AXBAX vs. FYMIX
Compare and contrast key facts about Columbia Capital Allocation Aggressive Portfolio (AXBAX) and Fidelity Sustainable Multi-Asset Fund (FYMIX).
AXBAX is managed by Columbia. It was launched on Mar 3, 2004. FYMIX is managed by Fidelity. It was launched on Feb 9, 2022.
Performance
AXBAX vs. FYMIX - Performance Comparison
Loading graphics...
AXBAX vs. FYMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AXBAX Columbia Capital Allocation Aggressive Portfolio | -4.42% | 19.12% | 15.47% | 19.89% | -15.96% |
FYMIX Fidelity Sustainable Multi-Asset Fund | -4.40% | 18.95% | 11.09% | 16.15% | -15.71% |
Returns By Period
The year-to-date returns for both investments are quite close, with AXBAX having a -4.42% return and FYMIX slightly higher at -4.40%.
AXBAX
- 1D
- -0.22%
- 1M
- -7.52%
- YTD
- -4.42%
- 6M
- -1.67%
- 1Y
- 16.36%
- 3Y*
- 14.09%
- 5Y*
- 7.04%
- 10Y*
- 9.34%
FYMIX
- 1D
- 0.09%
- 1M
- -8.20%
- YTD
- -4.40%
- 6M
- -1.39%
- 1Y
- 14.95%
- 3Y*
- 11.31%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AXBAX vs. FYMIX - Expense Ratio Comparison
AXBAX has a 0.39% expense ratio, which is higher than FYMIX's 0.05% expense ratio.
Return for Risk
AXBAX vs. FYMIX — Risk / Return Rank
AXBAX
FYMIX
AXBAX vs. FYMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Capital Allocation Aggressive Portfolio (AXBAX) and Fidelity Sustainable Multi-Asset Fund (FYMIX). 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.
| AXBAX | FYMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.13 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.63 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.51 | -0.06 |
Martin ratioReturn relative to average drawdown | 6.98 | 6.25 | +0.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AXBAX | FYMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.13 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.42 | +0.06 |
Correlation
The correlation between AXBAX and FYMIX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AXBAX vs. FYMIX - Dividend Comparison
AXBAX's dividend yield for the trailing twelve months is around 10.26%, more than FYMIX's 3.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXBAX Columbia Capital Allocation Aggressive Portfolio | 10.26% | 9.81% | 5.23% | 5.43% | 7.50% | 13.35% | 5.91% | 7.55% | 10.64% | 7.46% | 3.76% | 7.23% |
FYMIX Fidelity Sustainable Multi-Asset Fund | 3.85% | 3.69% | 1.84% | 1.78% | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AXBAX vs. FYMIX - Drawdown Comparison
The maximum AXBAX drawdown since its inception was -50.83%, which is greater than FYMIX's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for AXBAX and FYMIX.
Loading graphics...
Drawdown Indicators
| AXBAX | FYMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.83% | -22.70% | -28.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -8.95% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -25.78% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.27% | — | — |
Current DrawdownCurrent decline from peak | -8.03% | -8.72% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -5.83% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.16% | -0.05% |
Volatility
AXBAX vs. FYMIX - Volatility Comparison
The current volatility for Columbia Capital Allocation Aggressive Portfolio (AXBAX) is 4.43%, while Fidelity Sustainable Multi-Asset Fund (FYMIX) has a volatility of 4.80%. This indicates that AXBAX experiences smaller price fluctuations and is considered to be less risky than FYMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AXBAX | FYMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.80% | -0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.12% | 8.07% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 13.20% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 12.67% | +1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.76% | 12.67% | +2.09% |