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BFMCX vs. FFANX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFMCX vs. FFANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Core Bond Portfolio (BFMCX) and Fidelity Asset Manager 40% Fund (FFANX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BFMCX achieves a 0.31% return, which is significantly lower than FFANX's 7.59% return. Over the past 10 years, BFMCX has underperformed FFANX with an annualized return of 1.54%, while FFANX has yielded a comparatively higher 6.90% annualized return.


BFMCX

1D
0.24%
1M
1.08%
YTD
0.31%
6M
0.79%
1Y
4.79%
3Y*
3.53%
5Y*
-0.44%
10Y*
1.54%

FFANX

1D
0.80%
1M
1.62%
YTD
7.59%
6M
8.05%
1Y
17.09%
3Y*
10.99%
5Y*
5.51%
10Y*
6.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFMCX vs. FFANX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFMCX
BlackRock Core Bond Portfolio
0.31%7.43%0.66%5.32%-14.35%-1.52%8.32%9.85%-0.28%3.16%
FFANX
Fidelity Asset Manager 40% Fund
7.59%13.16%7.40%11.52%-13.62%8.03%13.10%15.81%-4.06%11.25%

Correlation

The correlation between BFMCX and FFANX is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.50

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

0.46

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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2007

0.11

Over the past year, BFMCX and FFANX have become more correlated (0.50) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

BFMCX vs. FFANX — Risk / Return Rank

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

BFMCX
BFMCX Risk / Return Rank: 2020
Overall Rank
BFMCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BFMCX Sortino Ratio Rank: 2222
Sortino Ratio Rank
BFMCX Omega Ratio Rank: 2020
Omega Ratio Rank
BFMCX Calmar Ratio Rank: 2020
Calmar Ratio Rank
BFMCX Martin Ratio Rank: 1717
Martin Ratio Rank

FFANX
FFANX Risk / Return Rank: 8181
Overall Rank
FFANX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FFANX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FFANX Omega Ratio Rank: 8080
Omega Ratio Rank
FFANX Calmar Ratio Rank: 7878
Calmar Ratio Rank
FFANX 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.

BFMCX vs. FFANX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Core Bond Portfolio (BFMCX) and Fidelity Asset Manager 40% Fund (FFANX). 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.


BFMCXFFANXDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.21

1.47

-0.26

Calmar ratioReturn relative to maximum drawdown

1.48

3.27

-1.78

Martin ratioReturn relative to average drawdown

4.09

13.93

-9.85

BFMCX vs. FFANX - Sharpe Ratio Comparison

The current BFMCX Sharpe Ratio is 1.20, which is lower than the FFANX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of BFMCX and FFANX, 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

BFMCX vs. FFANX - Drawdown Comparison

The maximum BFMCX drawdown since its inception was -19.49%, smaller than the maximum FFANX drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for BFMCX and FFANX.


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Drawdown Indicators


BFMCXFFANXDifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-31.69%

+12.20%

Max Drawdown (1Y)

Largest decline over 1 year

-3.25%

-5.20%

+1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-6.76%

-7.55%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-19.32%

-18.52%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-19.49%

-18.52%

-0.97%

Current Drawdown

Current decline from peak

-3.64%

0.00%

-3.64%

Average Drawdown

Average peak-to-trough decline

-2.73%

-3.79%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.22%

-0.05%

Volatility

BFMCX vs. FFANX - Volatility Comparison

The current volatility for BlackRock Core Bond Portfolio (BFMCX) is 1.16%, while Fidelity Asset Manager 40% Fund (FFANX) has a volatility of 3.02%. This indicates that BFMCX experiences smaller price fluctuations and is considered to be less risky than FFANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFMCXFFANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

3.02%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

6.03%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

7.07%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.14%

7.94%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.06%

7.74%

-2.68%

BFMCX vs. FFANX - Expense Ratio Comparison

BFMCX has a 0.44% expense ratio, which is lower than FFANX's 0.52% expense ratio.


Dividends

BFMCX vs. FFANX - Dividend Comparison

BFMCX's dividend yield for the trailing twelve months is around 4.36%, more than FFANX's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
BFMCX
BlackRock Core Bond Portfolio
4.36%4.10%3.86%3.21%1.86%2.11%5.78%2.86%3.02%2.69%2.41%2.57%
FFANX
Fidelity Asset Manager 40% Fund
3.65%3.97%2.81%2.49%5.75%2.35%2.36%3.67%4.56%2.56%1.43%3.18%

Frequently Asked Questions


BFMCX and FFANX have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFANX has higher volatility (3.02%) compared to BFMCX (1.16%). In terms of maximum drawdown, BFMCX dropped -19.49% vs FFANX's -31.69%.

FFANX currently has the higher Sharpe Ratio (2.40 vs 1.20), 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 BFMCX and FFANX

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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