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BFMCX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFMCX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Portfolio (BFMCX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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BFMCX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFMCX
BlackRock Core Bond Portfolio
-0.83%7.43%0.66%5.32%-14.35%-1.52%8.32%9.85%-0.28%3.16%
FASGX
Fidelity Asset Manager 70% Fund
-2.99%18.23%10.81%16.45%-16.83%13.98%17.19%22.81%-7.65%17.34%

Returns By Period

In the year-to-date period, BFMCX achieves a -0.83% return, which is significantly higher than FASGX's -2.99% return. Over the past 10 years, BFMCX has underperformed FASGX with an annualized return of 1.54%, while FASGX has yielded a comparatively higher 8.70% annualized return.


BFMCX

1D
0.49%
1M
-2.72%
YTD
-0.83%
6M
0.16%
1Y
3.70%
3Y*
2.90%
5Y*
-0.33%
10Y*
1.54%

FASGX

1D
-0.24%
1M
-7.42%
YTD
-2.99%
6M
-0.12%
1Y
15.54%
3Y*
11.72%
5Y*
6.38%
10Y*
8.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFMCX vs. FASGX - Expense Ratio Comparison

BFMCX has a 0.44% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Return for Risk

BFMCX vs. FASGX — Risk / Return Rank

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

BFMCX
BFMCX Risk / Return Rank: 4848
Overall Rank
BFMCX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BFMCX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BFMCX Omega Ratio Rank: 3535
Omega Ratio Rank
BFMCX Calmar Ratio Rank: 6666
Calmar Ratio Rank
BFMCX Martin Ratio Rank: 4747
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7070
Overall Rank
FASGX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
FASGX Omega Ratio Rank: 6969
Omega Ratio Rank
FASGX Calmar Ratio Rank: 6969
Calmar Ratio Rank
FASGX Martin Ratio Rank: 7272
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.

BFMCX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) and Fidelity Asset Manager 70% Fund (FASGX). 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.


BFMCXFASGXDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.21

-0.27

Sortino ratio

Return per unit of downside risk

1.33

1.73

-0.40

Omega ratio

Gain probability vs. loss probability

1.16

1.26

-0.09

Calmar ratio

Return relative to maximum drawdown

1.50

1.55

-0.05

Martin ratio

Return relative to average drawdown

4.75

6.89

-2.14

BFMCX vs. FASGX - Sharpe Ratio Comparison

The current BFMCX Sharpe Ratio is 0.94, which is comparable to the FASGX Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BFMCX and FASGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BFMCXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.21

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.53

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.70

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.60

+0.27

Correlation

The correlation between BFMCX and FASGX is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BFMCX vs. FASGX - Dividend Comparison

BFMCX's dividend yield for the trailing twelve months is around 3.92%, less than FASGX's 7.56% yield.


TTM20252024202320222021202020192018201720162015
BFMCX
BlackRock Core Bond Portfolio
3.92%4.10%3.86%3.21%1.86%2.11%5.78%2.86%3.02%2.69%2.41%2.57%
FASGX
Fidelity Asset Manager 70% Fund
7.56%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

BFMCX vs. FASGX - Drawdown Comparison

The maximum BFMCX drawdown since its inception was -19.49%, smaller than the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BFMCX and FASGX.


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Drawdown Indicators


BFMCXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-47.35%

+27.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-9.07%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-19.32%

-23.54%

+4.22%

Max Drawdown (10Y)

Largest decline over 10 years

-19.49%

-27.20%

+7.71%

Current Drawdown

Current decline from peak

-4.73%

-7.95%

+3.22%

Average Drawdown

Average peak-to-trough decline

-2.73%

-6.74%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

2.04%

-1.03%

Volatility

BFMCX vs. FASGX - Volatility Comparison

The current volatility for BlackRock Core Bond Portfolio (BFMCX) is 1.78%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 4.57%. This indicates that BFMCX experiences smaller price fluctuations and is considered to be less risky than FASGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFMCXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

4.57%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

7.78%

-5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.46%

12.82%

-8.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

12.14%

-6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

12.56%

-7.53%