BIBDX vs. FFANX
BIBDX (BlackRock Global Dividend Portfolio) and FFANX (Fidelity Asset Manager 40% Fund) are both mutual funds - BIBDX is a Global Equities fund managed by BlackRock, while FFANX is a Diversified Portfolio fund managed by BlackRock. Over the past 10 years, BIBDX returned 9.60%/yr vs 6.99%/yr for FFANX. Their correlation of 0.87 suggests significant overlap in exposure. BIBDX charges 0.75%/yr vs 0.52%/yr for FFANX.
Performance
BIBDX vs. FFANX - Performance Comparison
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Returns By Period
In the year-to-date period, BIBDX achieves a 9.42% return, which is significantly higher than FFANX's 7.45% return. Over the past 10 years, BIBDX has outperformed FFANX with an annualized return of 9.60%, while FFANX has yielded a comparatively lower 6.99% annualized return.
BIBDX
- 1D
- -0.31%
- 1M
- 1.18%
- YTD
- 9.42%
- 6M
- 9.24%
- 1Y
- 22.51%
- 3Y*
- 15.65%
- 5Y*
- 8.66%
- 10Y*
- 9.60%
FFANX
- 1D
- -0.13%
- 1M
- 1.41%
- YTD
- 7.45%
- 6M
- 7.31%
- 1Y
- 16.42%
- 3Y*
- 11.28%
- 5Y*
- 5.36%
- 10Y*
- 6.99%
BIBDX vs. FFANX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 9.42% | 19.32% | 9.72% | 16.59% | -13.72% | 17.70% | 6.91% | 22.80% | -10.46% | 19.39% |
FFANX Fidelity Asset Manager 40% Fund | 7.45% | 13.16% | 7.40% | 11.52% | -13.62% | 8.03% | 13.10% | 15.81% | -4.06% | 11.25% |
Correlation
The correlation between BIBDX and FFANX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2008 | 0.87 |
The correlation between BIBDX and FFANX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
BIBDX vs. FFANX — Risk / Return Rank
BIBDX
FFANX
BIBDX vs. FFANX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Global Dividend Portfolio (BIBDX) 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.
| BIBDX | FFANX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.47 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 3.27 | -0.99 |
| Martin ratioReturn relative to average drawdown | 9.57 | 13.95 | -4.38 |
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Drawdowns
BIBDX vs. FFANX - Drawdown Comparison
The maximum BIBDX drawdown since its inception was -41.81%, which is greater than FFANX's maximum drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for BIBDX and FFANX.
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Drawdown Indicators
| BIBDX | FFANX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.81% | -31.69% | -10.12% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -5.20% | -5.18% |
Max Drawdown (3Y)Largest decline over 3 years | -15.07% | -7.55% | -7.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.44% | -18.52% | -5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -33.15% | -18.52% | -14.63% |
Current DrawdownCurrent decline from peak | -1.45% | -0.13% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -3.79% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 1.22% | +1.25% |
Volatility
BIBDX vs. FFANX - Volatility Comparison
BlackRock Global Dividend Portfolio (BIBDX) has a higher volatility of 4.52% compared to Fidelity Asset Manager 40% Fund (FFANX) at 2.94%. This indicates that BIBDX's price experiences larger fluctuations and is considered to be riskier 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
| BIBDX | FFANX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.94% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 6.01% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 7.09% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 7.94% | +6.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 7.74% | +7.49% |
BIBDX vs. FFANX - Expense Ratio Comparison
BIBDX has a 0.75% expense ratio, which is higher than FFANX's 0.52% expense ratio.
Dividends
BIBDX vs. FFANX - Dividend Comparison
BIBDX's dividend yield for the trailing twelve months is around 18.47%, more than FFANX's 3.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBDX BlackRock Global Dividend Portfolio | 18.47% | 20.14% | 8.09% | 2.00% | 6.51% | 18.01% | 5.94% | 7.97% | 7.05% | 6.47% | 2.47% | 4.34% |
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
With a correlation of 0.92, BIBDX and FFANX 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.
BIBDX has higher volatility (4.52%) compared to FFANX (2.94%). In terms of maximum drawdown, BIBDX dropped -41.81% vs FFANX's -31.69%.
FFANX currently has the higher Sharpe Ratio (2.40 vs 1.89), 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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