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BBSOX vs. FAMRX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBSOX vs. FAMRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Short Obligations Fund (BBSOX) 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, BBSOX achieves a 1.39% return, which is significantly lower than FAMRX's 14.17% return. Over the past 10 years, BBSOX has underperformed FAMRX with an annualized return of 2.46%, while FAMRX has yielded a comparatively higher 12.13% annualized return.


BBSOX

1D
0.00%
1M
0.34%
YTD
1.39%
6M
1.75%
1Y
4.14%
3Y*
4.74%
5Y*
3.25%
10Y*
2.46%

FAMRX

1D
-0.06%
1M
2.43%
YTD
14.17%
6M
13.73%
1Y
29.75%
3Y*
18.98%
5Y*
9.75%
10Y*
12.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBSOX vs. FAMRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBSOX
BlackRock Short Obligations Fund
1.39%4.74%5.36%4.36%0.60%-0.10%1.54%3.01%1.96%1.18%
FAMRX
Fidelity Asset Manager 85% Fund
14.17%20.87%12.60%18.98%-18.55%17.10%19.37%26.26%-9.21%21.08%

Correlation

The correlation between BBSOX and FAMRX is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.08

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

0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2013

0.02

The correlation between BBSOX and FAMRX shifts across timeframes, from 0.02 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BBSOX vs. FAMRX — Risk / Return Rank

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

BBSOX
BBSOX Risk / Return Rank: 9999
Overall Rank
BBSOX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BBSOX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BBSOX Omega Ratio Rank: 9999
Omega Ratio Rank
BBSOX Calmar Ratio Rank: 100100
Calmar Ratio Rank
BBSOX Martin Ratio Rank: 9999
Martin Ratio Rank

FAMRX
FAMRX Risk / Return Rank: 7777
Overall Rank
FAMRX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FAMRX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FAMRX Omega Ratio Rank: 7474
Omega Ratio Rank
FAMRX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FAMRX Martin Ratio Rank: 8383
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.

BBSOX vs. FAMRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Short Obligations Fund (BBSOX) 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.


BBSOXFAMRXDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+7.78

Omega ratioGain probability vs. loss probability

3.93

1.44

+2.49

Calmar ratioReturn relative to maximum drawdown

20.97

3.31

+17.66

Martin ratioReturn relative to average drawdown

67.13

14.35

+52.77

BBSOX vs. FAMRX - Sharpe Ratio Comparison

The current BBSOX Sharpe Ratio is 3.11, which is higher than the FAMRX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BBSOX 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

BBSOX vs. FAMRX - Drawdown Comparison

The maximum BBSOX drawdown since its inception was -1.59%, smaller than the maximum FAMRX drawdown of -58.65%. Use the drawdown chart below to compare losses from any high point for BBSOX and FAMRX.


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Drawdown Indicators


BBSOXFAMRXDifference

Max Drawdown

Largest peak-to-trough decline

-1.59%

-58.65%

+57.06%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-9.33%

+9.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.30%

-15.35%

+15.05%

Max Drawdown (5Y)

Largest decline over 5 years

-1.00%

-26.00%

+25.00%

Max Drawdown (10Y)

Largest decline over 10 years

-1.59%

-30.96%

+29.37%

Current Drawdown

Current decline from peak

-0.10%

-0.06%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.08%

-12.30%

+12.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

2.15%

-2.09%

Volatility

BBSOX vs. FAMRX - Volatility Comparison

The current volatility for BlackRock Short Obligations Fund (BBSOX) is 0.44%, while Fidelity Asset Manager 85% Fund (FAMRX) has a volatility of 5.36%. This indicates that BBSOX 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


BBSOXFAMRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

5.36%

-4.92%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

10.97%

-10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.34%

13.13%

-11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.26%

14.78%

-13.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.03%

15.33%

-14.30%

BBSOX vs. FAMRX - Expense Ratio Comparison

BBSOX has a 0.30% expense ratio, which is lower than FAMRX's 0.70% expense ratio.


Dividends

BBSOX vs. FAMRX - Dividend Comparison

BBSOX's dividend yield for the trailing twelve months is around 4.25%, less than FAMRX's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
BBSOX
BlackRock Short Obligations Fund
4.25%4.43%5.01%3.35%1.29%0.30%1.13%2.56%2.24%1.17%1.03%0.62%
FAMRX
Fidelity Asset Manager 85% Fund
4.87%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


BBSOX and FAMRX have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FAMRX has higher volatility (5.36%) compared to BBSOX (0.44%). In terms of maximum drawdown, BBSOX dropped -1.59% vs FAMRX's -58.65%.

BBSOX currently has the higher Sharpe Ratio (3.11 vs 2.36), 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.

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