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BIGPX vs. FASGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIGPX vs. FASGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock 60/40 Target Allocation Fund Class I (BIGPX) and Fidelity Asset Manager 70% Fund (FASGX). The values are adjusted to include any dividend payments, if applicable.

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BIGPX vs. FASGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIGPX
BlackRock 60/40 Target Allocation Fund Class I
-1.73%16.08%2.52%15.92%-15.80%7.38%21.62%21.03%-3.65%14.68%
FASGX
Fidelity Asset Manager 70% Fund
-0.70%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, BIGPX achieves a -1.73% return, which is significantly lower than FASGX's -0.70% return. Over the past 10 years, BIGPX has underperformed FASGX with an annualized return of 7.70%, while FASGX has yielded a comparatively higher 8.96% annualized return.


BIGPX

1D
2.18%
1M
-4.50%
YTD
-1.73%
6M
0.05%
1Y
14.45%
3Y*
9.11%
5Y*
4.18%
10Y*
7.70%

FASGX

1D
2.36%
1M
-4.75%
YTD
-0.70%
6M
1.92%
1Y
17.75%
3Y*
12.59%
5Y*
6.64%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIGPX vs. FASGX - Expense Ratio Comparison

BIGPX has a 0.43% expense ratio, which is lower than FASGX's 0.67% expense ratio.


Return for Risk

BIGPX vs. FASGX — Risk / Return Rank

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

BIGPX
BIGPX Risk / Return Rank: 7272
Overall Rank
BIGPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BIGPX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BIGPX Omega Ratio Rank: 7171
Omega Ratio Rank
BIGPX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BIGPX Martin Ratio Rank: 7575
Martin Ratio Rank

FASGX
FASGX Risk / Return Rank: 7979
Overall Rank
FASGX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
FASGX Sortino Ratio Rank: 7878
Sortino Ratio Rank
FASGX Omega Ratio Rank: 7676
Omega Ratio Rank
FASGX Calmar Ratio Rank: 8181
Calmar Ratio Rank
FASGX Martin Ratio Rank: 8484
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.

BIGPX vs. FASGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) 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.


BIGPXFASGXDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.41

-0.13

Sortino ratio

Return per unit of downside risk

1.89

2.01

-0.12

Omega ratio

Gain probability vs. loss probability

1.28

1.30

-0.02

Calmar ratio

Return relative to maximum drawdown

1.76

2.00

-0.24

Martin ratio

Return relative to average drawdown

7.52

8.74

-1.23

BIGPX vs. FASGX - Sharpe Ratio Comparison

The current BIGPX Sharpe Ratio is 1.29, which is comparable to the FASGX Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BIGPX 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


BIGPXFASGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.41

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.55

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.71

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.60

-0.14

Correlation

The correlation between BIGPX and FASGX is 0.94, 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

BIGPX vs. FASGX - Dividend Comparison

BIGPX's dividend yield for the trailing twelve months is around 8.11%, more than FASGX's 7.39% yield.


TTM20252024202320222021202020192018201720162015
BIGPX
BlackRock 60/40 Target Allocation Fund Class I
8.11%7.97%0.00%3.02%2.59%7.60%3.76%3.77%9.80%3.20%1.76%9.89%
FASGX
Fidelity Asset Manager 70% Fund
7.39%7.33%4.60%1.72%6.69%2.73%2.20%5.19%6.31%2.75%0.20%5.58%

Drawdowns

BIGPX vs. FASGX - Drawdown Comparison

The maximum BIGPX drawdown since its inception was -46.95%, roughly equal to the maximum FASGX drawdown of -47.35%. Use the drawdown chart below to compare losses from any high point for BIGPX and FASGX.


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Drawdown Indicators


BIGPXFASGXDifference

Max Drawdown

Largest peak-to-trough decline

-46.95%

-47.35%

+0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-9.07%

+1.16%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-23.54%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-22.34%

-27.20%

+4.86%

Current Drawdown

Current decline from peak

-5.24%

-5.77%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.32%

-6.74%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.07%

-0.22%

Volatility

BIGPX vs. FASGX - Volatility Comparison

The current volatility for BlackRock 60/40 Target Allocation Fund Class I (BIGPX) is 4.62%, while Fidelity Asset Manager 70% Fund (FASGX) has a volatility of 5.30%. This indicates that BIGPX 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


BIGPXFASGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.30%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.88%

8.12%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

13.00%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.84%

12.18%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

12.58%

-1.29%