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ISIN
US3160696999
Issuer
BlackRock
Inception Date
Oct 9, 2007
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

FTTNX Performance Chart

Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) is up 5.7% since the beginning of the year. FTTNX is currently trading at $13 per share. Investors who bought $1,000 worth of FTTNX shares 5 years ago would now be looking at an investment worth $1,215.


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S&P 500 Index

Returns By Period

Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) has returned 5.72% so far this year and 14.06% over the past 12 months. Over the last ten years, FTTNX has returned 5.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Fidelity Advisor Asset Manager 30% Fund Class M

1D
0.22%
1M
2.13%
YTD
5.72%
6M
6.09%
1Y
14.06%
3Y*
9.06%
5Y*
3.97%
10Y*
5.12%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTTNX Monthly Returns History

Based on dividend-adjusted daily data since Oct 11, 2007, FTTNX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +5.4%, while the worst month was Oct 2008 at -9.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, FTTNX closed higher 48% of trading days. The best single day was Oct 13, 2008 with a return of +3.4%, while the worst single day was Mar 12, 2020 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.57%1.46%-3.08%3.83%1.57%0.37%5.72%
20251.44%0.50%-1.39%0.35%1.60%2.58%0.16%1.54%1.76%1.14%0.31%0.35%10.77%
20240.09%0.77%1.42%-2.38%2.09%1.08%1.65%1.50%1.40%-2.01%2.08%-1.95%5.71%
20234.10%-2.37%2.04%0.82%-1.05%1.47%1.09%-1.29%-2.76%-1.70%5.16%3.74%9.23%
2022-2.65%-1.44%-0.57%-4.29%-0.31%-3.66%3.70%-2.35%-5.13%1.12%4.08%-1.58%-12.73%
2021-0.40%0.33%-0.00%2.10%0.41%1.03%0.77%0.86%-1.62%1.72%-0.93%1.05%5.38%

Benchmark Metrics

Fidelity Advisor Asset Manager 30% Fund Class M has an annualized alpha of 1.40%, beta of 0.29, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 12, 2007.

  • This fund participated in 42.85% of S&P 500 Index downside but only 36.47% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.29 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.40%
Beta
0.29
0.81
Upside Capture
36.47%
Downside Capture
42.85%

Expense Ratio

FTTNX has a high expense ratio of 1.09%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

FTTNX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FTTNX Risk / Return Rank: 7777
Overall Rank
FTTNX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTTNX Sortino Ratio Rank: 8080
Sortino Ratio Rank
FTTNX Omega Ratio Rank: 7979
Omega Ratio Rank
FTTNX Calmar Ratio Rank: 7171
Calmar Ratio Rank
FTTNX Martin Ratio Rank: 7575
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Fidelity Advisor Asset Manager 30% Fund Class M (FTTNX) and compare them to S&P 500 Index.


FTTNXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.53

1.41

+0.12

Calmar ratioReturn relative to maximum drawdown

3.25

2.93

+0.33

Martin ratioReturn relative to average drawdown

14.18

13.52

+0.65

Dividends

Dividend History

Fidelity Advisor Asset Manager 30% Fund Class M provided a 2.27% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.31$0.30$0.30$0.26$0.46$0.17$0.22$0.31$0.34$0.26$0.12$0.30

Dividend yield

2.27%2.36%2.55%2.27%4.32%1.35%1.74%2.71%3.26%2.35%1.12%2.99%

Monthly Dividends

The table displays the monthly dividend distributions for Fidelity Advisor Asset Manager 30% Fund Class M. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.01$0.02$0.02$0.02$0.00$0.06
2025$0.00$0.00$0.01$0.02$0.02$0.02$0.04$0.02$0.02$0.04$0.02$0.10$0.30
2024$0.00$0.01$0.01$0.02$0.02$0.02$0.04$0.02$0.02$0.04$0.02$0.09$0.30
2023$0.00$0.01$0.01$0.02$0.01$0.01$0.04$0.01$0.01$0.04$0.02$0.08$0.26
2022$0.00$0.00$0.00$0.01$0.00$0.00$0.03$0.01$0.01$0.07$0.01$0.33$0.46
2021$0.00$0.00$0.00$0.01$0.00$0.00$0.02$0.00$0.00$0.05$0.00$0.10$0.17

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 Advisor Asset Manager 30% Fund Class M. 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 30% Fund Class M was 26.77%, occurring on Nov 20, 2008. Recovery took 346 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-26.77%Nov 2008
1y 22d1y 4mo
2y 5moOct 2007 - Apr 2010
Bear market2022
-17.05%Oct 2022
11mo 8d1y 10mo
2y 9moNov 2021 - Aug 2024
COVID crash2020
-15.17%Mar 2020
1mo 2d3mo 23d
4mo 25dFeb 2020 - Jul 2020
2016 pullback2016
-7.51%Feb 2016
9mo 20d4mo 28d
1y 2moApr 2015 - Jul 2016
Rate-hike selloffLate 2018
-6.71%Dec 2018
10mo 29d3mo 5d
1y 1moJan 2018 - Mar 2019

Drawdown Indicators


FTTNXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.77%

-56.78%

+30.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.37%

-9.10%

+4.73%

Max Drawdown (3Y)

Largest decline over 3 years

-6.04%

-18.90%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.05%

-25.43%

+8.38%

Max Drawdown (10Y)

Largest decline over 10 years

-17.05%

-33.92%

+16.87%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-3.32%

-10.72%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.00%

1.97%

-0.97%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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