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ATWYX vs. FAMRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ATWYX vs. FAMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and Fidelity Asset Manager 85% Fund (FAMRX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ATWYX achieves a 10.18% return, which is significantly lower than FAMRX's 12.52% return. Both investments have delivered pretty close results over the past 10 years, with ATWYX having a 12.55% annualized return and FAMRX not far behind at 12.17%.


ATWYX

1D
0.25%
1M
-0.80%
YTD
10.18%
6M
9.21%
1Y
22.82%
3Y*
20.15%
5Y*
10.61%
10Y*
12.55%

FAMRX

1D
0.50%
1M
-0.26%
YTD
12.52%
6M
11.73%
1Y
25.33%
3Y*
18.43%
5Y*
9.22%
10Y*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ATWYX vs. FAMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ATWYX
AB Tax-Managed Wealth Appreciation Strategy
10.18%21.44%18.72%20.55%-18.58%20.45%12.70%25.56%-9.76%23.04%
FAMRX
Fidelity Asset Manager 85% Fund
12.52%20.87%12.60%18.98%-18.55%17.10%19.37%26.26%-9.21%21.08%

Correlation

The correlation between ATWYX and FAMRX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2003

0.97

The correlation between ATWYX and FAMRX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

ATWYX vs. FAMRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ATWYX
ATWYX Risk / Return Rank: 5858
Overall Rank
ATWYX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ATWYX Sortino Ratio Rank: 5353
Sortino Ratio Rank
ATWYX Omega Ratio Rank: 5555
Omega Ratio Rank
ATWYX Calmar Ratio Rank: 5656
Calmar Ratio Rank
ATWYX Martin Ratio Rank: 6868
Martin Ratio Rank

FAMRX
FAMRX Risk / Return Rank: 7373
Overall Rank
FAMRX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FAMRX Sortino Ratio Rank: 6767
Sortino Ratio Rank
FAMRX Omega Ratio Rank: 7070
Omega Ratio Rank
FAMRX Calmar Ratio Rank: 7575
Calmar Ratio Rank
FAMRX Martin Ratio Rank: 8181
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.

ATWYX vs. FAMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) and Fidelity Asset Manager 85% Fund (FAMRX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ATWYXFAMRXDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.47

2.85

-0.38

Martin ratioReturn relative to average drawdown

10.80

12.31

-1.51

ATWYX vs. FAMRX - Sharpe Ratio Comparison

The current ATWYX Sharpe Ratio is 1.80, which is comparable to the FAMRX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of ATWYX and FAMRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ATWYX vs. FAMRX - Drawdown Comparison

The maximum ATWYX drawdown since its inception was -59.14%, roughly equal to the maximum FAMRX drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for ATWYX and FAMRX.


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Drawdown Indicators


ATWYXFAMRXDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-58.65%

-0.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.75%

-9.33%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-17.58%

-15.35%

-2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

-26.00%

-0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-30.96%

-3.37%

Current Drawdown

Current decline from peak

-1.87%

-1.50%

-0.37%

Average Drawdown

Average peak-to-trough decline

-9.96%

-12.30%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.16%

+0.07%

Volatility

ATWYX vs. FAMRX - Volatility Comparison

The current volatility for AB Tax-Managed Wealth Appreciation Strategy (ATWYX) is 5.04%, while Fidelity Asset Manager 85% Fund (FAMRX) has a volatility of 5.66%. This indicates that ATWYX experiences smaller price fluctuations and is considered to be less risky than FAMRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ATWYXFAMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.66%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

11.14%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

13.23%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

14.81%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.73%

15.28%

+1.45%

ATWYX vs. FAMRX - Expense Ratio Comparison

ATWYX has a 0.38% expense ratio, which is lower than FAMRX's 0.70% expense ratio.


Dividends

ATWYX vs. FAMRX - Dividend Comparison

ATWYX's dividend yield for the trailing twelve months is around 4.00%, less than FAMRX's 4.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ATWYX
AB Tax-Managed Wealth Appreciation Strategy
4.00%4.41%2.49%1.84%5.88%5.81%1.23%4.93%5.57%12.93%3.16%7.84%
FAMRX
Fidelity Asset Manager 85% Fund
4.94%5.56%3.44%1.33%5.07%3.15%1.99%5.52%5.62%2.31%0.28%4.83%

Frequently Asked Questions


With a correlation of 0.98, ATWYX and FAMRX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

FAMRX has higher volatility (5.66%) compared to ATWYX (5.04%). In terms of maximum drawdown, ATWYX dropped -59.14% vs FAMRX's -58.65%.

FAMRX currently has the higher Sharpe Ratio (2.01 vs 1.80), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ATWYX and FAMRX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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