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Fidelity Advisor Asset Manager 20% Fund Class I (FTIWX) Sharpe Ratio: 1.78

Mutual Fund · Currency in USD · Last updated Aug 1, 2026

The fund allocates its assets among three main asset classes: the stock class (equity securities of all types, including funds that invest in such securities), the bond class (fixed-income securities of all types maturing in more than one year, including lower-quality debt securities which are sometimes referred to as high yield debt securities or junk bonds, and funds that invest in such securities), and the short-term/money market class (fixed-income securities of all types maturing in one year or less, including funds that invest in such securities).

FTIWX's Sharpe Ratio of 1.78 indicates that for each unit of volatility, it generates 1.78 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

FTIWX Sharpe Ratio Rank

FTIWX Sharpe Ratio Rank: 74.074
Above Average

FTIWX ranks above 74.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

FTIWX Sharpe Ratio Market Positioning

The chart shows FTIWX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.93 or lower
  • Yellow zone (middle 50%): 0.93 to 1.81
  • Green zone (top 25%): 1.81 or higher
  • Top 1%: 3.72+
  • Median: 1.45 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Fidelity Advisor Asset Manager 20% Fund Class I's Sharpe Ratio with other mutual funds in the Diversified Portfolio category across multiple time periods, showing how FTIWX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
STDAXSEI Asset Allocation Trust Defensive Strategy Allocation Fund3.81
TIBIXThornburg Investment Income Builder Fund Class I3.66
RPFCXDavis Appreciation & Income Fund2.98
NWQIXNuveen Flexible Income Fund2.94
FSRRXFidelity Strategic Real Return Fund2.92
BRUFXBruce Fund2.73
IPFCXPoplar Forest Cornerstone Fund2.71
PUDZXPGIM Real Assets Fund2.66
FIQDXFidelity Advisor Strategic Real Return Fund Class Z2.61
IOEZXICON Equity Income Fund2.61
FTIWXFidelity Advisor Asset Manager 20% Fund Class I1.78
Benchmark

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Time Period

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Historical Sharpe Ratio

The chart shows FTIWX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when FTIWX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does FTIWX fit in your portfolio?

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