelity Multi-Asset Index Fund (FFNOX) has returned -3.78% so far this year and 15.66% over the past 12 months. Over the last ten years, FFNOX has returned 9.90% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Fidelity Multi-Asset Index Fund
- 1D
- -0.16%
- 1M
- -8.18%
- YTD
- -3.78%
- 6M
- -1.17%
- 1Y
- 15.66%
- 3Y*
- 13.45%
- 5Y*
- 7.51%
- 10Y*
- 9.90%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 29, 1999, FFNOX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Oct 2008 at -15.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, FFNOX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -9.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.88% | 1.87% | -8.18% | -3.78% | |||||||||
| 2025 | 3.08% | 0.10% | -3.10% | 0.72% | 4.66% | 4.10% | 0.66% | 2.68% | 3.19% | 1.87% | 0.04% | 0.78% | 20.18% |
| 2024 | -0.22% | 3.68% | 2.82% | -3.60% | 4.01% | 1.46% | 2.28% | 2.13% | 2.03% | -2.48% | 3.49% | -2.88% | 13.05% |
| 2023 | 7.18% | -3.01% | 2.74% | 1.08% | -1.14% | 4.98% | 3.05% | -2.78% | -4.18% | -2.98% | 8.51% | 5.35% | 19.29% |
| 2022 | -4.44% | -2.65% | 0.81% | -7.57% | 0.35% | -7.30% | 6.36% | -3.82% | -8.94% | 4.94% | 8.22% | -3.90% | -18.02% |
| 2021 | -0.56% | 2.27% | 2.47% | 3.93% | 1.21% | 1.29% | 1.36% | 2.08% | -3.69% | 4.76% | -2.01% | 3.04% | 17.05% |
Benchmark Metrics
Fidelity Multi-Asset Index Fund has an annualized alpha of 1.31%, beta of 0.80, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since June 30, 1999.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.71%) than losses (86.78%) — typical of diversified or defensive assets.
- Alpha
- 1.31%
- Beta
- 0.80
- R²
- 0.96
- Upside Capture
- 87.71%
- Downside Capture
- 86.78%
Expense Ratio
FFNOX has an expense ratio of 0.11%, which is considered low.
Return for Risk
Risk / Return Rank
FFNOX ranks 59 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Fidelity Multi-Asset Index Fund (FFNOX) and compare them to a chosen benchmark (S&P 500 Index).
| FFNOX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.90 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.58 | 1.39 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 6.23 | 6.61 | -0.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore FFNOX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Fidelity Multi-Asset Index Fund provided a 3.82% dividend yield over the last twelve months, with an annual payout of $2.45 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.45 | $2.45 | $3.71 | $1.73 | $3.36 | $3.50 | $1.59 | $1.45 | $1.17 | $0.28 | $0.96 | $0.25 |
Dividend yield | 3.82% | 3.68% | 6.43% | 3.18% | 7.14% | 5.71% | 2.87% | 2.96% | 2.90% | 0.64% | 2.50% | 0.70% |
Monthly Dividends
The table displays the monthly dividend distributions for Fidelity Multi-Asset Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.99 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.47 | $2.45 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.73 | $3.71 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.73 | $1.73 |
| 2022 | $0.00 | $0.00 | $0.00 | $1.86 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $3.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.13 | $3.50 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Fidelity Multi-Asset Index Fund. 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 Multi-Asset Index Fund was 49.84%, occurring on Mar 9, 2009. Recovery took 769 trading sessions.
The current Fidelity Multi-Asset Index Fund drawdown is 8.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.84% | Oct 15, 2007 | 352 | Mar 9, 2009 | 769 | Mar 26, 2012 | 1121 |
| -40.8% | Mar 27, 2000 | 637 | Oct 9, 2002 | 735 | Sep 9, 2005 | 1372 |
| -29.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.04% | Nov 9, 2021 | 235 | Oct 14, 2022 | 340 | Feb 23, 2024 | 575 |
| -16.4% | May 22, 2015 | 183 | Feb 11, 2016 | 208 | Dec 7, 2016 | 391 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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